A novel local stochastic linearization method via two extremum entropy principles

Author Type

Outside Researcher

Co-Author Type 1

Faculty

Co-Author Type 2

Outside Researcher

Co-Author Type 3

Outside Researcher

College

Engineering and Computer Science

Department

Ocean and Mechanical Engineering

Document Type

Article

Publication/Event/Conference Title

International Journal of Non Linear Mechanics

Publication Status

Version of Record

Abstract

The classical Gaussian stochastic linearization method for non-linear random vibration problems is reinterpreted on the basis of the maximum entropy principle. Starting from this theoretical result, the maximum entropy principle allows to formulate a local stochastic linearization method, based on the substitution of the original non-linear system by an equivalent locally linear one. The expressions of the equivalent coefficients are derived. The equivalence of this method with a non-Gaussian closure based on the maximum entropy method for stochastic dynamics is evidenced. In addition, an alternative stochastic linearization method is proposed, based on the minimum cross-entropy principle. Numerical applications show the superiority of the two proposed local stochastic linearization methods over the Gaussian one. © 2002 Published by Elsevier Sciences Ltd.

First Page

785

Last Page

800

DOI

10.1016/S0020-7462(01)00099-3

Publication Date

6-1-2002

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