【摘要】 研究了高斯白噪声与谐和激励联合作用下非线性系统对应FPK方程的瞬态解。基于九点隐式有限差分格式,给出FPK方程的差分数值解,并应用于4类不同的非线性振子,求得了相应的瞬态解,并研究了边缘概率密度函数和联合概率密度函数随时间的演化历程。更多还原

【Abstract】 In this paper,the transient probability density function of nonlinear system subjected to harmonic and stochastic excitations is investigated. Based on the implicit finite difference method,the transient probability density function of nonlinear system is proposed. The non-stationary response of four types of nonlinear oscillators are employed. The evolution of marginal probability density function and joint probability density function is discussed.更多还原