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.

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Published

27-11-2014

Issue

Section

Research Article

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