Global and Local Nonlinear System Responses
under Narrowband Random Excitations.
I: Semianalytical Method
Solomon C. Yim, M.ASCE
1
; Dongjun Yuk
2
; Arvid Naess, M.ASCE
3
; and I-Ming Shih
4
Abstract: A single-degree-of-freedom nonlinear structural system under narrowband random excitation can exhibit very complex global
and local response behaviors. In order to develop a stochastic method to analyze the nonlinear responses, the system under deterministic
excitation is first modeled and examined in the primary and subharmonic resonance regions. Typical response behaviors including
coexistence of attractors and global jump phenomena are observed. Governing equations of the probability for the response–amplitude
perturbations a local transition within an attraction domain and a jump between different attraction domains a global transition are
derived under the assumption of a stationary Markov condition. The overall response–amplitude probability distribution is obtained by
applying the Bayes formula to the two types of response transition probability distributions. In this study, we focus on understanding the
physics of the transitions using the proposed probability method.
DOI: 10.1061/ASCE0733-93992007133:122
CE Database subject headings: Nonlinear response; Excitation; Oscillations; Structural behavior; Probabilistic methods.
Introduction
Dynamic system response behaviors under narrowband stochastic
excitations have been studied for decades Rice 1954; Lyon et al.
1961; Dimentberg 1971; Richard and Anand 1983; Davies and
Liu 1990; Koliopulos and Bishop 1993. To date, the stochastic
behavior of linear systems is well understood by using the spec-
tral analysis technique Crandall and Mark 1963; Lin 1967;
Nigam 1983; Roberts and Spanos 1990; Newland 1993; Soong
and Grigoriu 1993; Lutes and Sarkani 1997. However, relatively
little understanding on the stochastic behavior of nonlinear sys-
tems subjected to narrowband excitations has been achieved be-
cause of the complexity of the system response characteristics.
The complex response behavior of a nonlinear mechanical
or structural system under deterministic excitations includes
the jump phenomenon a global bifurcation behavior, sub-
harmonic and superharmonic resonance, and even chaotic re-
sponse coexisting attraction domainsNayfeh and Mook 1979;
Guckenheimer and Holmes 1986; Thompson and Stewart 1986;
Jordan and Smith 1999. To investigate these complex responses,
semianalytical methods and numerical techniques Gottlieb and
Yim 1992; Yim and Lin 1992 are required in general.
In recent years, Roberts and Spanos 1986 and Davies and
Liu 1990 approximated the excitation and response as Markov
processes and pointed out a general rule of applying the stochastic
averaging method in analyzing the stochastic system response
under narrowband excitations. By solving the associated Fokker–
Planck equation relating the excitation envelope and the response
envelope, an approximate probability density function of the
response envelope process was obtained. A direct numerical solu-
tion of the Fokker–Planck equation using the path integral proce-
dure was developed by Naess and Johnsen 1993see also Naess
1994, 1997. The method was successfully applied to the analysis
and predictions of nonlinear system responses by Naess and Moe
2000 and Yim et al. 2005a and b. Probabilities of exceedence
were calculated by integrating the four-dimensional state space
process formed by the response displacement and velocity and the
second order filter approximating the force excitation spectrum.
Although the path integral solution method provides accurate nu-
merical data in the form of joint probability densities, the results
have to be presented in graphical form and are not convenient for
understanding the physics of the response behaviors.
Alternatively, a quasi-harmonic method was introduced by
Koliopulos and Bishop 1993. Under the assumption that both
the excitation and response processes are narrowband, the quasi-
harmonic analysis leads to the formulation of a probability den-
sity function of the response envelope. However, the excitation
bandwidth effect on the response behavior is not taken into ac-
count by this method, although the validity of this method can be
determined by an extra parameter that indicates the occurrence
and persistence of the response amplitude jump phenomenon.
In previous studies, the analytical methods developed were
based on deterministic techniques. However, due to the random
nature of stochastic excitation processes e.g., waves in the
ocean, the system response should be considered as in a transient
state, and nearly steady-state behavior should be a special case
1
Professor, Dept. of Civil Engineering, Oregon State Univ., Corvallis,
OR 97331-2302 corresponding author. E-mail: solomon.yim@orst.edu
2
Post-Doctoral Fellow, Dept. of Civil Engineering, Oregon State
Univ., Corvallis, OR 97331-2302.
3
Professor, Dept. of Mathematical Science, Norwegian Univ. of
Science and Technology, NO-7491 Trondheim, Norway.
4
Dept. of Civil Engineering, Oregon State Univ., Corvallis, OR
97331-2302; formerly, Graduate Research Assistant.
Note. Associate Editor: Ross Barry Corotis. Discussion open until
June 1, 2007. Separate discussions must be submitted for individual pa-
pers. To extend the closing date by one month, a written request must be
filed with the ASCE Managing Editor. The manuscript for this paper was
submitted for review and possible publication on December 19, 2005;
approved on April 19, 2006. This paper is part of the Journal of Engi-
neering Mechanics, Vol. 133, No. 1, January 1, 2007. ©ASCE, ISSN
0733-9399/2007/1-22–29/$25.00.
22 / JOURNAL OF ENGINEERING MECHANICS © ASCE / JANUARY 2007