Cumulant neglect closure for nonlinear oscillators under random parametric and external excitations (Q800741)

The authors provide evidence of the effectiveness of using the cumulant- neglect closure hierarchy method to obtain approximations of second order moments associated with the solutions of nonlinear second order random ordinary differential equations. Three examples are investigated whose exact solutions are known. The first example is a Duffing oscillator whose forcing function is a Gaussian white noise process. In the second example independent Gaussian white noise processes are present in the forcing function and a coefficient function, respectively. In the third example mutually independent Gaussian white noise processes are contained in two of the coefficient functions and the forcing function, respectively. In all three examples results are given that attest to the accuracy of the approximation found by using the cumulant-neglect closure and their superiority to approximations obtained by Gaussian closure.