Efficient path integration methods for nonlinear dynamic systems

New approaches for numerical implementation of the path integration (PI) method are described. In essence the PI method is a stepwise calculation of the joint probability density function (PDF) of a set of state space variables describing a white noise excited nonlinear dynamic system. The basic idea behind the proposed procedure is to apply a splines interpolation method to the logarithm of the calculated PDF to obtain an accurate representation of the PDF over the whole domain and not only at the chosen grid points. This exploits the fact that the logarithm of the PDF shows a more polynomial behaviour than the PDF itself, and therefore is better adapted to a splines representation. It is demonstrated that the proposed techniques may lead to significantly improved performance in calculating the response statistics of large classes of nonlinear oscillators excited by white or coloured noise when compared to other available implementations of the PI method. An advantage of the new approaches is that they allow time-variant dynamic systems to be analysed without significant increase in computer time. Numerical results for both 2D and 3D problems are presented.     

几类偶数阶非线性微分方程的区间振动性

本文给出了几类偶数阶非线性微分方程和时滞微分方程的一些新的区间振动准则,所得结果推广了一些已知文献中的结论.     

An efficient method for solving implicit and explicit stiff differential equations

When the s‐stage fully implicit Runge–Kutta (RK) method is used to solve a system of n ordinary differential equations (ODE) the resulting algebraic system has a dimension ns. Its solution by Gauss elimination is expensive and requires 2s³n³/3 operations. In this paper we present an efficient algorithm, which differs from the traditional RK method. The formal procedure for uncoupling the algebraic system into a block‐diagonal matrix with s blocks of size n is derived for any s. Its solution is s²/2 times faster than the original, nondiagonalized system, for s even, and s³/(s−1) for s odd in terms of number of multiplications, as well as s² times in terms of number of additions/multiplications. In particular, for s=3 the method has the same precision and stability properties as the well‐known RK‐based RadauIIA quadrature of Ehle, implemented by Hairer and Wanner in RADAU5 algorithm. Unlike RADAU5, however, the method is applicable with any s and not only to the explicit ODEs My′=f(x, y), where M=const., but also to the general implicit ODEs of the form f(x, y, y′)=0. The block‐diagonal form of the algebraic system allows parallel processing. The algorithm formally differs from the implicit RK methods in that the solution for y is assumed to have a form of the algebraic polynomial whose coefficients are found by enforcing y to satisfy the differential equation at the collocation points. Locations of those points are found from the derived stability function such as to guarantee either A‐ or L‐stability properties as well as a superior precision of the algorithm. If constructed such as to be L‐stable the method is a good candidate for solving differential‐algebraic equations (DAEs). Although not limited to any specific field, the application of the method is illustrated by its implementation in the multibody dynamics described by both ODEs and DAEs. Copyright © 2000 John Wiley & Sons, Ltd.