Search results for: second order differential equation

Authors: Nilanjana Chanda, Rangeet Bhattacharyya

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Grover’s search algorithm is the fastest possible quantum mechanical algorithm to search a certain element from an unstructured set of data of N items. The algorithm can determine the desired result in only O(√N) steps. It has been demonstrated theoretically and experimentally on two-qubit systems long ago. In this work, we investigate the fidelity of Grover’s search algorithm by implementing it on an open quantum system. In particular, we study with what accuracy one can estimate that the algorithm would deliver the searched state. In reality, every system has some influence on its environment. We include the environmental effects on the system dynamics by using a recently reported fluctuation-regulated quantum master equation (FRQME). We consider that the environment experiences thermal fluctuations, which leave its signature in the second-order term of the master equation through its appearance as a regulator. The FRQME indicates that in addition to the regular relaxation due to system-environment coupling, the applied drive also causes dissipation in the system dynamics. As a result, the fidelity is found to depend on both the drive-induced dissipative terms and the relaxation terms, and we find that there exists a competition between them, leading to an optimum drive amplitude for which the fidelity becomes maximum. For efficient implementation of the search algorithm, precise knowledge of this optimum drive amplitude is essential.

Keywords: dissipation, fidelity, quantum master equation, relaxation, system-environment coupling

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Authors: Mourad Hrizi

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In this paper, we study the inverse problem of reconstructing an interior interface D appearing in the elliptic partial differential equation: Δu+χ(D)u=0 from the knowledge of the boundary measurements. This problem arises from a semiconductor transistor model. We propose a new shape reconstruction procedure that is based on the Kohn-Vogelius formulation and the topological sensitivity method. The inverse problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a function. The unknown subdomain D is reconstructed using a level-set curve of the topological gradient. Finally, we give several examples to show the viability of our proposed method.

Keywords: inverse problem, topological optimization, topological gradient, Kohn-Vogelius formulation

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Authors: Ibrahim Baba

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The work examines the nature and causes of differential politics in Africa with particular reference to the sub-Saharan region of the continent. It also among other objectives provides alternative panacea to gender discrimination in African politics and offers solutions on how to promote political inclusion of all citizens in respect of gender differences in Africa. The work is conducted using library base documentation analysis.

Keywords: gender, political, participation, differential politics, sub-Saharan Africa

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Authors: Hui-Yun Cao, Hai-Qing Zhou

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The high precision measurements and experiments play more and more important roles in particle physics and atomic physics. To analyse the precise experimental data sets, the corresponding precise and reliable theoretical calculations are necessary. Until now, the form factors of elemental constituents such as pion and proton are still attractive issues in current Quantum Chromodynamics (QCD). In this work, the two-photon-exchange (TPE) effects in ep→enπ⁺ at small -t are discussed within a hadronic model. Under the pion dominance approximation and the limit mₑ→0, the TPE contribution to the amplitude can be described by a scalar function. We calculate TPE contributions to the amplitude, and the unpolarized differential cross section with the only elastic intermediate state is considered. The results show that the TPE corrections to the unpolarized differential cross section are about from -4% to -20% at Q²=1-1.6 GeV². After considering the TPE corrections to the experimental data sets of unpolarized differential cross section, we analyze the TPE corrections to the separated cross sections σ(L,T,LT,TT). We find that the TPE corrections (at Q²=1-1.6 GeV²) to σL are about from -10% to -30%, to σT are about 20%, and to σ(LT,TT) are much larger. By these analyses, we conclude that the TPE contributions in ep→enπ⁺ at small -t are important to extract the separated cross sections σ(L,T,LT,TT) and the electromagnetic form factor of π⁺ in the experimental analysis.

Keywords: differential cross section, form factor, hadronic, two-photon

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Authors: R. B. Ogunrinde, C. C. Jibunoh

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In this paper, a spectral decomposition method is developed for the direct integration of stiff and nonstiff homogeneous linear (ODE) systems with linear, constant, or zero right hand sides (RHSs). The method does not require iteration but obtains solutions at any random points of t, by direct evaluation, in the interval of integration. All the numerical solutions obtained for the class of systems coincide with the exact theoretical solutions. In particular, solutions of homogeneous linear systems, i.e. with zero RHS, conform to the exact analytical solutions of the systems in terms of t.

