Acta Mech

DOI 10.1007/s00707-012-0738-5
N. D. Anh V. L. Zakovorotny N. N. Hieu D. V. Diep
A dual criterion of stochastic linearization method
for multi-degree-of-freedom systems subjected
to random excitation
Received: 26 March 2012 / Revised: 10 July 2012
Springer-Verlag 2012
Abstract In this paper, a dual criterion of stochastic linearization method is developed for multi-degree-of-
freedom systems subjected to random excitation. A closed system is obtained for determining coefcient
matrices of the linearized system. Two examples of two-degree-of-freedom systems subjected to random
excitation are presented. The mean-square responses obtained by the dual approach are compared with those
obtained by two other methods, namely, conventional linearization technique and energy method. The results
show that the dual criterion gives a good prediction on mean-square responses of the original nonlinear system
when the nonlinearity is increasing.
1 Introduction
Nonlinear stochastic dynamical systems have been investigated intensively by many approaches in the past
decades. One of the most common approaches for solving nonlinear randomvibration problems is the stochas-
tic linearization method. The method has attracted many researchers due to its originality and capability for
various applications in engineering. The rst studies about the stochastic linearization method were introduced
simultaneously by the three authors Booton [1], Kazakov [2], and Caughey [3, 4]. They extended Krylov and
Bogoliubovs linearization technique [5] of deterministic problems to randomproblems. The fundamental idea
of the method lies in replacing an original nonlinear system under Gaussian random excitation by a linear one
under the same excitation for which the coefcients of the equivalent system can be found from a specied
optimization criterion, such as the mean-square criterion [3], energy criteria [6, 7], spectral criteria [8, 9], and
probability density criteria [10] in some probabilistic sense. The method then has been generalized to random
vibration of multi-degree-of-freedom (MDOF) systems by Foster [11], Iwan and Yang [12], and Atalik and
Utku [13]. Later, Bruckner and Lin [14] generalized the method of stochastic linearization to a nonlinear
system subjected to both parametric and external random white noise excitations. Some new ideas about the
N. D. Anh (B) N. N. Hieu
Institute of Mechanics, 264, Doi Can, Ba Dinh, Hanoi, Vietnam
E-mail: ndanh@imech.ac.vn
N. N. Hieu
E-mail: nhuhieu1412@gmail.com
V. L. Zakovorotny
Don State Technical University, 1 Gagarin Sq., Rostov-on-Don, Russia
E-mail: vzakovorotny@dstu.edu.ru
D. V. Diep
Institute of Military Vehicle, Hanoi, Vietnam
E-mail: dvdiepvcg@gmail.com
N. D. Anh et al.
stochastic linearization method are presented in [1518] by several authors. Casciati and Faravelli [15] dis-
cussed a new philosophy for stochastic equivalent linearization. Iyengar and Roy [16] studied responses of
nonlinear systems under narrow-band inputs by a conditional linearization approach. Colajanni and Elishakoff
[17] gave a new look at the stochastic linearization technique for hyperbolic tangent oscillators. Anh and
Schiehlen [18] proposed a mean-square criterion of error sample function for determining coefcients of the
linearized equivalent equation.
The method of stochastic linearization was also reviewed in some survey papers by Spanos [19], Roberts
[20], Socha et al. [2123], Proppe et al. [24], Crandall [25], and in books by Robert and Spanos [26] and Socha
[27]. These authors provided an overview in the area of theoretical and experimental aspects of the stochas-
tic equivalent linearization method for analyzing responses of structural and mechanical nonlinear stochastic
dynamic systems.
Recently, some approaches of the stochastic linearization have been proposed in Refs. [28, 29]. A non-
parametric linearization method for nonlinear random vibration analysis was presented by Fuijimura and
Kiureghian [28]. They employed a discrete representation of the stochastic excitation, the concept occurred
from the rst-order reliability method for obtaining the rst-order approximation of the tail probability of the
nonlinear system. In [29], Elishakoff et al. developed a new setting for the stochastic linearization method
suggested by Anh and Di Paola. Their approach is applied to study mean-square responses of some nonlinear
systems under white noise excitations.
In [30, 31], Anh et al. have proposed a dual criterion of stochastic linearization method for nonlinear single-
degree-of-freedomsystems subjected to white noise randomexcitations. The authors showed that the accuracy
of the mean-square response is significantly improved when the nonlinearity is increasing.
Naturally, the dual criterion linearization approach needs to be generalized to MDOF systems subjected
to random forces. Therefore, in this study, our aim is to investigate the accuracy of an extended version of
dual criterion in case of an MDOF system under random excitation. For this purpose, two examples of two-
degree-of-freedom systems are considered. The results obtained in this way are compared with those obtained
by conventional linearization, energy method, and Monte-Carlo simulation.
2 A dual criterion for multi-degree-of-freedom systems
In this section, we are concerned with a multi-degree-of-freedom system in the following form:
M x +C x +Kx +(x, x) = Q(t ) , (1)
where M =
_
m
i j
_
nn
, C =
_
c
i j
_
nn
, K =
_
k
i j
_
nn
are mass, damping, stiffness matrices of order n n,
= (x, x) =
_

