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

Download data is not yet available.

Downloads

Published

27-11-2014

Issue

Section

Research Article