The First Passage Problem in Random Vibration for a Simple Hysteretic Oscillator

A method to determine the ordinary statistical moments of time to first passage and to determine the probability of first passage failure for a simple oscillator, incorporating the modified Bouc hysteresis model, has been developed. Two boundary value problems are formulated from Markov process theory and solved by a Petrov-Galerkin finite element method. The first is known as a generalized Pontriagin-Vitt equation, which when solved yields the ordinary moments of time of first passage as a function of the oscillator's initial displacement, initial velocity and initial hysteretic force. In the second formulation, an initial-boundary value problem related to the backward Kolmogorov equation is derived and solved directly for the cumulative function of oscillator reliability, also in terms of the initial state of the oscillator. A comparison of the finite element results with those obtained by Monte Carlo simulation is then given to demonstrate the accuracy of the finite element method. Finally, a method to estimate the reliability of the hysteretic oscillator having prescribed the first few moments of first passage time is considered.

Name thesis:degree_name

Ph.D.

Level thesis:degree_level

Dissertation

Discipline thesis:degree_discipline

Theoretical and Applied Mechanics

Grantor

University of Illinois at Urbana-Champaign

Year dc:date

2014

Author dc:creator

• Spencer, Billie Floyd, Jr.

• Applied Mechanics

Identifier

(UMI)AAI8600321

OAI identifier oai:identifier

oai:www.ideals.illinois.edu:2142/71685