Nonlinear Systems Under Non-White, Non-Gaussian, and Nonstationary Excitation

In Chap. 5, the Wiener path integral formulation of Chap. 4, valid for Gaussian white noise excitation, is generalized to be applicable for more sophisticated modeling. Specifically, the Wiener path integral technique is extended to account for non-white, non-Gaussian, and nonstationary excitations. This is done by resorting to a filter-based modeling of the excitation in conjunction with an augmented state-variable formulation of the governing equations of motion. Two representative numerical examples are considered, including a structural system exposed to nonlinear flow-induced forces.