The generalized EPC method for the non-stationary probabilistic response of nonlinear dynamical system

It is well known that the non-stationary response probability density function (PDF) plays an important role in the reliability and failure analysis. With current approximate or numerical methods, the non-stationary approximate PDF is generally obtained in terms of the ones at the discrete time instants. Repeated computation must be conducted for the ones at other time instants since the response PDF at only one time instant can be obtained after performing the solution procedure. Thus, the computational efficiency suffers a major setback. In this paper, the exponential polynomial closure (EPC) method is further improved and enhanced to obtain the completely non-stationary PDF solution, which is distributed continuously in the time domain. It takes the temporal base function into the PDF approximation. The unknown coefficients in the EPC solution are generalized to be explicit functions of the time parameter. With the least squares method, the explicit time functions can be determined based on the few simulated response PDF values. This implementation makes the continues PDF distribution in the time domain available, which greatly improves the computational efficiency without the repeating computation. Two typical nonlinear systems under stationary and non-stationary random excitations are taken as examples to illustrate the efficiency of the proposed method. Numerical results show that the results obtained by the proposed method agree well with the simulated results. In addition, the relationship between the explicit time function and the modulate function is discussed.

Automated summary

This paper proposes an improved exponential polynomial closure (EPC) method to obtain the completely non-stationary probability density function (PDF) solution, which is distributed continuously in the time domain. The method introduces the temporal base function into the PDF approximation and determines the unknown coefficients using the least squares method. This implementation makes it possible to have continuous PDF distribution in the time domain, significantly improving computational efficiency.