Application of complex stochastic averaging to nonlinear random vibration problems (Q1088495)

The stochastic averaging procedure in a complex-variable setting, used previously by \textit{S. T. Ariaratnam} and \textit{D. S. F. Tam} [Stoch. Probl. in Dyn., Symp. Univ. Southampton 1976; 90-105 (1977; Zbl 0377.93030)] to analyze a linear system under random parametric excitation, is extended to nonlinear systems under both parametric and external random excitations. It is shown that equations for the moments of the system response, while still constituting an infinite hierarchy, form a simpler pattern compared with the corresponding equations obtained from the usual amplitude and phase formulation. From this simpler pattern, it is possible to identify those moments which tend to zero at the stationary state. Furthermore, a much smaller number of equations needs to be solved when the infinite hierarchy is truncated to calculate approximately the non-zero moments.