Stochastic analysis of time-variant nonlinear dynamic systems. Part 2: Methods of statistical moments, statistical linearization and the FPK equation

Abstract

In this, the second of a two part paper, the applications of the Fokker-Planck-Kolmogorov (FPK) method to stochastic analysis of time-variant nonlinear systems are considered. A new class of dynamic systems with stochastic nonlinearity and jump parametric exitations is introduced. The comparison of accuracy of different statistical methods such as statistical linearization is discussed.