A weighted dual criterion for stochastic equivalent linearization method

N. D. Anh, N. N. Linh
Author affiliations

Authors

  • N. D. Anh Institute of Mechanics, VAST, 18 Hoang Quoc Viet, Hanoi, Vietnam
  • N. N. Linh Construction Technical College No. 1, Hanoi, Vietnam

DOI:

https://doi.org/10.15625/0866-7136/36/4/5106

Keywords:

Stochastic equivalent linearization, weighted dual criterion, weighting coefficient

Abstract

A weighted dual mean square criterion for stochastic equivalent linearization method is considered in which the forward and backward replacements are weighted. The normalized weighting coefficient is suggested as a piecewise linear function of the squared correlation coefficient and is defined by the least square method based on the data of Lutes-Sarkani oscillator. The application to two typical nonlinear systems subjected to random excitation shows accurate approximations when the nonlinearity varies from the weak to strong levels.

Downloads

Downloads

Published

27-11-2014

How to Cite

Anh, N. D., & Linh, N. N. (2014). A weighted dual criterion for stochastic equivalent linearization method. Vietnam Journal of Mechanics, 36(4), 307–320. https://doi.org/10.15625/0866-7136/36/4/5106

Issue

Section

Research Article

Most read articles by the same author(s)

1 2 > >>