Abstract
Response distribution of a nonlinear system subjected to non-Gaussian random excitation is investigated. The excitation is a stationary stochastic process characterized by the non-Gaussian probability density and the spectral density with a wide range of bandwidth. Both bimodal and Laplace distributions are considered as the non-Gaussianity of the excitation. A non-Gaussian stochastic process is generated by calculating an Ito stochastic differential equation in which the drift and diffusion coefficients are determined by the desired probability density and spectral density of the process. Monte Carlo simulations are carried out to obtain the stationary response distributions of a linear system, a Duffing oscillator and an asymmetric nonlinear system subjected to the non-Gaussian excitation. The response distribution varies markedly depending on the bandwidth and non-Gaussianity of the excitation. Furthermore, the asymmetry of the system makes the response distribution asymmetric shape irrespective of the bandwidth of the excitation.
