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

Kui Fu Chen; Qiang Zhang; Sen Wen Zhang

Kui Fu Chen China Agricultural University, College of Sciences, Beijing
Qiang Zhang Shanghai Normal University, Architecture Engineering School, Shanghai
Sen Wen Zhang Jinan University, The Institute of Applied Mechanics, Guangzhou

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,

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