A density equation for vibration systems in the case of simultaneous continuous and discrete stochastic excitations
Abstract
A partial integrodifferential equation is developed for the joint probability distribution of the response of vibration systems, subjected simultaneously by Gaussian white noise and random impulses. This may be interpreted as a generalization of the Fokker-Planck equation to Markov processes, which do not have diffusion character. First investigations on the base of this equation are demonstrated for the simple low-pass and a column, subjected by shot noise.
- Publication:
-
Zeitschrift Angewandte Mathematik und Mechanik
- Pub Date:
- January 1979
- DOI:
- 10.1002/zamm.19790590102
- Bibcode:
- 1979ZaMM...59....1R
- Keywords:
-
- Acoustic Excitation;
- Random Noise;
- Stochastic Processes;
- Vibration;
- White Noise;
- Discrete Functions;
- Fokker-Planck Equation;
- Low Pass Filters;
- Markov Processes;
- Partial Differential Equations;
- Physics (General)