Application of homotopy technique with the parameter expansion to strongly nonlinear stochastic dynamic systems

This paper extends the method of PE-HAM to strongly nonlinear stochastic dynamic system under harmonic and Gauss white noise excitations. By constructing an appropriate homotopy mapping, the original system is transformed into a set of linear stochastic differential equations. In addition, the strongly nonlinear Duffing oscillator subjected to harmonic and Gauss white noise excitations is investigated using the proposed method, and its approximate analytically solution process and steady-state probability density are obtained. Numerical simulation is employed to verify the theoretical result and good agreement is found.