Keywords: spectral decomposition, linear RHS, homogeneous linear systems, eigenvalues of the Jacobian

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Authors: Meng Koon Lee, Mohammad Hosseini Fouladi, Satesh Narayana Namasivayam

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Research is focused on the response of soundboards of Classical guitars at frequencies up to 5 kHz as the soundboard is a major contributor to acoustic radiation at high frequencies when compared to the bridge and sound hole. A thin rectangular plate of variable thickness that is simply-supported on all sides is used as an analytical model of the research. This model is used to study the response of the guitar soundboard as the latter can be considered as a modified form of a rectangular plate. Homotopy Perturbation Method (HPM) is selected as a mathematical method to obtain an analytical solution of the 4th-order parabolic partial differential equation of motion of the rectangular plate of constant thickness viewed as a linear problem. This procedure is generalized to the nonlinear problem of the rectangular plate with variable thickness and an analytical solution can also be obtained. Sound power is used as a parameter to investigate the acoustic radiation of soundboards made from spruce using various bracing patterns. The sound power of soundboards made from Malaysian softwood such as damar minyak, sempilor or podo are investigated to determine the viability of replacing spruce as future materials for soundboards of Classical guitars.

Keywords: rectangular plates, analytical solution, homotopy perturbation, natural frequencies

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Authors: P. Karimi, A. H. Khedmati Bazkiaei

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The main goal of this study is to test differential neural network as a controller of smart structure and is to enumerate its advantages and disadvantages in comparison with other controllers. In this study, the smart structure has been considered as a Euler Bernoulli cantilever beam and it has been tried that it be under control with the use of vibration neural network resulting from movement. Also, a linear observer has been considered as a reference controller and has been compared its results. The considered vibration charts and the controlled state have been recounted in the final part of this text. The obtained result show that neural observer has better performance in comparison to the implemented linear observer.

Keywords: smart material, on-line differential artificial neural network, active control, finite element method

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Authors: Houari Boumediene University of Science, Technology.

Abstract:

"Various methods are typically used in the dynamic analysis of transversely vibrating beams. To achieve this, numerical methods are used to solve the general eigenvalue problem. The equations of equilibrium, which describe the motion, are derived from a fourth-order differential equation. Our study is based on the finite element method, and the results of the investigation are the vibration frequencies obtained using the Jacobi method. Two types of elementary mass matrices are considered: one representing a uniform distribution of mass along the element and the other consisting of concentrated masses located at fixed points whose number increases progressively with equal distances at each evaluation stage. The beams studied have different boundary constraints, representing several classical situations. Comparisons are made for beams where the distributed mass is replaced by n concentrated masses. As expected, the first calculation stage involves determining the lowest number of beam parts that gives a frequency comparable to that obtained from the Rayleigh formula. The obtained values are then compared to theoretical results based on the assumptions of the Bernoulli-Euler theory. These steps are repeated for the second type of mass representation in the same manner."

Keywords: finite element method, bernouilli eulertheory, structural analysis, vibration analysis, rayleigh quotient

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic

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Authors: Raphael Zanella

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This works deals with the finite element approximation of axisymmetric problems. The weak formulation of the heat equation under the axisymmetry assumption is established for continuous finite elements. The weak formulation is implemented in a C++ solver with implicit march-in-time. The code is verified by space and time convergence tests using a manufactured solution. The solving of an example problem with an axisymmetric formulation is compared to that with a full-3D formulation. Both formulations lead to the same result, but the code based on the axisymmetric formulation is much faster due to the lower number of degrees of freedom. This confirms the correctness of our approach and the interest in using an axisymmetric formulation when it is possible.

Keywords: axisymmetric problem, continuous finite elements, heat equation, weak formulation

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Authors: J. J. Peña, J. Morales, J. García-Ravelo, L. Arcos-Díaz

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The Point canonical transformation method is applied for solving the Schrödinger equation with position-dependent mass. This class of problem has been solved for continuous mass distributions. In this work, a staggered mass distribution for the case of a free particle in an infinite square well potential has been proposed. The continuity conditions as well as normalization for the wave function are also considered. The proposal can be used for dealing with other kind of staggered mass distributions in the Schrödinger equation with different quantum potentials.

