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Joint probability density function of the stochastic responses of nonlinear structures

Chen Jianbing (陈建兵) and Li Jie (李 杰)

School of Civil Engineering, Tongji University, No. 1239 Siping Road, Shanghai 200092, China

Abstract: The joint probability density function (PDF) of different structural responses is a very important topic in the stochastic response analysis of nonlinear structures. In this paper, the probability density evolution method, which is successfully developed to capture the instantaneous PDF of an arbitrary single response of interest, is extended to evaluate the joint PDF of any two responses. A two-dimensional partial differential equation in terms of the joint PDF is established. The strategy of selecting representative points via the number theoretical method and sieved by a hyper-ellipsoid is outlined. A two-dimensional difference scheme is developed. The free vibration of an SDOF system is examined to verify the proposed method, and a frame structure exhibiting hysteresis subjected to stochastic ground motion is investigated. It is pointed out that the correlation of different responses results from the fact that randomness of different responses comes from the same set of basic random parameters involved. In other words, the essence of the probabilistic correlation is a physical correlation.

Keywords: stochastic response; nonlinearity; joint probability density function; probability density evolution method; number theoretical method; finite difference method

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Copyright 2009 IEM. Journal of Earthquake Engineering and Engineering Vibration. All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except as described below, without written permission from the Publisher. Copying of articles is not permitted except for personal and internal use, to the extent permitted by national copyright law, or under the terms of a license issued by the National Reproduction Rights Organization of China.