A path integration algorithm for stochastic dynamical systems with multiple non-smooth events

Jiahui Peng,Liang Wang,Bochen Wang,Kangkang Jing,Wei Xu

Mechanical Systems and Signal Processing（2023）

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摘要

•An extended PI method is designed for obtaining the response PDF of the SMNE in a direct manner.•The ONES is introduced to handle multiple non-smooth events.•The ONES-to-ONES mapping is established to simplify the complex non-smooth property of the system.•The new method may provide ideas for more complex non-smooth systems.

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关键词

Extended path integration,Multiple non-smooth events,Ordered non-smooth events set,Stochastic response

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