Numerical solution of some three-state random vibration problems

This paper reports some of the recent efforts by the authors to examine the random vibration of mechanical systems of large dimension. A finite element solution method for the stationary three-dimensional Fokker-Planck equation, employing sparse storage and iterative solution strategies, is outlined and then applied to several representative systems. The first of these is a linear oscillator subjected to a first order linearly filtered Gaussian white noise process. This problem is used to verify and assess the accuracy of the method. After verification, two Duffing systems are analyzed, one exhibiting unimodal and the other bimodal response characteristics. Finally, some comparisons of the finite element results with those from Monte Carlo simulation are made for the two nonlinear systems.