Stochastic variational inequalities for elasto-plastic oscillators

被引：12

作者：

Bensoussan, Alain

Turi, Janos

机构：

[1] Univ Texas, Sch Management, Int Ctr Decis & Risk Anal, Richardson, TX 75083 USA

[2] Univ Texas, Program Math Sci, Richardson, TX 75083 USA

来源：

COMPTES RENDUS MATHEMATIQUE | 2006年 / 343卷 / 06期

关键词：

D O I：

10.1016/j.crma.2006.08.008

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The purpose of this Note is to show that models used in the literature for the hysteresis effect of non-linear elasto-plastic oscillators submitted to random vibrations are equivalent to stochastic variational inequalities. This powerful tool allows to study the ergodic properties of the Markov process related to the displacement. We characterize completely the invariant measure by a partially degenerate elliptic partial differential equation, with new Dirichlet coupling conditions.

引用

页码：399 / 406

页数：8

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