1

2
. . .
n
_
T
is a nonlinear nvector function of the generalized coordinate vector
x =
_
x
1
x
2
. . . x
n
_
T
and its derivative x =
_
x
1
x
2
. . . x
n
_
T
. The symbol T denotes the transpose of a
matrix. The external excitation Q(t ) is a zero-mean Gaussian vector process with the spectral density matrix
S
Q
()=
_
S
i j
()
_
nn
, where S
i j
() is the spectral density function of elements Q
i
and Q
j
.
The linearized form of Eq. (1) is given by
M q +
_
C +C
e
_
q +
_
K +K
e
_
q = Q(t ) , (2)
where C
e
=
_
c
e
i j
_
nn
, K
e
=
_
k
e
i j
_
nn
are constant matrices which are determined by a specied criterion of
linearization method. There are some criteria for determining the matrices C
e
and K
e
of the linearized system
(2) (see [26, 27]). For the case of a multi-degree-of-freedom system, however, it is seen that the minimum
mean-square error criterion is one of the most common criteria for nding these matrices. In the context
of conventional linearization method, as shown by Roberts and Spanos [26], two matrices C
e
and K
e
are
determined as follows:
E
_
e
T
e
_
min
c
e
i j
,k
e
i j
, (3)
where E [] denotes the mathematical expectation operation and
e = (q, q) C
e
q K
e
q (4)
A dual criterion of stochastic linearization method
is the error between the original system (1) and the linearized one (2). The criterion (3) leads to the following
system for determining the matrices C
e
and K
e
:
_
_
E
_
qq
T
_
E
_
qq
T
_
E
_
qq
T
_
E
_
q q
T
_
_
_
_
_
K
eT
i
C
eT
i
_
_
=
_
_
E
_

i
q
_
E
_

i
q
_
_
_
, (5)
where C
e
i
and K
e
i
are the i th rows of the matrices C
e
and K
e
, respectively.
In the following development of the conventional linearization, a dual criterion for multi-degree-of-freedom
systems under random excitation is proposed. As presented in [30, 31], this dual criterion approach appears
from the idea that the nonlinear component of the original system is replaced by an equivalent linear compo-
nent, in the rst step, and then the second step is made so that this linearized system is replaced by another
nonlinear system which belongs to the same class of the original system. That means, for the original system
(1), the nonlinear vector function is replaced by the linear vector C
e
q +K
e
q and then this linear vector is
replaced by another nonlinear vector function which is considered as a product of a matrix D =
_
d
i j
_
nn
and
the original nonlinear vector function , where the matrices C
e
, K
e
and D are determined by the following
proposed criterion for the MDOF system (1):
E
_
e
T
e
_
+E
_

_
min
C
e
,K
e
,D
, (6)
where
= C
e
q +K
e
q D(q, q) (7)
and is a detuning parameter taking two values 0 or 1. When the parameter is zero, the criterion (6) will
become the criterion (3) of the conventional linearization method, and when is 1, the criterion (6) is the so
called dual one. The rst expectation of the criterion (6) is understood as a component of conventional replace-
ment while the second expectation component describes a dual replacement of the linearization problem. The
criterion (6) can be rewritten as follows:
n

r=1

r
min
c
e
i j
,k
e
i j
,d
i j
, (8)
where

r
= E
_
_
_

r

n

s=1
_
c
e
rs
q
s
+k
e
rs
q
s
_
_
2
_
_
+E
_
_
_
n

s=1
_
c
e
rs
q
s
+k
e
rs
q
s
_

s=1
d
rs

s
_
2
_
_
. (9)
The necessary condition for the criterion (8) is given by the following equations:

c
e
i j
n

r=1

r
= 0, (i, j = 1, 2, . . . , n), (10)

k
e
i j
n

r=1

r
= 0, (i, j = 1, 2, . . . , n), (11)

d
i j
n

r=1

r
= 0, (i, j = 1, 2, . . . , n). (12)
Equations (10), (11), and (12) can be rewritten in the following simpler forms (see [26] and Appendix A for
details):

c
e
i j

i
= 0, (i, j = 1, 2, . . . , n), (13)

k
e
i j

i
= 0, (i, j = 1, 2, . . . , n), (14)

d
i j

i
= 0, (i, j = 1, 2, . . . , n). (15)
N. D. Anh et al.
Equations (13), (14) and (15) lead to a system of equations with unknowns c
e
i j
, k
e
i j
, d
i j
of C
e
, K
e
, and D,
respectively:
n

s=1
_
c
e
i s
E
_
q
s
q
j
_
+k
e
i s
E
_
q
s
q
j
__

1+
n

s=1
d
i s
E
_

s
q
j
_
=
1
1 +
E
_

i
q
j
_
, (i, j = 1, 2, . . . , n), (16)
n

s=1
_
c
e
i s
E
_
q
s
q
j
_
+k
e
i s
E
_
q
s
q
j
__

1+
n

s=1
d
i s
E
_

s
q
j
_
=
1
1+
E
_

i
q
j
_
, (i, j = 1, 2, . . . , n), (17)
n

s=1
_
c
e
i s
E
_
q
s

j
_
+k
e
i s
E
_
q
s

j
_
d
i s
E
_

j
__
= 0, (i, j = 1, 2, . . . , n). (18)
A combination of the three equations (16), (17) and (18) yields the system
_
_
_
_
E
_
qq
T
_
E
_
q q
T
_


1+
E
_
q
T
_
E
_
qq
T
_
E
_
q q
T
_


1+
E
_
q
T
_
E
_
q
T
_
E
_
q
T
_
E
_

T
_
_

_
_
_
_
_
_
K
eT
i
C
eT
i
D
T
i
_

_
=
_
_
_
_
1
1+
E
_

i
q
_
1
1+
E
_

i
q
_
0
_

_
, (19)
where C
e
i
, K
e
i
and D
i
are the i th rows of the matrices C
e
, K
e
and D, respectively. By solving the nonlin-
ear system (19) of 3n
2
unknowns c
e
i j
, k
e
i j
and d
i j
, we obtain C
e
, K
e
and D. However, these solutions also
depend on the responses of the linearized system (2). Therefore, additional closed relationships of unknown
elements c
e
i j
, k
e
i j
and d
i j
must be established. In the next section, these relationships are presented based on
the frequency-response function matrix of the linearized system (2).
3 Response of the linearized system via spectral density function matrix of input excitation
The frequency-response function matrix H() of the linearized system (2) takes the following form [26]
H() =
_

