Engineering Mechanics

International Conference

Proceedings Vol. 10 (2004)


ENGINEERING MECHANICS 2004

NATIONAL CONFERENCE WITH INTERNATIONAL PARTICIPATION
May 10 – 13, 2004, Svratka, Czech Republic
;
Editors: Igor Zolotarev and Alena Poživilová

Copyright © 2004 Institute of Thermomechanics, Academy of Sciences of the Czech Republic, Prague

ISBN 80-85918-88-9 (printed)
ISSN 1805-8248 (printed)
ISSN 1805-8256 (electronic)

list of papers scientific commitee

Probability density assessment of a linear system due to polynomial of the normal noise
Náprstek J.
pages 207 - +10p., full text

Many types of external additive random excitation of dynamic systems admit to be modelled as a combination of powers of Gaussian noise. Such type of excitation produces a non-Gaussian response even if the dynamic system is linear and excitation additive only. Although the excitation as a whole is non-Gaussian, the problem can be transformed into the form of linear system with additive and multiplicative white noise excitation producing finally a non-Gaussian response. The general method of transformation, respective FPK equation, basic stochastic moments of the response and a demonstrative example are discussed.


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