Response cumulant equations for dynamic systems under delta-correlated processes

Document Type

Conference Proceeding

Date of Original Version

1-1-1995

Abstract

Cumulant differential equations (CDEs) that can be employed to calculate response cumulants for linear/nonlinear dynamic systems under non-Gaussian, delta-correlated excitations are derived using a state-space method. General CDEs applicable to both linear and nonlinear systems are derived. The computational advantages of using CDEs over using moment differential equations (MDEs) in calculating response statistics when the systems are linear are illustrated.

Publication Title, e.g., Journal

Proceedings of Engineering Mechanics

Volume

2

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