A PROPOSAL OF TESTING METHOD ON THE EXACT STEADY STATE PROBABILITY DENSITY FUNCTION OF NON-LINEAR STOCHASTIC SYSTEM

This paper is concerned with the exact analysis method of the response process of second order non-linear stochastic systems excited by Gaussian white noise. A main feature is that a testing method is presented in this paper for the exact steady state probability density of two dimensions to demonstrate the effectiveness of the exact results. Examples are given to illustrate the applications of the analysis method.