2
M+i
_
C +C
e
_
+K +K
e
_
1
. (20)
The matrix H() is related to the unity impulse matrix h (t ) of the linearized system (2) by Fourier transform
as follows:
H() =

h(t )e
i t
dt, (21)
h (t ) =
1
2

H()e
i t
d. (22)
It is noted that the response q (t ) of the system (2) can be expressed by the Duhamel integral
q (t ) =

h (t
1
) Q(
1
) d
1
. (23)
By using the integral (23), we have
E
_
qq
T
_
=

h (t
1
) E
_
Q(
1
) Q
T
(
2
)
_
h
T
(t
2
) d
1
d
2
. (24)
A dual criterion of stochastic linearization method
The moment E
_
Q(
1
) Q
T
(
2
)
_
is related to the spectral density matrix S
Q
() of Q(t ) as follows:
E
_
Q(
1
) Q
T
(
2
)
_
=

S
Q
() e
i (
2

1
)
d. (25)
Substituting (25) into the right hand side of (24) and using (21) yields
E
_
qq
T
_
=

H() S
Q
() H
T
() d. (26)
Similar to the expression (26), we have the following expression for the second-order moments matrix E
_
q q
T
_
:
E
_
q q
T
_
=

2
H() S
Q
() H
T
() d. (27)
From (23), it is seen that the mean-response of q is equal to zero. Further, the two processes q and q are inde-
pendent Gaussian ones. Thus, the moment E
_
q q
T
_
is equal to zero, and all moments E
_
q
T
_
, E
_
q
T
_
and
E
_

T
_
can be expressed via second-order moment elements E
_
q
i
q
j
_
, E
_
q
i
q
j
_
which depend on C
e
, K
e
as it is seen from (20), (26) and (27). Hence, substituting these moments into Eq. (19) yields a closed system
of unknowns C
e
, K
e
, and D. In general, the obtained system is a nonlinear algebraic one. It may be solved
numerically for determining C
e
, K
e
and D. An iterative scheme for nding unknown matrices C
e
, K
e
and D
can be obtained as follows (see [1113]):
(i) Assign initial estimations of the matrices C
e
, K
e
, and D in order to obtain the frequency-
response function matrix H() (Eq. 20), matrices E
_
qq
T
_
, E
_
q q
T
_
(see Eqs. (26), (27)) and then
E
_
q
T
_
, E
_
q
T
_
, and E
_

T
_
.
(ii) Substitute the obtained matrices into Eq. (19) to get new values of C
e
, K
e
, and D.
(iii) Use these values and return to step (i).
(iv) Repeat step (i), (ii), and (iii) until the results from cycle to cycle are similar.
In fact, one can use either the linearization coefcient matrices or responses for the outset of the iterative
process. In the frame of this xed-point iteration, nonlinearities of the original systembelonging to a stable type
are necessary for the convergence of the process. For example, hardening springs or hydraulic drag forces are
such a type. For the case of conventional linearization ( = 0), this point was shown and applied successfully
in Refs. [1113] to some nonlinear systems. Those authors reported that the convergence of the above iterative
scheme is quite fast. For the case of the dual criterion approach ( = 1), calculations in the iterative scheme
appear more complicated than those of the conventional linearization due to the presence of the additional
matrix D. However, the process for computations does not result in major difculties. In analytical aspects,
because of the complicatedness of nonlinear functions containing elements of linearization coefcient matrices
in the iterative scheme, one needs to investigate in more detail for further understanding this procedure.
In the next sections, in order to evaluate the accuracy of the above dual criterion of stochastic lineariza-
tion for a multi-degree-of-freedom system, responses of two nonlinear systems under random excitation are
investigated.
4 Two-degree-of-freedom oscillator with nonlinear stiffness
We consider the following nonlinear random two-degree-of-freedom system which was investigated by Jia
and Fang [32] and then by Anh and Hung [33]:
x
1
+h x
1
+
2
1
x
1
+4
1
x
3
1
+2
3
x
1
x
2
2
= w
1
(t ) ,
x
2
+h x
2
+
2
2
x
2
+4
5
x
3
2
+2
3
x
2
1
x
2
= w
2
(t ) ,
(28)
N. D. Anh et al.
where h,
1
,
2
,
1
,
3
,
5
are positive constants; w(t ) =
_
w(t ) w(t )
_
T
is a zero-mean Gaussian white noise
stationary random vector process with the following correlation functions K
i j
() (i, j = 1, 2)
K
i j
() = E
_
w
i
(t ) w
j
(t +)
_
= 2S
i

i j
() , (29)
where () is Dirac delta function of time variable ,
i j
is the Kronecker symbol, and the quantities S
1
, S
2
are constant values of the spectral density of random excitations w
1
(t ) , w
2
(t ), respectively.
4.1 Exact solution
In the case of the same spectral density of random excitations S
1
= S
2
= S
0
, the Fokker-Planck equation
corresponding to the system (28) has an exact solution for the stationary probability density function [33]
f (x
1
, x
2
) = C exp
_

h
S
0
U (x
1
, x
2
)
_
, (30)
where the potential energy U (x
1
, x
2
) and normalization constant C are determined as follows, respectively,
U (x
1
, x
2
) =
1
2

