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Cristin-resultat-ID:
411213
Sist endret:
21. oktober 2013, 12:12
Resultat
Vitenskapelig artikkel
2000
Efficient path integration methods for nonlinear dynamic systems
Arvid Næss
og
Vibeke Moe
Tidsskrift
Tidsskrift
Probabilistic Engineering Mechanics
ISSN 0266-8920
e-ISSN 1878-4275
NVI-nivå 1
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Om resultatet
Om resultatet
Vitenskapelig artikkel
Publiseringsår: 2000
Volum: 15
Hefte: 2
Sider: 221 - 231
Importkilder
Importkilder
Bibsys-ID: r00014275
Beskrivelse
Beskrivelse
Engelsk
Tittel
Efficient path integration methods for nonlinear dynamic systems
Sammendrag
New approaches for numerical implementation of the path integration (PI) method are described. In essence the PI method is a stepwise calculation of the joint probability density function (PDF) of a set of state space variables describing a white noise excited nonlinear dynamic system. The basic idea behind the proposed procedure is to apply a splines interpolation method to the logarithm of the calculated PDF to obtain an accurate representation of the PDF over the whole domain and not only at the chosen grid points. This exploits the fact that the logarithm of the PDF shows a more polynomial behaviour than the PDF itself, and therefore is better adapted to a splines representation. It is demonstrated that the proposed techniques may lead to significantly improved performance in calculating the response statistics of large classes of nonlinear oscillators excited by white or coloured noise when compared to other available implementations of the PI method. An advantage of the new approaches is that they allow time-variant dynamic systems to be analysed without significant increase in computer time. Numerical results for both 2D and 3D problems are presented.
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Bidragsytere
Bidragsytere
Arvid Næss
Forfatter
ved Institutt for konstruksjonsteknikk ved Norges teknisk-naturvitenskapelige universitet
Vibeke Moe
Forfatter
1
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2
av
2