G. Falsone et I. Elishakoff, MODIFIED STOCHASTIC LINEARIZATION TECHNIQUE FOR COLORED NOISE EXCITATION OF DUFFING OSCILLATOR, International journal of non-linear mechanics, 29(1), 1994, pp. 65-69
The accuracy of a new linearization technique in contrast to the class
ical linearization scheme is examined for a Duffing oscillator under c
olored noise excitation. The results obtained by the two linearization
schemes are compared in terms of percentage error with reference to t
he numerical results obtained through Monte Carlo simulation. This app
lication confirms a superior performance of new linearization techniqu
e compared to the classical one.