Transient probability density of nonlinear oscillator under parametric harmonic and external modulated stochastic excitations (Q6183838)

In this study, the exponential-polynomial-closure (EPC) method is applied to determine and study the non-stationary probability density function (PDF) of the nonlinear system simultaneously stimulated by parametric harmonic and modulated stochastic excitations. In this work, the EPC procedure is applied to analyze the non-stationary solution of the nonlinear dynamical systems due to both parametric harmonic and external modulated stochastic excitations. Four examples are given to show the priorities of the EPC procedure in terms of effectiveness and computational efficiency. In addition, adopting the presented EPC procedure to analyze different non-stationary scenarios is an essential step towards extending the SSS-EPC method to analyze the non-stationary behavior of the high-dimensional systems in future work. The influences of the parametric harmonic frequency and phase on the non-stationary behaviors of the nonlinear dynamical systems are also investigated. The comparisons among different methods verify that the EPC procedure can address the transient probability density solution issues of the stochastic oscillators due to parametric harmonic and external modulated stochastic excitations despite the different nonlinearities even in the non-stationary state.