Abstract

AbstractWe present a new approach to obtain solutions for general random oscillators using a broad class of polynomial chaos expansions, which are more efficient than the classical Wiener–Hermite expansions. The approach is general but here we present results for linear oscillators only with random forcing or random coefficients. In this context, we are able to obtain relatively sharp error estimates in the representation of the stochastic input as well as the solution. We have also performed computational comparisons with Monte Carlo simulations which show that the new approach can be orders of magnitude faster, especially for compact distributions. Copyright © 2004 John Wiley & Sons, Ltd.

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