This paper proposes an efficient short-time probability approximation with Lévy excitation to capture the transient probability distribution and its evolving path. Using principal component analysis (PCA), the method constructs a probability core to exclude outliers beyond it. The statistics of samples that fall inside the core are treated, with a prescribed fiducial probability, as an easy-to-estimate Gaussian type. The idea is verified numerically by compared with Monte-Carlo results. Then, it is integrated into the path integral (PI) method, combined with evolving probabilistic vector (EPV) techniques, to efficiently obtain probability distributions in each time step of PI. This scheme is semianalytical, only dependent on a relatively small amount of response samples to form the probability core; thus, it can have very computational advantages over full Monte-Carlo simulation to capture transient responses and probability distributions. The application to investigating response transitions of a nonsmooth system driven by Lévy shock and jump has revealed the performance of the proposed method. Also, the exit times of stochastic response are characterized quantitatively from the perspective of global dynamic transition. These investigations will be helpful to achieve the efficient probability estimation for nonlinear system with non-Gaussian inputs and quantify the reliability of the mechanical system.

Unaffordable computational cost and memory storage induced by the curse of dimensionality has become the bottleneck of numerical methods in different fields. In the global analysis of nonlinear dynamical systems, the capability of numerical methods, like cell mapping methods, are mostly feasible only to a system dimension less than four. Although cell mappings are naturally parallelizable that may be used to greatly enhance the computational efficiency, it is still not enough to release the computational burden on a higher-dimensional system of greater than seven, not to mention the memory in dealing with millions of billion cells. In this paper, the subdomain synthesis method, which partitions the chosen region in state space into subdomains suitable for operating in a computational unit and then synthetizes the so-called virtual invariant sets to get the underlying global invariant sets, is promoted to be parallelizable on the subdomains so as to build a two-layer massively parallel architecture in both cell and subdomain levels. The proposed approach can be implemented by GPU Cluster that can maximize the powerful computation capability of hardwares. Examples with global invariant sets in very fine distances of a Jerk system and in bifurcations of a twelve-dimensional nonsmooth rotor system are presented for the first time to demonstrate then the feasibility of the proposed approach.