Stochastic response of a oscillator subjected to combined harmonic and Poisson white noise excitations

The transient and stationary probability density functions (PDFs) of stochastic response of the ϕ 6 Duffing oscillator under combined harmonic and external and parametric Poisson white noises excitations are investigated by the generalized cell mapping method in this paper. Based on the digraph analysis method, the global qualitative properties are obtained such as attractors, basins of attraction, basin boundaries, saddles and invariant manifolds. The evolutionary process of transient and stationary PDFs are shown based on the matrix analysis method. It is observed that there is a close relationship between evolutionary direction of PDF and the unstable manifold. Monte Carlo (MC) simulation is used to verify the accuracy of the matrix analysis method.