• T K Datta

• Stochastic response of nonlinear system in probability domain

A stochastic averaging procedure for obtaining the probability density function (PDF) of the response for a strongly nonlinear single-degree-of-freedom system, subjected to both multiplicative and additive random excitations is presented. The procedure uses random Van Der Pol transformation, Ito’s equation of limiting diffusion process and stochastic averaging technique as outlined by Zhu and others. However, the equations are rederived in generalized form and arranged in such a way that the procedure lends itself to a numerical computational scheme using FFT. The main objective of the modification is to consider highly irregular nonlinear functions which cannot be integrated in closed form and also to solve problems where analytical expressions for probability density function cannot be obtained. The procedure is applied to obtain the PDF of the response of Duffing oscillator subjected to additive and multiplicative random excitations represented by rational power spectral density functions (PSDFs). The results are verified by digital simulation. It is shown that the procedure provides results which compare very well with those obtained from simulation analysis not only for wide-band excitations but also for very narrow-band excitations, which are weak (when normalized with respect to mass of the system.)