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Stochastic stability of viscoelastic system under non-Gaussian colored noise excitation 被引量:3

Stochastic stability of viscoelastic system under non-Gaussian colored noise excitation
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摘要 This article examines a viscoelastic plate that is driven parametrically by a non-Guassian colored noise,which is simplified to an Ornstein-Uhlenbeck process based on the approximation method.To examine the moment stability property of the viscoelastic system,we use the stochastic averaging method,Girsanov theorem and Feynmann-Kac formula to derive the approximate analytic expansion of the moment Lyapunov exponent.Furthermore,the Monte Carlo simulation results for the original system are given to check the accuracy of the approximate analytic results.At the end of this paper,results are presented to show some quantitative pictures of the effects of the system parameters,noise parameters and viscoelastic parameters on the stability of the viscoelastic plate. This article examines a viscoelastic plate that is driven parametrically by a non-Guassian colored noise, which is simplified to an Ornstein-Uhlenbeck process based on the approximation method. To examine the moment stability property of the viscoe- lastic system, we use the stochastic averaging method, Girsanov theorem and Feynmann-Kac formula to derive the approxi- mate analytic expansion of the moment Lyapunov exponent. Furthermore, the Monte Carlo simulation results for the original system are given to check the accuracy of the approximate analytic results. At the end of this paper, results are presented to show some quantitative pictures of the effects of the system parameters, noise parameters and viscoelastic parameters on the stability of the viscoelastic plate.
出处 《Science China(Physics,Mechanics & Astronomy)》 SCIE EI CAS 2012年第3期483-492,共10页 中国科学:物理学、力学、天文学(英文版)
基金 supported by the National Natural Science Foundation of China (Grant Nos. 11072107 and 91016022) the Specialized Research Fund for the Doctoral Program of Higher Education of China (GrantNo.20093218110003)
关键词 viscoelastic system the moment Lyapunov exponents non-Gaussian colored noise stochastic averaging method the Monte Carlo simulation 粘弹性系统 随机平均法 矩稳定性 噪声激励 Girsanov定理 非高斯 Lyapunov 运算
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