2
1
x
2
1
+
1
2

2
2
x
2
2
+
1
x
4
1
+
3
x
2
1
x
2
2
+
5
x
4
2
, (31)
C
1
=

exp
_

h
S
0
U (x
1
, x
2
)
_
dx
1
dx
2
. (32)
The exact mean-square responses of x
1
and x
2
are given by
E
_
x
2
i
_
= C

x
2
i
exp
_

h
S
0
U (x
1
, x
2
)
_
dx
1
dx
2
, (i = 1, 2). (33)
In the following calculations, we investigate approximate mean-square responses of the system(28) using three
approaches, including the energy method and the linearization method with conventional and dual criteria.
4.2 Energy method
We now determine the equivalent stiffness matrix of the linearized system of the original nonlinear system
(28) by employing the energy method approach [6, 35]. For this purpose, the system (28) can be rewritten in
the matrix form as follows:
_
x
1
x
2
_
+
_
h 0
0 h
_ _
x
1
x
2
_
+
_

2
1
0
0
2
2
_ _
x
1
x
2
_
+
_
4
1
x
3
1
+2
3
x
1
x
2
2
4
5
x
3
2
+2
3
x
2
1
x
2
_
=
_
w
1
(t )
w
2
(t )
_
. (34)
Following Eq. (1) denote
M =
_
1 0
0 1
_
, C =
_
h 0
0 h
_
, K =
_

2
1
0
0
2
2
_
, =
_
4
1
x
3
1
+2
3
x
1
x
2
2
4
5
x
3
2
+2
3
x
2
1
x
2
_
, x =
_
x
1
x
2
_
. (35)
The linearized system of (28) is taken in the following form:
_
q
1
q
2
_
+
_
h 0
0 h
_ _
q
1
q
2
_
+
_

2
1
+k
e
11
k
e
12
k
e
12

2
2
+k
e
22
_ _
q
1
q
2
_
=
_
w
1
(t )
w
2
(t )
_
, (36)
where k
e
11
, k
e
12
= k
e
21
, k
e
22
are linearization constants which are determined from an optimal criterion of the
stochastic linearization method. The corresponding potential energy of the linearized system (36) is
U
e
=
1
2
_

2
1
+k
e
11
_
q
2
1
+k
e
12
q
1
q
2
+
1
2
_

2
2
+k
e
22
_
q
2
2
. (37)
A dual criterion of stochastic linearization method
The energy criterion states that the mean-square difference between the potential energy, associated with the
original nonlinear system (28) and its equivalent linear counterpart (36), be minimal [6]. That means
E
_
(U U
e
)
2
_
min
k
e
i j
. (38)
From the energy criterion (38), we have the following system for determining the coefcients k
e
i j
(i, j = 1, 2):

k
e
i j
E
_
(U U
e
)
2
_
= 0, (i, j = 1, 2). (39)
Substituting expressions (31) and (37) into (39) yields the following system for k
e
11
, k
e
12
, k
e
22
:
_
_
_
_
_
E
_
q
4
1
_
E
_
q
3
1
q
2
_
E
_
q
2
1
q
2
2
_
E
_
q
3
1
q
2
_
E
_
q
2
1
q
2
2
_
E
_
q
1
q
3
2
_
E
_
q
2
1
q
2
2
_
E
_
q
1
q
3
2
_
E
_
q
4
2
_
_

_
_
_
_
_
1
2
k
e
11
k
e
12
1
2
k
e
22
_

_
=
_
_
_
_
_
E
_
q
6
1
_
E
_
q
4
1
q
2
2
_
E
_
q
2
1
q
4
2
_
E
_
q
5
1
q
2
_
E
_
q
3
1
q
3
2
_
E
_
q
1
q
5
2
_
E
_
q
4
1
q
2
2
_
E
_
q
2
1
q
4
2
_
E
_
q
6
2
_
_

_
_
_

5
_
_
. (40)
The solution of the system (40) can be written as
_
_
_
1
2
k
e
11
k
e
12
1
2
k
e
22
_

_
=
_
_
_
E
_
q
4
1
_
E
_
q
3
1
q
2
_
E
_
q
2
1
q
2
2
_
E
_
q
3
1
q
2
_
E
_
q
2
1
q
2
2
_
E
_
q
1
q
3
2
_
E
_
q
2
1
q
2
2
_
E
_
q
1
q
3
2
_
E
_
q
4
2
_
_

_
1
_
_
_
E
_
q
6
1
_
E
_
q
4
1
q
2
2
_
E
_
q
2
1
q
4
2
_
E
_
q
5
1
q
2
_
E
_
q
3
1
q
3
2
_
E
_
q
1
q
5
2
_
E
_
q
4
1
q
2
2
_
E
_
q
2
1
q
4
2
_
E
_
q
6
2
_
_