Keywords: free particle, point canonical transformation method, position-dependent mass, staggered mass distribution

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Authors: Ya-Fen Lee, Yun-Yao Chi

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The study aims to explore the relationship between risk perceptions of rockfall and revisit intention using a Structural Equation Modelling (SEM) analysis. A total of 573 valid questionnaires are collected from travelers to Taroko National Park, Taiwan. The findings show the majority of travellers have the medium perception of rockfall risk, and are willing to revisit the Taroko National Park. The revisit intention to Taroko National Park is influenced by hazardous preferences, willingness-to-pay, obstruction and attraction. The risk perception has an indirect effect on revisit intention through influencing willingness-to-pay. The study results can be a reference for mitigation the rockfall disaster.

Keywords: risk perception, rockfall, revisit intention, structural equation modelling

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Authors: Abhishek Jha, Manoj Kumar

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This paper proposes a new type of two wheels differential type odometry to estimate the next position and orientation of mobile robots. The proposed odometry is composed for two independent wheels with respective encoders. The two wheels rotate independently, and the change is determined by the difference in the velocity of the two wheels. Angular velocities of the two wheels are measured by rotary encoders. A mathematical model is proposed for the mobile robots to precisely move towards the goal. Using measured values of the two encoders, the current displacement vector of a mobile robot is calculated by kinematics of the mathematical model. Using the displacement vector, the next position and orientation of the mobile robot are estimated by proposed odometry. Result of simulator experiment by the developed odometry is shown.

Keywords: mobile robot, odometry, unicycle, differential type, encoders, infrared range sensors, kinematic model

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Authors: Carla E. O. de Moraes, Gladson O. Antunes, Mauro A. Rincon

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The aim of this paper is to study the internal stabilization of the Bernoulli-Euler equation numerically. For this, we consider a square plate subjected to a feedback/damping force distributed only in a subdomain. An algorithm for obtaining an approximate solution to this problem was proposed and implemented. The numerical method used was the Finite Difference Method. Numerical simulations were performed and showed the behavior of the solution, confirming the theoretical results that have already been proved in the literature. In addition, we studied the validation of the numerical scheme proposed, followed by an analysis of the numerical error; and we conducted a study on the decay of the energy associated.

Keywords: Bernoulli-Euler plate equation, numerical simulations, stability, energy decay, finite difference method

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Authors: Kittipong Tripetch

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This paper proposes studies of input impedance of two types of the CMOS active inductor. It derives two input impedance formulas. The first formula is the input impedance of a grounded active inductor. The second formula is an input impedance of floating active inductor. After that, these formulas can be used to simulate magnitude and phase response of input impedance as a function of current consumption with MATLAB. Common mode rejection ratio (CMRR) of a fully differential bandpass amplifier is derived based on superposition principle. CMRR as a function of input frequency is plotted as a function of current consumption

Keywords: grounded active inductor, floating active inductor, fully differential bandpass amplifier

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Authors: Srinivasacharya Darbhasayanam, Jagadeeshwar Pashikanti

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This paper analyzes the Soret and Dufour effects on mixed convection flow, heat and mass transfer from an exponentially stretching surface in a viscous fluid with Hall Effect. The governing partial differential equations are transformed into ordinary differential equations using similarity transformations. The nonlinear coupled ordinary differential equations are reduced to a system of linear differential equations using the successive linearization method and then solved the resulting linear system using the Chebyshev pseudo spectral method. The numerical results for the velocity components, temperature and concentration are presented graphically. The obtained results are compared with the previously published results, and are found to be in excellent agreement. It is observed from the present analysis that the primary and secondary velocities and concentration are found to be increasing, and temperature is decreasing with the increase in the values of the Soret parameter. An increase in the Dufour parameter increases both the primary and secondary velocities and temperature and decreases the concentration.

