On double crater-like probability density functions of a Duffing oscillator subjected to harmonic and stochastic excitation (Q1851040)

This paper considers a stochastic Duffing oscillator under the sum of a harmonic excitation plus a small white noise excitation. The frequency of excitation is chosen to admit two possible stable solutions to the corresponding deterministic Duffing oscillator whose realization in the solution of the stochastic oscillator is rendered random by the white noise. A perturbation technique is presented that approximates the probabilities of arriving at the two stable solutions, which in turn facilitates approximation of the solution of stochastic oscillator. Some numerical experiments demonstrate the advantages of this approach over Monte Carlo simulation.