PSEUDOFORCE METHOD FOR A STOCHASTIC-ANALYSIS OF NONLINEAR-SYSTEMS

Nonlinear systems, driven by external white noise input processes and handled by means of pseudo-force theory, are transformed through simpl e coordinate transformation to quasi-linear systems. By means of Ito s tochastic differential calculus for parametric processes, a finite hie rarchy for the moment equations of these systems can be exactly obtain ed. Applications of this procedure to the first-order differential equ ation with cubic nonlinearity and to the Duffing oscillator show the v ersatility of the proposed method. The accuracy of the proposed proced ure improves by making use of the classical equivalent linearization t echnique.