• 제목/요약/키워드: It$\hat{o}$'s calculus

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Stochastic along-wind response of nonlinear structures to quadratic wind pressure

  • Floris, Claudio;de Iseppi, Luca
    • Wind and Structures
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    • 제5권5호
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    • pp.423-440
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    • 2002
  • The effects of the nonlinear (quadratic) term in wind pressure have been analyzed in many papers with reference to linear structural models. The present paper addresses the problem of the response of nonlinear structures to stochastic nonlinear wind pressure. Adopting a single-degree-of-freedom structural model with polynomial nonlinearity, the solution is obtained by means of the moment equation approach in the context of It$\hat{o}$'s stochastic differential calculus. To do so, wind turbulence is idealized as the output of a linear filter excited by a Gaussian white noise. Response statistical moments are computed for both the equivalent linear system and the actual nonlinear one. In the second case, since the moment equations form an infinite hierarchy, a suitable iterative procedure is used to close it. The numerical analyses regard a Duffing oscillator, and the results compare well with Monte Carlo simulation.