_
_
_
_

5
_

_
. (41)
For the Gaussian random processes with zero-mean, we have a general expression for expectation as follows
(see [34, 35] for details)
E [z
1
z
2
. . . z
2m
] =

all independent pairs

_
_

j =k
E
_
z
j
z
k
_
_
_
, (42)
where the number of independent pairs is equal to (2m)!
_
(2
m
m!). In view of the representation of expression
(42), the following terms will appear in the right hand side of Eq. (41):
E
_
q
4
i
_
= 3
_
E
_
q
2
i
__
2
,
E
_
q
3
i
q
j
_
= 3E
_
q
2
i
_
E
_
q
i
q
j
_
,
E
_
q
2
i
q
2
j
_
= E
_
q
2
i
_
E
_
q
2
j
_
+2
_
E
_
q
i
q
j
__
2
,
E
_
q
6
i
_
= 15
_
E
_
q
2
i
__
3
,
E
_
q
5
i
q
j
_
= 15
_
E
_
q
2
i
__
2
E
_
q
i
q
j
_
,
E
_
q
4
i
q
2
j
_
= 3
_
E
_
q
2
i
__
2
E
_
q
2
j
_
+12E
_
q
2
i
_ _
E
_
q
i
q
j
__
2
,
E
_
q
3
i
q
3
j
_
= 6
_
E
_
q
i
q
j
__
3
+9E
_
q
2
i
_
E
_
q
2
j
_
E
_
q
i
q
j
_
.
(43)
By substituting expressions (43) into Eq. (41), we obtain the solutions k
e
i j
(i, j = 1, 2). The solution (41)
allows to analyze responses of the nonlinear system (28) via approximate responses of the linearized system
(36) based on the frequency-response function matrix as presented in Sect. 3.
N. D. Anh et al.
4.3 Dual criterion approach
For the nonlinear system (34), it is seen that the nonlinear vector function only depends on the displacement
x. Thus, by applying Eq. (19) to the system (34) and noting that the moments E
_
q q
T
_
, E
_
qq
T
_
, E
_
q
T
_
,
E
_
q
T
_
are equal to zero for stationary processes q, q of the linearized equation (36), we get the following
system for determining the unknown matrices K
e
, C
e
, D:
_
_
E
_
qq
T
_
0

1+
E
_
q
T
_
0 E
_
q q
T
_
0
E
_
q
T
_
0 E
_

T
_
_
_
_
_
K
eT
i
C
eT
i
D
T
i
_
_
=
_
_
1
1+
E
_

i
q
_
0
0
_
_
. (44)
By solving Eq. (44), we obtain the following solutions for K
eT
i
, C
eT
i
, and D
T
i
:
C
eT
i
=
_
0 0
_
T
, (45)
K
eT
i
=
1
1 +
G
1
E
_

i
q
_
, (46)
D
T
i
=
1
1 +
E
_

T
_
1
E
_
q
T
_
G
1
E
_

i
q
_
, (47)
where the matrix G is given by
G = E
_
qq
T
_

1 +
E
_
q
T
_
E
_

T
_
1
E
_
q
T
_
, (48)
and the following nonsingular conditions are satised for the matrices G and E
_

T
_
det (G) = 0, (49)
det
_
E
_

T
__
= 0. (50)
As shown in [13, 26], one has the following property for Gaussian vector process q with zero-mean and
sufciently smooth vector function (q) having the rst partial derivative with respect to q:
E
_
q
T
_
= E
_
qq
T
_
E
_

T
_
, (51)
where =
_

q
1

q
2
. . .

q
n
_
T
is the Nabla operator. By utilizing the property (51) for Eqs. (48) and (46),
the equivalent stiffness matrix K
e
can be expressed as
K
eT
=
1
1 +
_
I
n


1 +
E
_

T
_
E
_

T
_
1
E
_

T
_
T
E
_
qq
T
_
_
1
E
_

T
_
, (52)
where we assume that all inverse matrices in Eq. (52) exist, I
n
is the unit matrix of size n. From Eq. (52), it is
easy to see that the matrix K
e
is a symmetric one; thus, the linearized system of the original nonlinear system
(28) takes the form of Eq. (36).
In this subsection, the dual criterion is considered; thus, the value = 1 is taken for calculating approx-
imate mean-square responses of the nonlinear system (28). The moments appearing in the right hand side of
Eqs. (52) are determined by the expressions (43).
A dual criterion of stochastic linearization method
4.4 Conventional linearization
In the case = 0, the expression (52) gives the equivalent stiffness matrix K
e
of conventional linearization in
the following form:
K
eT
= E
_

T
_
. (53)
By using (53), we get the following expressions for k
e
i j
(i, j = 1, 2):
k
e
11
= E
_

1
q
1
_
= 12
1
E
_
q
2
1
_
+2
3
E
_
q
2
2
_
,
k
e
12
= k
e
21
= E
_

1
q
2
_
= 4
3
E [q
1
q
2
] ,
k
e
22
= E
_

2
q
2
_
= 2
3
E
_
q
2
1
_
+12
5
E
_
q
2
2
_
.
(54)
We employ these expressions for calculating approximate mean-square responses of the system (28).
4.5 Calculations of approximate mean-square responses
We nowevaluate approximate mean-square responses of the nonlinear system(28) based on linearization coef-
cient matrices of the linearized system (36) with three different approaches including the energy criterion
(41), conventional linearization (54), and dual criterion (52). For that purpose, we employ a frequency-response
function matrix H() corresponding to the system (36)
H() =
1
L ()
_

2
+i h +
2
e22

2
e12

2
e12

2
+i h +
2
e11
_
, (55)
where

2
e11
=
2
1
+k
e
11
,

2
e12
= k
e
12
,

2
e22
=
2
2
+k
e
22
,
(56)
and L () is dened as
L () =
_

2
+i h +
2
e11
_ _

2
+i h +
2
e22
_

4
e12
. (57)
Under the assumption (29, 30) of the random excitations w
1
(t ) , w
2
(t ), the spectral density matrix S
w
() of
w(t ) is given by
S
w
() =
_
S
0
0
0 S
0
_
. (58)
Using expressions (26), (55) and (58), we obtain a matrix of second-order moment elements as follows:
E
_
qq
T
_
=

