A time-step insensitive recurrent approach to analyze non-stationary random responses

  • Kui Fu Chen
  • Qiang Zhang
  • Sen Wen Zhang

Abstract

The recurrent approach constructed via the stochastic central difference (SCD) is a very fast method for analyzing non-stationary random responses. However, the computational results depend to a great extent upon the discrete time-step size. A new recurrent approach is proposed in this report. It is based on the theory of linear differential equations. Theoretical analysis shows that this algorithm is unconditionally stable for all damped systems. Two examples show that the proposed approach is not sensitive to the time-step.

Keywords

non-stationary response, linear differential equations, variance, finite difference, stochastic central difference,

References

Published
Jan 25, 2017
How to Cite
CHEN, Kui Fu; ZHANG, Qiang; ZHANG, Sen Wen. A time-step insensitive recurrent approach to analyze non-stationary random responses. Computer Assisted Methods in Engineering and Science, [S.l.], v. 16, n. 1, p. 1-9, jan. 2017. ISSN 2299-3649. Available at: <https://cames.ippt.pan.pl/index.php/cames/article/view/159>. Date accessed: 26 jan. 2022.
Section
Articles