Survival probability determination of nonlinear oscillators subject to combined deterministic periodic and non-stationary stochastic loads

This paper presents a technique based on Wiener path integrals (WPI) for computing the survival probability of nonlinear oscillators under combined nonstationary stochastic and periodic excitation. Specifically, the equation of motion is equivalently decomposed into a correlated combination of a nonlinear stochastic differential equation (SDE) and a nonlinear deterministic differential equation. The nonstationary response probability density function (PDF) of the stochastic component is obtained using the Wiener path integral concept in conjunction with stochastic averaging/linearization. The approach involves utilizing stochastic averaging/linearization techniques to transform the nonlinear SDE into a linear one with varying equivalent stiffness and damping. Afterwards, using the WPI method and the concept of the most probable path, a closed-form approximate analytical expression of the joint transition probability density function (PDF) is obtained for small intervals corresponding to the equivalent linear SDE. Additionally, the survival probability of the original nonlinear oscillator subject to combined excitation with fixed barriers can be approximated equivalently by using the survival probability with time-varying barriers of the equivalent linear system with time-varying stiffness and damping subject only to the nonstationary stochastic excitation. Finally, by using the analytical expression of the transition PDF of the equivalent linear system and a discrete version of the Chapman–Kolmogorov (C–K) equation, it is possible to determine the response and survival probability of the original oscillator under combined excitation step by step. Examples involving a Duffing oscillator and a vibro-impact oscillator are analyzed to showcase the precision and efficacy of the suggested technique in contrast to relevant Monte Carlo simulations.