Application of stochastic averaging for nonlinear dynamical systems with high damping

N. Sri Namachchivaya, Y. K. Lin

Research output: Contribution to journalArticle

Abstract

The asymptotic behavior of coupled nonlinear dynamical systems in the presence of noise is studied using the method of stochastic averaging. It is shown that, for systems with rapidly oscillating and decaying components, the stochastic averaging technique yields a set of equations of considerably smaller dimension, and the resulting equations are simpler. General results of this method are applied to stochastically perturbed nonlinear nonconservative systems in R4. It is shown that in such systems the contribution of the stochastic components in the damped modes to the drift term of the critical mode may be beneficial in terms of stability in certain cases.

Original languageEnglish (US)
Pages (from-to)159-167
Number of pages9
JournalProbabilistic Engineering Mechanics
Volume3
Issue number3
DOIs
StatePublished - Sep 1988

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Civil and Structural Engineering
  • Nuclear Energy and Engineering
  • Condensed Matter Physics
  • Aerospace Engineering
  • Ocean Engineering
  • Mechanical Engineering

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