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    ARTICLE

    A Solution Procedure for a Vibro-Impact Problem under Fully Correlated Gaussian White Noises

    H.T. Zhu 1

    CMES-Computer Modeling in Engineering & Sciences, Vol.97, No.3, pp. 281-298, 2014, DOI:10.3970/cmes.2014.097.281

    Abstract This study is concerned with a solution procedure to obtain the probability density function (PDF) of a vibro-impact Duffing oscillator under fully correlated external and parametric Gaussian white noises. The proposed solution procedure consists of three steps. In the first step, the Zhuravlev non-smooth coordinate transformation is adopted to introduce an additional impulsive damping term, in which the original vibro-impact oscillator is converted into a new oscillator without any barrier. After that, the PDF of the new oscillator is obtained by solving the Fokker-Planck equation with the exponential-polynomial closure method. Last, the PDF of the original oscillator is formulated in… More >

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