H() S
w
() H
T
() d =

1
L () L ()
_
r
11
() r
12
()
r
12
() r
22
()
_
d, (59)
where
r
11
() = S
0
_
_

2
+
2
e22
_
2
+h
2

2
+
4
e12
_
,
r
12
() =
2
e12
S
0
(2
2
0

2
e11

2
e22
),
r
22
() = S
0
_
_

2
+
2
e11
_
2
+h
2

2
+
4
e12
_
.
(60)
N. D. Anh et al.
It is easy to see that the expression (57) can be rewritten as
L () = R (i ) =
4
(i )
4
+
3
(i )
3
+
2
(i )
2
+
1
(i ) +
0
, (61)
where R (i ) is the function of argument i with the coefcients

4
= 1,

3
= 2h,

2
=
2
e11
+
2
e22
+h
2
,

1
= h
2
e11
+h
2
e22
,

0
=
2
e11

2
e22

4
e12
.
(62)
By applying a formula of integrals presented by Roberts and Spanos [26], the integrals in Eq. (59) can be
computed as follows:
E
_
q
2
1
_
=

r
11
() d
R (i ) R (i )
=

0
2

1

0

4

2

0
0
0
3

1
0
0
4

2

0

3

1
0 0

4

2

0
0
0
3

1
0
0
4

2

0

, (63)
E
_
q
2
2
_
=

r
22
() d
R (i ) R (i )
=

0
2

1

0

4

2

0
0
0
3

1
0
0
4

2

0

3

1
0 0

4

2

0
0
0
3

1
0
0
4

2

0

, (64)
E [q
1
q
2
] =

r
12
() d
R (i ) R (i )
=

0 0
1

0

4

2

0
0
0
3

1
0
0
4

2

0

3

1
0 0

4

2

0
0
0
3

1
0
0
4

2

0

, (65)
where r
i j
, (i, j = 1, 2) are determined from (60); here, they are rewritten as follows:
r
11
() =
2

4
+
1

2
+
0
,
r
22
() =
2

4
+
1

2
+
0
,

2
= S
0
,

1
= S
0
_
h
2
2
2
e22
_
,

0
=
4
e22
S
0
+
4
e12
S
0
, (66)

2
= S
0
,

1
= S
0
_
h
2
2
2
e11
_
,

0
=
4
e11
S
0
+
4
e12
S
0
,

1
= 2
2
e12
S
0
,

0
=
2
e12
S
0
_

2
e11
+
2
e22
_
.
A dual criterion of stochastic linearization method
Table 1 Mean-square response of x
1
of the system versus the parameter
1
(
3
=
5
= 0.2)

1
E
_
x
2
1
_
ex
E
_
x
2
1
_
co
Error (%) E
_
x
2
1
_
en
Error (%) E
_
x
2
1
_
du
Error (%)
0.1 1.2294 1.1457 6.8094 1.2860 4.6004 1.2782 3.9701
0.2 0.9737 0.8907 8.5213 0.9978 2.4835 1.0060 3.3238
0.5 0.6866 0.6166 10.2020 0.6904 0.5462 0.7054 2.7346
1.0 0.5146 0.4573 11.1469 0.5134 0.2392 0.5278 2.5525
2.0 0.3798 0.3343 11.9881 0.3764 0.9022 0.3887 2.3484
5.0 0.2498 0.2176 12.8658 0.2455 1.7275 0.2548 1.9980
7.0 0.2134 0.1854 13.1180 0.2091 1.9866 0.2174 1.8740
10.0 0.1802 0.1562 13.3457 0.1762 2.2251 0.1834 1.7578
Table 2 Mean-square response of x
2
of the system versus the parameter
1
(
3
=
5
= 0.2)

1
E
_
x
2
2
_
ex
E
_
x
2
2
_
co
Error (%) E
_
x
2
2
_
en
Error (%) E
_
x
2
2
_
du
Error (%)
0.1 0.9565 0.8735 8.6789 0.9716 1.5859 0.9867 3.1563
0.2 0.9737 0.8907 8.5213 0.9978 2.4836 1.0060 3.3238
0.5 0.9948 0.9119 8.3366 1.0313 3.6646 1.0319 3.7255
1.0 1.0084 0.9237 8.3999 1.0515 4.2710 1.0482 3.9453
2.0 1.0196 0.9321 8.5876 1.0655 4.4924 1.0602 3.9790
5.0 1.0309 0.9399 8.8329 1.0775 4.5219 1.0713 3.9166
7.0 1.0342 0.9420 8.9094 1.0808 4.5135 1.0744 3.8919
10.0 1.0371 0.9440 8.9813 1.0838 4.5031 1.0773 3.8689
By substituting E
_
q
2
1
_
, E
_
q
2
2
_
, E [q
1
q
2
] from (63), (64) and (65) into the expressions appearing in (43) and
the results obtained into Eq. (52) and noting Eq. (56), we get a nonlinear equation system of three unknowns
k
e
11
, k
e
12
, k
e
22
. It is difcult to nd exact solutions of this system; thus, one can use a numerical scheme to
determine the solutions k
e
11
, k
e
12
, k
e
22
as presented in Sect. 3 for three approaches, namely, the conventional
linearization, energy method, and dual criterion.
4.6 Numerical results and discussions
In this section, we present a numerical example of mean-square responses x
1
, x
2
. The numerical results are
obtained by using four methods including the exact solution method (33), conventional linearization (54),
energy method (41), and dual criterion method (52) with a cycle procedure scheme as presented in the previ-
ous section. These results for approximate mean-square responses E
_
q
2
1
_
, E
_
q
2
2
_
are compared with others
in Tables 1 and 2. where E
_
x
2
i
_
ex
, E
_
x
2
i
_
co
, E
_
x
2
i
_
en
, E
_
x
2
i
_
du
are mean-square responses of x
i
(i = 1, 2)
obtained by the exact solution, conventional linearization, energy method, and dual criterion method, respec-
tively. The system parameters used are h = 1,
1
=
2
= 1, S
0
= 1. The error between the results of the
exact and approximate solutions is dened as
Error =

