An extrapolation approach within the Wiener path integral technique for efficient stochastic response determination of nonlinear systems

An extrapolation approach within the Wiener path integral (WPI) technique is developed for determining the stochastic response of diverse nonlinear dynamical systems. Specifically, the WPI technique treats the system response joint transition probability density function (PDF) as a functional integral over the space of all possible paths connecting the initial and the final states of the response vector. Further, the functional integral is evaluated, ordinarily, by considering the contribution only of the most probable path. This corresponds to an extremum of the functional integrand, and is determined by solving a functional minimization problem that takes the form of a deterministic boundary value problem (BVP). This BVP corresponds to a specific grid point of the response PDF domain. Remarkably, the BVPs corresponding to two neighboring grid points not only share the same equations, but also the boundary conditions differ only slightly. This unique aspect of the technique is exploited herein. Specifically, it is shown that solution of a BVP and determination of the response PDF value at a specific grid point can be used for extrapolating and estimating efficiently the PDF values at neighboring points without the need for considering additional BVPs. Notably, the herein developed approach enhances significantly the computational efficiency of the WPI technique without, practically, affecting the associated degree of accuracy. Two numerical examples relating to a Duffing nonlinear oscillator subjected to combined stochastic and deterministic periodic loading, and to an oscillator with asymmetric nonlinearities and fractional derivative elements are considered to demonstrate the reliability of the extrapolation approach. Juxtapositions with pertinent Monte Carlo simulation data are included as well.