Sq. Gao et Hj. Niemann, METHOD OF ITERATIVE LINEARIZATION TO SOLVE NONLINEAR STOCHASTIC VIBRATION PROBLEMS, Communications in numerical methods in engineering, 10(1), 1994, pp. 67-71
In this paper, an iterative method of statistic linearization (IMSL) i
s presented to solve non-linear stochastic vibration equations. This m
ethod represents an improvement over the classical linearization metho
d. The method uses the solution of the corresponding linear vibration
equation as an initial value in an iterative procedure. To obtain info
rmation about essential statistical average values, the method uses a
'boot-strapping' procedure, which defines a pseudorandom process based
on the statistical characteristics of the linear solution and then us
es samples from the process to estimate them. For Gaussian input excit
ation, the statistical average values are obtained by theoretical anal
ysis.