On Double Crater-Like Probability Density Functions of a Duffing Oscillator Subjected to Harmonic and Stochastic Excitation

It is a well-known phenomenon of the Duffing oscillator under harmonic excitation,that there is a frequency range, where two stable and one unstable stationarysolution coexist. If the Duffing oscillator is harmonically excited in thisfrequency range and additionally excited, e.g. by white noise, a double crater-likeprobability density function can be observed, if the noise intensity is smallcompared to the harmonic excitation. The aim of this paper is to calculate thisprobability density function approximately using perturbation techniques. Thestationary solutions in the deterministic case are calculated using theperturbation technique for the resonance case. In a second step, the probabilitydensity function of the perturbation of each of those stationary solutions iscalculated using the perturbation technique for the nonresonance case. This resultsin two crater-like probability density functions which are superimposed by usingthe probability of realization of each of the stationary solutions in thedeterministic case. The probability is calculated using numerical integration orthe method of slowly changing phase and amplitude. Finally, probability densityfunctions obtained in this manner are compared to Monte Carlo simulations.