Keywords: Exponentially stretching sheet, Hall current, Heat and Mass transfer, Soret and Dufour Effects

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Authors: M. K. Yusuf, W. O. Hamman, U. E. Umana, S. B. Oladele

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Background: Dilatation of the inferior vena cava (IVC) is used as the ultrasonic diagnostic feature in patients suspected of congestive heart failure. The IVC diameter has been reported to vary among the various body mass indexes (BMI) and body shape indexes (ABSI). Knowledge of these variations is useful in precision diagnoses of CHF by imaging scientists. Aim: The study aimed to establish an equation for predicting the ultrasonic mean diameter of the IVC among the various BMI/ABSI of inhabitants of Azare, Bauchi State-Nigeria. Methodology: Two hundred physically healthy adult subjects of both sexes were classified into under, normal, over, and obese weights using their BMIs after selection using a structured questionnaire following their informed consent for an abdominal ultrasound scan. The probe was placed on the midline of the body, halfway between the xiphoid process and the umbilicus, with the marker on the probe directed towards the patient's head to obtain a longitudinal view of the IVC. The maximum IVC diameter was measured from the subcostal view using the electronic caliper of the scan machine. The mean value of each group was obtained, and the results were analysed. Results: A novel equation {(IVC Diameter = 1.04 +0.01(X) where X= BMI} has been generated for determining the IVC diameter among the populace. Conclusion: An equation for predicting the IVC diameter from individual BMI values in apparently healthy subjects has been established.

Keywords: equation, ultrasonic, IVC diameter, body adiposities

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Authors: Jonny, T. Yuri M. Zagloel

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This paper is made to present an Indonesian Healthcare model. Currently, there are nine TQM (Total Quality Management) practices in healthcare industry. However, these practices are not integrated yet. Therefore, this paper aims to integrate these practices as a model by using Structural Equation Modeling (SEM). After administering about 210 questionnaires to various stakeholders of this industry, a LISREL program was used to evaluate the model's fitness. The result confirmed that the model is fit because the p-value was about 0.45 or above required 0.05. This has signified that previously mentioned of nine TQM practices are able to be integrated as an Indonesian healthcare model.

Keywords: healthcare, total quality management (TQM), structural equation modeling (SEM), linear structural relations (LISREL)

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Authors: Lim Yi Wei

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Structural equation modelling (SEM) is well-known in statistics due to its flexibility and accessibility. It plays an increasingly important role in the development of the education field. The number of research publications using SEM in education has increased in recent decades. However, there is a lack of scientific review conducted on SEM in education. The purpose of this study is to investigate research trends related to SEM in education. The researcher will use Vosviewer, Datawrapper, and SciMAT to do bibliometric analysis on 5549 papers that have been published in the Scopus database in the last five years. The result will show the publication trends of the most cited documents, the top contributing authors, countries, institutions, and journals in the research field. It will also look at how they relate to each other in terms of co-citation, collaboration, and co-occurrence of keywords. This study will benefit researchers and practitioners by identifying research trends and the current state of SEM in education.

Keywords: structural equation modeling, education, bibliometric analysis, Vosviewer

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Authors: T. Bouchabchoub, A. Bendahmane, A. Haouriqui, N. Attou

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This paper presents simulation results of Forex predicting model equations in order to give approximately a prevision of interest rates. First, Hall-Taylor (HT) equations have been used with Taylor rule (TR) to adapt them to European and American Forex Markets. Indeed, initial Taylor Rule equation is conceived for all Forex transactions in every States: It includes only one equation and six parameters. Here, the model has been used with Hall-Taylor equations, initially including twelve equations which have been reduced to only three equations. Analysis has been developed on the following base macroeconomic variables: Real change rate, investment wages, anticipated inflation, realized inflation, real production, interest rates, gap production and potential production. This model has been used to specifically study the impact of an inflation shock on macroeconomic director interest rates.

Keywords: interest rate, Forex, Taylor rule, production, European Central Bank (ECB), Federal Reserve System (FED).

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Authors: J. R. Bhalla, Gautam, Gurcharan Singh, Sanjeev Naval

Abstract:

Mathematics is everywhere behind the every things on the earth as well as in the universe. Predynastic Egyptians of the 5th millennium BC pictorially represented geometric designs. Now a day’s we can made and apply an equation on a complex geometry through applied mathematics. Here we work and focus on to create a formula which apply in the field of civil engineering in new concrete technology. In this paper our target is to make a formula which is applied on “BAUT” Metal Aggregate. In this paper our approach is to make formulation and equation on special “BAUT” Metal Aggregate by Applied Mathematical Study Case 1. BASIC PHYSICAL FORMULATION 2. ADVANCE EQUATION which shows the mechanical performance of special metal aggregates for concrete technology. In case 1. Basic physical formulation shows the surface area and volume manually and in case 2. Advance equation shows the mechanical performance has been discussed, the metal aggregates which had outstandingly qualities to resist shear, tension and compression forces. In this paper coarse metal aggregates is 20 mm which used for making high performance concrete (H.P.C).

