Survival probability determination of nonlinear oscillators with fractional derivative elements under evolutionary stochastic excitation

Research output: Contribution to journalArticleResearchpeer review

Authors

  • Vasileios C. Fragkoulis
  • Ioannis A. Kougioumtzoglou

Research Organisations

External Research Organisations

  • Columbia University
View graph of relations

Details

Original languageEnglish
Article number103411
JournalProbabilistic Engineering Mechanics
Volume71
Early online date5 Jan 2023
Publication statusPublished - Jan 2023

Abstract

An approximate analytical technique based on a combination of statistical linearization and stochastic averaging is developed for determining the survival probability of stochastically excited nonlinear/hysteretic oscillators with fractional derivative elements. Specifically, approximate closed form expressions are derived for the oscillator non-stationary marginal, transition, and joint response amplitude probability density functions (PDF) and, ultimately, for the time-dependent oscillator survival probability. Notably, the technique can treat a wide range of nonlinear/hysteretic response behaviors and can account even for evolutionary excitation power spectra with time-dependent frequency content. Further, the corresponding computational cost is kept at a minimum level since it relates, in essence, only to the numerical integration of a deterministic nonlinear differential equation governing approximately the evolution in time of the oscillator response variance. Overall, the developed technique can be construed as an extension of earlier efforts in the literature to account for fractional derivative terms in the equation of motion. The numerical examples include a hardening Duffing and a bilinear hysteretic nonlinear oscillators with fractional derivative terms. The accuracy degree of the technique is assessed by comparisons with pertinent Monte Carlo simulation data.

Keywords

    First-passage time, Fractional derivative, Nonlinear system, Stochastic dynamics, Survival probability

ASJC Scopus subject areas

Cite this

Survival probability determination of nonlinear oscillators with fractional derivative elements under evolutionary stochastic excitation. / Fragkoulis, Vasileios C.; Kougioumtzoglou, Ioannis A.
In: Probabilistic Engineering Mechanics, Vol. 71, 103411, 01.2023.

Research output: Contribution to journalArticleResearchpeer review

Fragkoulis VC, Kougioumtzoglou IA. Survival probability determination of nonlinear oscillators with fractional derivative elements under evolutionary stochastic excitation. Probabilistic Engineering Mechanics. 2023 Jan;71:103411. Epub 2023 Jan 5. doi: 10.1016/j.probengmech.2022.103411
Download
@article{88d3c17e6f2847688e6c8cc90829dad9,
title = "Survival probability determination of nonlinear oscillators with fractional derivative elements under evolutionary stochastic excitation",
abstract = "An approximate analytical technique based on a combination of statistical linearization and stochastic averaging is developed for determining the survival probability of stochastically excited nonlinear/hysteretic oscillators with fractional derivative elements. Specifically, approximate closed form expressions are derived for the oscillator non-stationary marginal, transition, and joint response amplitude probability density functions (PDF) and, ultimately, for the time-dependent oscillator survival probability. Notably, the technique can treat a wide range of nonlinear/hysteretic response behaviors and can account even for evolutionary excitation power spectra with time-dependent frequency content. Further, the corresponding computational cost is kept at a minimum level since it relates, in essence, only to the numerical integration of a deterministic nonlinear differential equation governing approximately the evolution in time of the oscillator response variance. Overall, the developed technique can be construed as an extension of earlier efforts in the literature to account for fractional derivative terms in the equation of motion. The numerical examples include a hardening Duffing and a bilinear hysteretic nonlinear oscillators with fractional derivative terms. The accuracy degree of the technique is assessed by comparisons with pertinent Monte Carlo simulation data.",
keywords = "First-passage time, Fractional derivative, Nonlinear system, Stochastic dynamics, Survival probability",
author = "Fragkoulis, {Vasileios C.} and Kougioumtzoglou, {Ioannis A.}",
note = "Funding Information: The authors gratefully acknowledge the support by the German Research Foundation (Grant No. FR 4442/2-1 ). ",
year = "2023",
month = jan,
doi = "10.1016/j.probengmech.2022.103411",
language = "English",
volume = "71",
journal = "Probabilistic Engineering Mechanics",
issn = "0266-8920",
publisher = "Elsevier Ltd.",

}

Download

TY - JOUR

T1 - Survival probability determination of nonlinear oscillators with fractional derivative elements under evolutionary stochastic excitation

AU - Fragkoulis, Vasileios C.

AU - Kougioumtzoglou, Ioannis A.

N1 - Funding Information: The authors gratefully acknowledge the support by the German Research Foundation (Grant No. FR 4442/2-1 ).

PY - 2023/1

Y1 - 2023/1

N2 - An approximate analytical technique based on a combination of statistical linearization and stochastic averaging is developed for determining the survival probability of stochastically excited nonlinear/hysteretic oscillators with fractional derivative elements. Specifically, approximate closed form expressions are derived for the oscillator non-stationary marginal, transition, and joint response amplitude probability density functions (PDF) and, ultimately, for the time-dependent oscillator survival probability. Notably, the technique can treat a wide range of nonlinear/hysteretic response behaviors and can account even for evolutionary excitation power spectra with time-dependent frequency content. Further, the corresponding computational cost is kept at a minimum level since it relates, in essence, only to the numerical integration of a deterministic nonlinear differential equation governing approximately the evolution in time of the oscillator response variance. Overall, the developed technique can be construed as an extension of earlier efforts in the literature to account for fractional derivative terms in the equation of motion. The numerical examples include a hardening Duffing and a bilinear hysteretic nonlinear oscillators with fractional derivative terms. The accuracy degree of the technique is assessed by comparisons with pertinent Monte Carlo simulation data.

AB - An approximate analytical technique based on a combination of statistical linearization and stochastic averaging is developed for determining the survival probability of stochastically excited nonlinear/hysteretic oscillators with fractional derivative elements. Specifically, approximate closed form expressions are derived for the oscillator non-stationary marginal, transition, and joint response amplitude probability density functions (PDF) and, ultimately, for the time-dependent oscillator survival probability. Notably, the technique can treat a wide range of nonlinear/hysteretic response behaviors and can account even for evolutionary excitation power spectra with time-dependent frequency content. Further, the corresponding computational cost is kept at a minimum level since it relates, in essence, only to the numerical integration of a deterministic nonlinear differential equation governing approximately the evolution in time of the oscillator response variance. Overall, the developed technique can be construed as an extension of earlier efforts in the literature to account for fractional derivative terms in the equation of motion. The numerical examples include a hardening Duffing and a bilinear hysteretic nonlinear oscillators with fractional derivative terms. The accuracy degree of the technique is assessed by comparisons with pertinent Monte Carlo simulation data.

KW - First-passage time

KW - Fractional derivative

KW - Nonlinear system

KW - Stochastic dynamics

KW - Survival probability

UR - http://www.scopus.com/inward/record.url?scp=85145967764&partnerID=8YFLogxK

U2 - 10.1016/j.probengmech.2022.103411

DO - 10.1016/j.probengmech.2022.103411

M3 - Article

AN - SCOPUS:85145967764

VL - 71

JO - Probabilistic Engineering Mechanics

JF - Probabilistic Engineering Mechanics

SN - 0266-8920

M1 - 103411

ER -