Journal of Statistical Physics

, Volume 44, Issue 5–6, pp 907–920 | Cite as

A nonlinear system under combined periodic and random excitation

  • R. N. Iyengar


The anharmonic oscillator under combined sinusoidal and white noise excitation is studied using the Gaussian closure approximation. The mean response and the steady-state variance of the system is obtained by the WKBJ approximation and also by the Fokker-Planck equation. The multiple steadystate solutions are obtained and their stability analysis is presented. Numerical results are obtained for a particular set of system parameters. The theoretical results are compared with a digital simulation study to bring out the usefulness of the present approximate theory.

Key words

Nonlinear equation stochastic process stability steady-state Gaussian closure 


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Copyright information

© Plenum Publishing Corporation 1986

Authors and Affiliations

  • R. N. Iyengar
    • 1
  1. 1.Department of Civil Engineering and Center for Atmospheric SciencesIndian Institute of ScienceBangalore 12India

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