Analytical Methods for the Determination of Correlations and Spectra of Nonlinear System Response

by R. Valéry Roy, Univ of Delaware, Newark, United States,
Pol D. Spanos, Univ of Delaware, Newark, United States,

Document Type: Proceeding Paper

Part of: Probabilistic Mechanics and Structural and Geotechnical Reliability


Three analytical methods are described for the prediction of response correlation functions and spectra of nonlinear dynamic systems under white noise excitation. The associated FPK equation is used in such a way as to permit the derivation of perturbation expansions, continued fraction representations, or spectral moments.

Subject Headings: Correlation | Nonlinear analysis | Nonlinear response | Stochastic processes | Dynamic analysis | Permits | Dynamic response | Excitation (physics)

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