CHINESE JOURNAL OF COMPUTATIONAL PHYSICS ›› 1995, Vol. 12 ›› Issue (4): 505-510.

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PATH-INTEGRAL MONTE CARLO METHOD AND NONLINEAR RANDOM VIBRATION

Ji Qing1, Feng Guanmin2, Yu Ting2, Yu Kai3   

  1. 1. Theoretical Physics Center, Jinn University, Changchun 130023;
    2. Dept of Mathematics and Mechanics, Jilin University of Technology, Changchun 130025;
    3. Dept of Mathematics, Jilin University, Changchun 130023
  • Received:1994-04-24 Online:1995-12-25 Published:1995-12-25

Abstract: A new method for nonlinear random vibration-the Monte Carlo method based on the path-integral formalism is presented. The statistics of response of nonlinear systems to white noise excitation is represented in the path-integral forms. Then the Monte Carlo method is used for calculation. Due to the natural combination of the path-integral formalism and the Monte Carlo method, the new method is very concise and straightforward.Some aspects related to applications are discussed, and two numerical examples give the verification of the new method.

Key words: nonlinear systems, random vibration, path integral, Monte Carlo method

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