Abstract
Since the effect of some nonlinear terms is lost during the first order averaging procedure, the higher order stochastic averaging method is developed to predict approximately the response of linear and lightly nonlinear systems subject to weakly external excitation of wideband or narrow-band coloured noise random processes. The excitation of second order coloured noise is considered in more detail. It is shown that in the case of wideband random excitation the result obtained is different from the conventional replacement of wideband random excitation by an white noise excitation.
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Anh, N.D., Tinh, N.D. (2001). Higher Order Averaging Method of Coefficients in Fokker-Planck Equation. In: Narayanan, S., Iyengar, R.N. (eds) IUTAM Symposium on Nonlinearity and Stochastic Structural Dynamics. Solid Mechanics and its Applications, vol 85. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0886-0_1
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DOI: https://doi.org/10.1007/978-94-010-0886-0_1
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