Keywords: applied mathematical study case, special metal aggregates, concrete technology, basic physical formulation, advance equation

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Authors: Monika Rawat, Rahul Kumar

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Input output Buffer Information Specification (IBIS) models are used for describing the analog behavior of the Input Output (I/O) buffers of a digital device. They are widely used to perform signal integrity analysis. Advantages of using IBIS models include simple structure, IP protection and fast simulation time with reasonable accuracy. As design complexity of driver and receiver increases, capturing exact behavior from transistor level model into IBIS model becomes an essential task to achieve better accuracy. In this paper, an improvement in existing methodology of generating IBIS model for complex I/O interfaces such as Inter-Integrated Circuit (I2C) and Low Voltage Differential Signaling (LVDS) is proposed. Furthermore, the accuracy and computational performance of standard method and proposed approach with respect to SPICE are presented. The investigations will be useful to further improve the accuracy of IBIS models and to enhance their wider acceptance.

Keywords: IBIS, signal integrity, open-drain buffer, low voltage differential signaling, behavior modelling, transient simulation

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Authors: Sherry Ann Ganase, Sandra Sookram

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This study investigates the level of awareness to climate change and major factors that influence such awareness in Grande Riviere, Trinidad. Through the development of an Awareness Index and application of a Structural Equation Model to survey data, the findings suggest an Awareness index value of 0.459 in Grande Riviere. These results suggest that households have climate smart attitudes and behaviors but climate knowledge is lacking. This is supported by the structural equation model which shows a negative relationship between awareness and causes of climate change. The study concludes by highlighting the need for immediate action on increasing knowledge.

Keywords: awareness, climate change, climate education, index structural equation model

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Authors: Zhao Wang, Hong Yan

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In this paper, a unified-gas kinetic scheme (UGKS) for the gas-particle flow is constructed. UGKS is a direct modeling method for both continuum and rarefied flow computations. The dynamics of particle and gas are described as rarefied and continuum flow, respectively. Therefore, we use the Bhatnagar-Gross-Krook (BGK) equation for the particle distribution function. For the gas phase, the gas kinetic scheme for Navier-Stokes equation is solved. The momentum transfer between gas and particle is achieved by the acceleration term added to the BGK equation. The new scheme is tested by a 2cm-in-thickness dense bed comprised of glass particles with 1.5mm in diameter, and reasonable agreement is achieved.

Keywords: gas-particle flow, unified gas-kinetic scheme, momentum transfer, shock-induced fluidization

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Authors: Abdelaziz Rabhi, Mohamed Amrani, Abderrazek Ziane, Nabil Belkadi, Abdelraouf Hocini

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In this paper, a bedimensional simulation program of the electric characteristics of reverse biased lateral polysilicon PIN diode is presented. In this case we have numerically solved the system of partial differential equations formed by Poisson's equation and both continuity equations that take into account the effect of impact ionization. Therefore we will obtain the current-voltage characteristics (I-V) of the reverse-biased structure which may include the effect of breakdown.The geometrical model assumes that the polysilicon layer is composed by a succession of defined mean grain size crystallites, separated by lateral grain boundaries which are parallel to the metallurgic junction.

Keywords: breakdown, polycrystalline silicon, PIN, grain, impact ionization

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Authors: Karitikeya Sonker

Abstract:

