Random response of a simple system with stochastic uncertainty and noise in parameters

0548924 - ÚTAM 2022 RIV CZ eng J - Journal Article
Náprstek, Jiří - Fischer, Cyril
Random response of a simple system with stochastic uncertainty and noise in parameters.
Applied and Computational Mechanics. Roč. 15, č. 2 (2021), s. 1-12. ISSN 1802-680X
R&D Projects: GA ČR(CZ) GA19-21817S
Institutional support: RVO:68378297
Keywords : parametric imperfections * interaction of imperfections with input noises * stochastic stability
OECD category: Civil engineering
Method of publishing: Open access
https://doi.org/10.24132/acm.2021.575

The paper is concerned with the analysis of the simultaneous effect of a random perturbation and white noise in the coefficient of the system on its response. The excitation of the system of the 1st order is described by the sum of a deterministic signal and additive white noise, which is partly correlated with a parametric noise. The random perturbation in the parameter is considered statistics in a set of realizations. It reveals that the probability density of these perturbations must be limited in the phase space, otherwise the system would lose the stochastic stability in probability, either immediately or after a certain time. The width of the permissible zone depends on the intensity of the parametric noise, the extent of correlation with the additive excitation noise, and the type of probability density. The general explanation is demonstrated on cases of normal, uniform, and truncated normal probability densities.
Permanent Link: http://hdl.handle.net/11104/0324969