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NONLINEAR RANDOM VIBRATION, SECOND EDITION
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Nonlinear Random Vibration
Analytical Techniques and Applications
Second edition
Cho W.S. To
Professor of Mechanical Engineering
University of Nebraska-Lincoln
USA
CRC Press
Taylor & Francis Group
6000 Broken Sound Parkway NW, Suite 300
Boca Raton, FL 33487-2742
© 2012 by Taylor & Francis Group, LLC
CRC Press is an imprint of Taylor & Francis Group, an Informa business
This book contains information obtained from authentic and highly regarded sources. Reasonable efforts have been
made to publish reliable data and information, but the author and publisher cannot assume responsibility for the valid-
ity of all materials or the consequences of their use. The authors and publishers have attempted to trace the copyright
holders of all material reproduced in this publication and apologize to copyright holders if permission to publish in this
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Table of contents
Dedication ix
Preface to the first edition xi
Preface to the second edition xiii
Acknowledgements xv
1 Introduction 1
2 Markovian and Non-Markovian Solutions of Stochastic Nonlinear
Differential Equations 3
2.1 Introduction 3
2.1.1 Classification based on regularity 3
2.1.2 Classification based on memory 4
2.1.3 Kinetic equation of stochastic processes 4
2.2 Markovian Solution of Stochastic Nonlinear Differential Equations 6
2.2.1 Markov and diffusion processes 6
2.2.2 Itô’s and Stratonovich integrals 7
2.2.3 One-dimensional Fokker-Planck-Kolmogorov equation 9
2.2.4 Systems with random parametric excitations 9
2.3 Non-Markovian Solution of Stochastic Nonlinear Differential Equations 13
2.3.1 One-dimensional problem 13
2.3.2 Multi-dimensional problem 15
3 Exact Solutions of Fokker-Planck-Kolmogorov Equations 19
3.1 Introduction 19
3.2 Solution of a General Single-Degree-of-Freedom System 22
3.3 Applications to Engineering Systems 33
3.3.1 Systems with linear damping and nonlinear stiffness 33
3.3.2 Systems with nonlinear damping and linear stiffness 50
3.3.3 Systems with nonlinear damping and nonlinear stiffness 53
3.4 Solution of Multi-Degree-of-Freedom Systems 54
3.5 Stochastically Excited Hamiltonian Systems 62
4 Methods of Statistical Linearization 65
4.1 Introduction 65
4.2 Statistical Linearization for Single-Degree-of-Freedom Nonlinear Systems 66
4.2.1 Stationary solutions of single-degree-of-freedom systems
under zero mean Gaussian white noise excitations 66
4.2.2 Non-Zero mean stationary solution of
a single-degree-of-freedom system 76
4.2.3 Stationary solution of a single-degree-of-freedom system under
narrow-band excitation 78
4.2.4 Stationary solution of a single-degree-of-freedom system under
parametric and external random excitations 81
4.2.5 Solutions of single-degree-of-freedom systems under
nonstationary random excitations 84
vi Table of contents
References 269
Chapter 1 269
Chapter 2 271
Chapter 3 273
Chapter 4 275
Chapter 5 281
Chapter 6 283
Chapter 7 287
Appendix 291
Index 293
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To My Parents
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Preface to the first edition
The framework of this book was first conceptualized in the late nineteen eighties.
However, the writing of this book began while the author was on sabbatical, July 1991
through June 1992, at the University of California, Berkeley, from the University of
Western Ontario, London, Ontario, Canada. Over half of the book was completed
before the author returned to Canada after his sabbatical. With full-time teaching,
research, the arrival of a younger daughter, and the moving in 1996 from Canada to the
University of Nebraska, Lincoln the author has only completed the project of writing
this book very recently. Owing to the long span of time for the writing, there is no doubt
that many relevant publications may have been omitted by the author.
The latter has to admit that a book of this nature is influenced, without exception,
by many authors and examples in the field of random vibration. The original purpose
of writing this book was to provide an advanced graduate level textbook dealing, in a
more systematical way, with analytical techniques of nonlinear random vibration. It was
also aimed at providing a textbook for a second course in the analytical techniques of
random vibration for graduate students and researchers.
In the introduction chapter reviews in the general areas of nonlinear random vibration
appeared in the literature are quoted. Books exclusively dealing with and related to are
listed in this chapter. Chapter 2 begins with a brief introduction to Markovian and
non-Markovian solutions of stochastic nonlinear differential equations. Chapter 3 is
concerned with the exact solution of the Fokker-Planck-Kolmogorov (FPK) equation.
Chapter 4 presents the methods of statistical linearization (SL). Uniqueness and accuracy
of solutions by the SL techniques are summarized. An introduction to and discussion on
the statistical nonlinearization (SNL) techniques are provided in Chapter 5. Accuracy of
the SNL techniques is addressed. The methods of stochastic averaging are introduced
in Chapter 6. Various stochastic averaging techniques are presented in details and their
accuracies are discussed. Chapter 7 provides briefly the truncated hierarchy, perturba-
tion, and functional series techniques.
C.W.S. To
Lincoln, Nebraska 2000
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Preface to the second edition
C.W.S. To
Lincoln, Nebraska 2011
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