Pseudo-force method for a stochastic analysis of nonlinear systems

Abstract

Nonlinear systems, driven by external white noise input processes and handled by means of pseudo-force theory, are transformed through simple coordinate transformation to quasi-linear systems. By means of Itô stochastic differential calculus for parametric processes, a finite hierarchy for the moment equations of these systems can be exactly obtained. Applications of this procedure to the first-order differential equation with cubic nonlinearity and to the Duffing oscillator show the versatility of the proposed method. The accuracy of the proposed procedure improves by making use of the classical equivalent linearization technique.