This second edition of this book, Nonlinear Random Vibration: Analytical Techniques and Applications, expands on the original edition with additional detailed steps in various places in the text. It is a first systematic presentation on the subject. It covers Markovian and non-Markovian solutions of nonlinear stochastic differential equations, exact solutions of Fokker-Planck-Kolmogorov equations, methods of statistical linearization, statistical nonlinearization techniques, methods of stochastic averaging, truncated hierarchy techniques, and an appendix on probability theory.
Author(s): Cho W.S. To
Series: Advances in Engineering Series
Edition: 2
Publisher: CRC Press
Year: 2011
Language: English
Commentary: Error "Wrong operand type" on front and back cover in Acrobat (7.x, 8.x,...)
Pages: 310
Tags: Механика;Теория колебаний;
Table of contents......Page 6
Dedication......Page 10
Preface to the first edition......Page 12
Preface to the second edition......Page 14
Acknowledgements......Page 16
1. Introduction......Page 18
2. Markovian and Non-Markovian Solutions of Stochastic Nonlinear Differential Equations......Page 20
3. Exact Solutions of Fokker-Planck-Kolmogorov Equations......Page 36
4. Methods of Statistical Linearization......Page 82
5. Statistical Nonlinearization Techniques......Page 132
6. Methods of Stochastic Averaging......Page 180
7. Truncated Hierarchy and Other Techniques......Page 248
Appendix: Probability, Random Variables and Random Processes......Page 272
References......Page 286
