Random response of a Duffing oscillator by the stochastic central difference method

Abstract

By applying the stochastic central difference method and statistical linearization technique, a recursive relation for the variance of displacement of a Duffing oscillator excited by a class of non-stationary random disturbances is obtained and presented in this paper. For several values of non-linearity strength, computed results are compared with those available in the literature. The method is simple, accurate, applicable to highly non-linear cases, versatile, and relatively more economical to employ. Thus, it can be easily applied to verify results obtained by other techniques.