Nonlinear random vibration: analytical techniques and applications

This second edition of this book, Nonlinear Random Vibration: Analytical Techniques and Applications, expands on the original edition with additional detailed steps in various places in the text. It is a first systematic presentation on the subject. It covers Markovian and non-Markovian solutions of nonlinear stochastic differential equations, exact solutions of Fokker-Planck-Kolmogorov equations, methods of statistical linearization, statistical nonlinearization techniques, methods of stochastic averaging, truncated hierarchy techniques, and ...

The book is a systematic treatment of several classes of analytical techniques and applications in nonlinear random vibration. The classes include exact solution of the Fokker-Planck-Komogorov equation, methods of statistical linearization, statistical nonlinearization techniques, methods of stochastic averaging, truncated hierarchy and other techniques. Many examples of the more popular classes, such as methods of statistical linearization, statistical nonllinearization techniques and methods of stochastic averaging, are presented. Many references are quoted. A special feature of the monograph is its incorporation of detailed steps in many examples. Thus, it is suitable for self-study, advanced level graduate students, and research scientists and engineers"

A systematic presentation of several classes of analytical techniques in non-linear random vibration. The book also includes a concise treatment of Markovian and non-Markovian solutions of non-linear differential equations"

Introduction. Markovian and Non-Markovian Solutions of Stochastic Nonlinear Differential Equations. Exact Solution of the Fokker-Planck-Kolmogorov Equatio Methods of Statistical Linearization. Statistical Nonlinearization Techniques Methods of Stochastic Averaging. Truncated Hierarchy and other Techniques.

Introduction -- Markovian and Non-Markovian Solutions of Stochastic Nonlinear Differential Equations -- Exact Solution of the Fokker-Planck-Kolmogorov Equatio Methods of Statistical Linearization -- Statistical Nonlinearization Techniques Methods of Stochastic Averaging -- Truncated Hierarchy and other Techniques.