Religion as a discrete system through its lawful internal working produces an output in the form of realised spatial order with its social logic and a social order with its spatial logic. Thus, it appears to exhibit its duality of spatial and trans-spatial. The components of this system share a relevance forming a collective. This shared relevance creates meaning forming a group where all collectives share one identity. This group with its new social order and its spatial logic revive the already existing spatial order. These religious groups do so having a tendency to expand resulting in the production of space in a situation of encounter where they have found relevance. But an encounter without a lawful internal working of a discrete system results in anomaly because groups do not find relevance due to the absence of collective identity. Events happen all around. One of the main reasons we could say that something became an event is because of conflict. Conflict not in its definitive sense but any occurrence that happens because of an intervention that creates an event worth remembering. The unfolding of such events creates Cities and Urban spaces which exhibit their duality of spatial and trans-spatial by behaving as a discrete system. This system through its lawful internal working produces an output in the form of realized spatial order with its social logic and a social order with spatial logic. The components of this system form a collective through a shared a relevance. This shared relevance creates meaning forming a group where all collectives share one identity. This group with its new social order and its spatial logic revives the already existing spatial order. These groups do so having a tendency to expand resulting in the production of space in a situation of encounter where they have found relevance. But an encounter without a lawful internal working of the discrete system results in anomaly because groups do not find relevance due to the absence of collective identity. This paper makes an effort to explore one such even in the case of Babri Mosque and Ramjanmabhumi, Ayodhya to explain the anomaly as transposition of social and spatial. The paper through the case studies makes an attempt to generate an equation explaining the two different situations of religious encounters, former reviving the social and spatial order and the other resulting in anomaly. Through the case study, it makes an attempt to generate an equation explaining the two different situations of religious encounters, former reviving the social and spatial order and the other resulting in anomaly.

Keywords: Babri Masjid, Ayodhya, conflict, religion

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Authors: Mezghiche Kamel

Abstract:

We present solitary wave solutions for the perturbed nonlinear Schrodinger (PNLS) equation describing propagation of femtosecond light pulses through the fiber Bragg grating structure where the pulse dynamics is governed by the nonlinear-coupled mode (NLCM) equations. Using the multiple scale analysis, we reduce the NLCM equations into the perturbed nonlinear Schrodinger (PNLS) type equation. Unlike the reported solitary wave solutions of the PNLS equation, the novel ones can describe W shaped of solitons and their properties.

Keywords: fiber bragg grating, nonlinear-coupled mode equations, w shaped of solitons, PNLS

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Authors: Ramzi B. Albadarneh

Abstract:

In this paper, we use the new definition of fractional derivative called conformable fractional derivative to derive some finite difference formulas and its error terms which are used to solve fractional differential equations and fractional partial differential equations, also to derive fractional Euler method and its error terms which can be applied to solve fractional differential equations. To provide the contribution of our work some applications on finite difference formulas and Euler Method are given.

Keywords: conformable fractional derivative, finite difference formula, fractional derivative, finite difference formula

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Authors: Ofosuhene O. Apenteng, Noor Azina Ismail

Abstract:

Recently tourism is a major foreign exchange earner in the World. In this paper, we propose the mathematical model to study the impact of tourists on the spread of HIV incidences using compartmental differential equation models. Simulation studies of reproduction number are used to demonstrate new insights on the spread of HIV disease. The periodogram analysis of a time series was used to determine the speed at which the disease is spread. The results indicate that with the persistent flow of tourism into a country, the disease status has increased the epidemic rate. The result suggests that the government must put more control on illegal prostitution, unprotected sexual activity as well as to emphasis on prevention policies that include the safe sexual activity through the campaign by the tourism board.

Keywords: HIV/AIDS, mathematical transmission modeling, tourists, stability, simulation

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Authors: Siu-Siu Guo, Qingxuan Shi

Abstract:

In this paper, single-degree-of-freedom (SDOF) systems to white noise and colored noise excitations are investigated. By expressing colored noise excitation as a second-order filtered white noise process and introducing colored noise as an additional state variable, the equation of motion for SDOF system under colored noise is then transferred artificially to multi-degree-of-freedom (MDOF) system under white noise excitations. As a consequence, corresponding Fokker-Planck-Kolmogorov (FPK) equation governing the joint probabilistic density function (PDF) of state variables increases to 4-dimension (4-D). Solution procedure and computer programme become much more sophisticated. The exponential-polynomial closure (EPC) method, widely applied for cases of SDOF systems under white noise excitations, is developed and improved for cases of systems under colored noise excitations and for solving the complex 4-D FPK equation. On the other hand, Monte Carlo simulation (MCS) method is performed to test the approximate EPC solutions. Two examples associated with Gaussian and non-Gaussian colored noise excitations are considered. Corresponding band-limited power spectral densities (PSDs) for colored noise excitations are separately given. Numerical studies show that the developed EPC method provides relatively accurate estimates of the stationary probabilistic solutions. Moreover, statistical parameter of mean-up crossing rate (MCR) is taken into account, which is important for reliability and failure analysis.

Keywords: filtered noise, narrow-banded noise, nonlinear dynamic, random vibration

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