Stochastic averaging of quasi-linear systems driven by Poisson white noise

Abstract

The averaged generalized Itô and Fokker–Planck–Kolmogorov (FPK) equations for single-degree-of-freedom (SDOF) quasi-linear systems driven by Poisson white noise are derived and the approximate stationary solutions of the averaged generalized FPK equations are obtained by using the perturbation method for four typical quasi-linear systems, i.e., van der Pol oscillator, Rayleigh oscillator, system with energy-dependent damping, and system with power law damping. The effectiveness and accuracy of the perturbation solution are assessed by performing appropriate Monte Carlo simulations. It is found that analytical and numerical results agree well and the effect of non-Gaussianity of the excitation process is not negligible for predicting the probability densities of total energy and displacement of quasi-linear systems in most cases.