Globally-evolving-based generalized density evolution equation for nonlinear systems involving randomness from both system parameters and excitations

Abstract

It has long been one of the main challenges in science and engineering to capture the probabilistic response of high-dimensional nonlinear stochastic dynamic systems involving double randomness, i.e. randomness in both system parameters and excitations. For this purpose, a globally-evolving-based generalized density evolution equation (GE-GDEE) is established. Generally, for a multi-dimensional nonlinear system involving double randomness, if one single physical quantity as a response of the system is of interest, a GE-GDEE, as a two-dimensional partial differential equation (PDE) governing the probability density function (PDF), can be derived. The effective drift coefficients, which represent the physically driving force function in the GE-GDEE, can be determined based on the data from some representative deterministic dynamic analyses of the underlying physical system. A new estimator for effective drift coefficients is developed based on the vine copulas. Once the effective drift coefficients are determined, the GE-GDEE can be solved to capture the probability distributions of the quantities of interest. Several numerical examples, including linear and nonlinear multi-degree-of-freedom (MDOF) systems subjected to white noise or non-stationary earthquake ground motions, are presented to verify the effectiveness of the proposed method. Finally, problems for future investigations are discussed.