Equivalent Linearization Techniques

The method of equivalent linearization of Kryloff and Bogoliubov is generalized to the case of nonlinear dynamic systems with random excitation. The method is applied to a variety of problems, and the results are compared with exact solutions of the Fokker-Planck equation for those cases where the Fokker-Planck technique may be applied. Alternate approaches to the problem are discussed, including the characteristic function method of Rice.