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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Probability density determination by means of Gibbs entropy probability density
 Náprstek, Jiří ; Fischer, Cyril
A method of random response investigation of a nonlinear dynam-ical system is discussed. In particular, the solution of the probability density of a single/multi-degree of freedom (SDOF/MDOF) system response is investigated. Multiple stable equilibrium states with possible jumps of the snap-through type among them are considered. The system is Hamiltonian with weak damping excited by a set of non-stationary Gaussian white noises. The solution, which is based on the Gibbs principle of the maximum entropy of probability, can be employed in various branches of engineering. The search for the extreme of the Gibbs entropy functional is formulated as a constrained optimization problem. The secondary constraints follow from the Fokker-Planck equation (FPE) for the system considered or from the system of ordinary di_erential equations for the stochastic moments of the response derived from the relevant FPE
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