Response cumulant equations for dynamic systems under delta-correlated processes
Date of Original Version
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.
Proceedings of Engineering Mechanics
Hu, Sau-Lon J.. "Response cumulant equations for dynamic systems under delta-correlated processes." Proceedings of Engineering Mechanics 2, (1995): 1119-1122. https://digitalcommons.uri.edu/oce_facpubs/294