Sensitivity and linearization techniques in analysis of non-linear stochastic systems

The purpose of this paper is to discuss the relationship between sensitivity analysis and equivalent linearization as applied to the study of non-linear stochastic systems. For an oscillator with an odd order polynomial stiffness and Gaussian white noise excitation, we consider four approximate procedures in which the operation of equivalent linearization, calculation of sensitivity and calculation of moment equations are taken into account in different orders. An example is given to compare the sensitivity characteristics so obtained with the exact result.