E
_
x
2
i
_
approx
E
_
x
2
i
_
ex

E
_
x
2
i
_
ex
100 %, (i = 1, 2). (67)
Table 1 shows a comparison between errors of mean-square responses E
_
x
2
1
_
of the system for various
values of the parameter
1
whereas both parameters
3
and
5
are xed at 0.2. It is seen that when the param-
eter
1
increases from 0.1 to 10.0, the error of the conventional linearization method increases from 6.8094 to
13.3457%, whereas the errors of the energy and dual criterion methods are quite small, about 4%. The energy
method gives a good prediction for the mean-square response of the system. However, for large values of
1
,
for instance,
1
= 7,
1
= 10, the dual criterion leads to smaller errors than those of the energy method.
Table 2 presents exact and approximate values of the mean-square response E
_
x
2
2
_
of the system (28). It is
also seen that errors of the conventional linearization are larger than the ones of the energy and dual criterion
methods. In this table, the smallest error of the conventional linearization is 8.3366%, while largest error of the
dual criterion method is about 2 times less, namely, 3.9790%. In general, there is a good agreement between
results of the energy and the dual criterion methods for mean-square values of both responses x
1
and x
2
of the
system (28).
N. D. Anh et al.
Fig. 1 A model of a two-degree-of-freedom system with nonlinearity of damper and stiffness
5 A model of a two-degree-of-freedom system
5.1 Equation of motion
Consider the two-degree-of-freedom system shown in Fig. 1 (see [26]). In this system, the absolute displace-
ments y
1
and y
2
of the masses m
1
and m
2
are measured from the static equilibrium position, respectively.
The mass m
1
is connected to the foundation by a linear damper, with coefcient c
1
, and a nonlinear spring
of the linear-plus-cubic type, with linear coefcient k
1
, whereas m
1
and m
2
are connected by a linear spring
of stiffness k
2
and a nonlinear damper of the linear-plus-quadratic type, with linear coefcient c
2
. The force
of the nonlinear spring is given by k
1
y
1
_
1 +
1
y
2
1
_
, whereas the force in the nonlinear damper is given by
c
2
( y
2
y
1
) (1 +| y
2
y
1
|). Assume that a random excitation F(t ) = m
1
p(t ) acts on the mass m
1
, where
p(t ) is obtained by passing white noise through a linear rst-order lter. The spectral density function S
p
()
of p(t ) is assumed to be a rst-order spectrum of the form
S
p
() =
S
0

2
+
2
, (68)
where and S
0
are constants. In terms of the coordinates y
1
, y
2
, we have the following equations of motion:
m
1
y
1
+c
1
y
1
k
2
(y
2
y
1
) +k
1
y
1
_
1 +
1
y
2
1
_
c
2
( y
2
y
1
) (1 +
2
| y
2
y
1
|) = m
1
p(t ),
m
2
y
2
+k
2
(y
2
y
1
) +c
2
( y
2
y
1
) (1 +
2
| y
2
y
1
|) = 0.
(69)
Since the linear spring force and nonlinear damper element depend on the relative displacement y
2
y
1
and
relative velocity y
2
y
1
, respectively, it is convenient to introduce the transformation x
1
= y
1
, x
2
= y
2
y
1
.
Denote

2
1
=
k
1
m
1
,
2
2
=
k
2
m
2
, =
m
2
m
1
,
1
=

1
k
1
m
1
,

2
=

2
c
2
m
2
,
1
=
c
1
2

k
1
m
1
,
2
=
c
2
2

k
2
m
2
.
(70)
In terms of the coordinates x
1
and x
2
, the system (69) can be written as follows:
x
1
+2
1

1
x
1
+
2
1
x
1
2
2

2
x
2

2
2
x
2
+
1
x
3
1

2
x
2
| x
2
| = p (t ) ,
x
1
+ x
2
+2
2

2
x
2
+
2
2
x
2
+
2
x
2
| x
2
| = 0.
(71)
The system (71) is of the standard form given by Eq. (1). Here
M =
_
1 0
1 1
_
, C =
_
2
1

1
2
2

2
0 2
2

2
_
, K =
_

2
1

2
2
0
2
2
_
, =
_

1
x
3
1

2
x
2
| x
2
|

2
x
2
| x
2
|
_
,
Q(t ) =
_
p (t )
0
_
.
(72)
In the next calculations, we use the dual criterion stochastic linearization for nding approximate mean-square
responses of the nonlinear system (71).
A dual criterion of stochastic linearization method
5.2 Mean-square responses of the system
In order to simplify the calculations following [26], it is assumed that the responses q
1
, q
1
, q
2
, q
2
of the line-
arized system corresponding to the nonlinear system (71) can be approximately taken as zero-mean Gaussian
and independent distributions with the following probability density functions:
f (z) =
1

2
z
exp
_

1
2
z
2

2
z
_
, (z = q
1
, q
1
, q
2
, q
2
) , (73)
where
2
z
is the variance of the response z (z = q
1
, q
1
, q
2
, q
2
). With these assumptions, it is easy to calculate
expectations appearing in Eq. (19) in order to get the following system for determining the three matrices
C
e
, K
e
and D:
_
_
_
_
_
_
_
_
E
_
q
2
1
_
0 0 0

