路径积分Monte Carlo方法与非线性随机振动

PATH-INTEGRAL MONTE CARLO METHOD AND NONLINEAR RANDOM VIBRATION

  • 摘要: 给出了一种求解非线性随机振动问题的新方法-基于路径积分表述的Monte Carlo方法。受白噪声激励的非线性系统的各响应统计值被表成路径积分形式,并采用Monte Carlo方法进行计算。讨论了应用方面的问题,并计算了两个实例。

     

    Abstract: A new method for nonlinear random vibration-the Monte Carlo method based on the path-integral formalism is presented. The statistics of response of nonlinear systems to white noise excitation is represented in the path-integral forms. Then the Monte Carlo method is used for calculation. Due to the natural combination of the path-integral formalism and the Monte Carlo method, the new method is very concise and straightforward.Some aspects related to applications are discussed, and two numerical examples give the verification of the new method.

     

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