A new stochastic averaging procedure for single-degree-of-freedom strongly
non-linear oscillators with lightly linear and (or) non-linear dampings sub
ject to weakly external and (or) parametric excitations of wide-band random
processes is developed by using the so-called generalized harmonic functio
ns. The procedure is applied to predict the response of Duffing-van der Pol
oscillator under both external and parametric excitations of wide-band sta
tionary random processes. The analytical stationary probability density is
verified by digital simulation and the factors affecting the accuracy of th
e procedure are analyzed. The proposed procedure is also applied to study t
he asymptotic stability in probability and stochastic Hopf bifurcation of D
uffing-van der Pol oscillator under parametric excitations of wide-band sta
tionary random processes in both stiffness and damping terms. The stability
conditions and bifurcation parameter are simply determined by examining th
e asymptotic behaviors of averaged square-root of total energy and averaged
total energy, respectively, at its boundaries. It is shown that the stabil
ity analysis using linearized equation is correct only if the linear stiffn
ess term does not vanish. (C) 2001 Elsevier Science Ltd. All rights reserve
d.