Abstract
Based on deterministic Newmark integration formulation, a stochastic Newmark algorithm (SNA) is proposed and developed in this paper. A one-step recursive expression is derived to calculate the covariance matrix response of nonlinear systems subjected to non-stationary random disturbances. The autoregressive moving average (ARMA) algorithm is used for simulating realizations of nonwhite random excitation. Closed form parameters of ARMA model are given for a class of random process possessing rational spectral density. This method is illustrated by calculating the mean value and mean square response of systems with symmetric and asymmetrical nonlinearity. Numerical simulations are carried out to demonstrate the accuracy and effectiveness of the method.
Original language | English |
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Pages (from-to) | 557-568 |
Number of pages | 12 |
Journal | Computers and Structures |
Volume | 70 |
Issue number | 5 |
DOIs | |
State | Published - Mar 1999 |
Keywords
- Newmark algorithm
- Nonlinear system
- Random excitation
- Stochastic process
- White noise