PDEM-Based Response Analysis of Nonlinear Systems with Double Uncertainties

Large degree of uncertainties may exist simultaneously in system parameters and external excitations of engineering structures. To capture the performance of such nonlinear multi-degree-of-freedom structures is still a great challenge in stochastic dynamics. In the present paper, the probability density evolution method is adopted and extended to reduce the dimension of parametric FPK equation of an uncertain-parameter structure subjected to additively white noise process. Numerical examples validate the proposed algorithm. Problems to be further studied are discussed.

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