Control and dynamics of a SDOF system with piecewise linear stiffness and combined external excitations

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External organisations

  • Heriot-Watt University
  • Technische Universität Hamburg-Harburg, E-3


The paper considers a problem of stochastic control and dynamics of a single-degree-of-freedom system with piecewise linear stiffness subjected to combined periodic and white noise external excitations. To minimize the system response energy a bounded in magnitude control force is applied to the systems. The stochastic optimal control problem is handled through the dynamic programming approach. Based on the solution to the Hamilton-Jacobi-Bellman equation it is proposed to use the dry friction control law in the non-resonant case. In the resonant case the stochastic averaging procedure has been used to derive stochastic differential equations for system response amplitude and phase. The joint PDF of response amplitude and phase is derived analytically and numerically using the Path Integration approach.


Original languageEnglish
Pages (from-to)118-124
Number of pages7
JournalProbabilistic Engineering Mechanics
Early online date10 Oct 2013
Publication statusPublished - 1 Jan 2014


  • Fokker-Plank-Kolmogorov equation, Hamilton-Jacobi-Bellman equation, Path integration method, Piecewise linear, Stochastic averaging, Stochastic optimal control