To C.W.S. Nonlinear Random Vibration: Analytical Techniques and Applications

Second Edition. — CRC Press, Taylor & Francis Group, 2012. 296 p. — ISBN13: 978-1-4665-1284-9 (eBook - PDF). — (Advances in Engineering Series).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 an appendix on probability theory.Markovian and Non-Markovian Solutions of Stochastic Nonlinear Differential Equations.
Exact Solution of the Fokker-Planck-Kolmogorov Equation.
Methods of Statistical Linearization.
Statistical Nonlinearization Techniques.
Methods of Stochastic Averaging.
Truncated Hierarchy and other Techniques.