Random response of a simple system with stochastic uncertainty and noise in parameters

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68378297%3A_____%2F21%3A00548924" target="_blank" >RIV/68378297:_____/21:00548924 - isvavai.cz</a>

Result on the web

<a href="https://doi.org/10.24132/acm.2021.575" target="_blank" >https://doi.org/10.24132/acm.2021.575</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.24132/acm.2021.575" target="_blank" >10.24132/acm.2021.575</a>

Result language

angličtina

Original language name

Random response of a simple system with stochastic uncertainty and noise in parameters

Original language description

The paper is concerned with the analysis of the simultaneous effect of a random perturbation and white noise in the coefficient of the system on its response. The excitation of the system of the 1st order is described by the sum of a deterministic signal and additive white noise, which is partly correlated with a parametric noise. The random perturbation in the parameter is considered statistics in a set of realizations. It reveals that the probability density of these perturbations must be limited in the phase space, otherwise the system would lose the stochastic stability in probability, either immediately or after a certain time. The width of the permissible zone depends on the intensity of the parametric noise, the extent of correlation with the additive excitation noise, and the type of probability density. The general explanation is demonstrated on cases of normal, uniform, and truncated normal probability densities.

Czech name

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Czech description

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Type

J_SC - Article in a specialist periodical, which is included in the SCOPUS database

CEP classification

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OECD FORD branch

20101 - Civil engineering

Project

<a href="/en/project/GA19-21817S" target="_blank" >GA19-21817S: Nonholonomic interaction and dynamical stability of aeroelastic systems</a><br>

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2021

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Applied and Computational Mechanics

ISSN

1802-680X

e-ISSN

—

Volume of the periodical

15

Issue of the periodical within the volume

2

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

12

Pages from-to

1-12

UT code for WoS article

—

EID of the result in the Scopus database

2-s2.0-85119920291