Exact and approximate response of non-linear stochastic systems

The method of finding the exact solution and a new approximation method for a class of non-linear stochastic systems is presented. In both methods a non-linear transformation of the original system is applied. The idea of this method is presented for a non-linear system with stochastic parametric excitations. If the transformed system is a linear one then one can find an exact solution, otherwise the cumulant neglect closure technique is applied to this new system. The resuts obtained are illustrated by a numerical example.