1+

1
E
_
q
4
1
_
0
0 E
_
q
2
2
_
0 0 0 0
0 0 E
_
q
2
1
_
0 0 0
0 0 0 E
_
q
2
2
_

1+

2
E
_
q
2
| q
2
|
_


1+

2
E
_
q
2
| q
2
|
_

1
E
_
q
2
1
_
0 0
2
E
_
q
2
| q
2
|
_

2
1
E
_
q
6
1
_

2
2
E
_
q
4
2
_

2
2
E
_
q
4
2
_
0 0 0
2
E
_
q
2
| q
2
|
_

2
2
E
_
q
4
2
_

2
2
E
_
q
4
2
_
_

_
_
_
_
_
_
_
k
e
11
k
e
21
k
e
12
k
e
22
c
e
11
c
e
21
c
e
12
c
e
22
d
11
d
21
d
12
d
22
_

_
=
1
1 +
_
_
_
_
_
_
_

1
E
_
q
4
1
_
0
0 0
0 0

2
E
_
q
2
2
| q
2
|
_

2
E
_
q
2
2
| q
2
|
_
0 0
0 0
_

_
. (74)
Using (73), we have the following expressions for the elements appearing in Eq. (74):
E
_
z
2n
_
= (2n 1)!!
2n
z
, (z = q
1
, q
1
, q
2
, q
2
) , (n = 1, 2, . . .), (75)
E
_
q
2
2
| q
2
|
_
=
4

3
q
2
. (76)
In this study, we consider two particular cases of Eq. (74) corresponding to = 0 (conventional linearization)
and = 1 (dual criterion).
In the rst case, = 0, we obtain the following results for the equivalent matrices C
e
and K
e
:
C
e
=
_
0
4

q
2
0
4

q
2
_
, K
e
=
_
3
1

2
q
1
0
0 0
_
. (77)
The expressions (77) are presented by Roberts and Spanos [26].
In the second case, = 1, by substituting (75) and (76) into Eq. (74) and solving the obtained system, we
get the following solutions for C
e
, K
e
and D:
C
e
=
_
_
_
_
0
3

2
3 4

q
2
0
3

2
3 4

q
2
_

_
, K
e
=
_
15
7

1

2
q
1
0
0 0
_
, D =
_
_
_
3
7
1
7
9 40
3 4
0
4
3 4
_

_. (78)
The linearization of the nonlinear system (71) takes the form
_
1 0
1 1
_ _
q
1
q
2
_
+
_
2
1

1
2
2

2
34

2

q
2
0 2
2

2
+
3

2
34

2

q
2
_
_
q
1
q
2
_
+
_

2
1
+
15
7

1

2
q
1

2
2
0
2
2
_ _
q
1
q
2
_
=
_
p (t )
0
_
.
(79)
N. D. Anh et al.
Denote

2e
=
2
+
3

2
2 (3 4)

q
2
,

2
e
=
2
1
+
15
7

1

2
q
1
.
(80)
The frequency-response function matrix of Eq. (79) is
H() =
_

2
+2i
1

1
+
2
e
2i
2e

2

2
2

2
+2i
2e

2
+
2
2
_
1
=
_
H
11
() H
12
()
H
21
() H
22
()
_
, (81)
where the elements H
i j
(), (i, j = 1, 2) are determined as follows:
H
11
() =

2
+2i
2e

2
+
2
2
_

2
+2i
1

1
+
2
e
_ _

2
+2i
2e

2
+
2
2
_

2
_
2i
2e

2
+
2
2
_,
H
12
() =
2i
2e

2
+
2
2
_

2
+2i
1

1
+
2
e
_ _

2
+2i
2e

2
+
2
2
_

2
_
2i
2e

2
+
2
2
_,
H
21
() =

2
_

2
+2i
1

1
+
2
e
_ _

2
+2i
2e

2
+
2
2
_

2
_
2i
2e

2
+
2
2
_,
H
22
() =

2
+2i
1

1
+
2
e
_

2
+2i
1

1
+
2
e
_ _

2
+2i
2e

2
+
2
2
_

2
_
2i
2e

2
+
2
2
_.
(82)
The variances
2
q
1
and
2
q
2
are determined by the following expressions (see Eqs. (26), (27)):

2
q
1
=

H
11
() S
p
() H
11
() d, (83)

2
q
2
=

2
H
21
() S
p
() H
21
() d. (84)
Substituting (68) into (83) yields

2
q
1
= S
0

|H
11
()|
2

2
+
2
d = S
0

r
11
()
R (i ) R (i )
d, (85)
where
r
11
() =
2

4
+
1

2
+
0
, (86)
R (i ) =
5
(i )
5
+
4
(i )
4
+
3
(i )
3
+
2
(i )
2
+
1
(i ) +
0
, (87)
with the following coefcients of r
11
() and R (i ):

2
= 1,

1
=
2
2
_
4
2
2e
2
_
, (88)

0
=
4
2
,

5
= 1,

4
= +2
1

1
+2
2e

2
+2
2e

2
,

3
=
2
2
+
2
e
+
2
2
+4
1

2e

2
+ (2
2e

2
+2
1

1
+2
2e

2
) ,

2
= 2
1

2
2
+2
2e

2
e
+
_

2
2
+4
1

2e

2
+
2
e
+
2
2
_
, (89)

1
=
2
e

2
2
+
_
2
1

2
2
+2
2e

2
e
_
,

0
=
2
e

2
2
.
A dual criterion of stochastic linearization method
The integral (85) can be evaluated by the following formula:

2
q
1
=
S
0

0 0
2

1

0

5

3

1
0 0
0
4

2

0
0
0
5

3

1
0
0 0
4

2

0

4

2

0
0 0

5

3

1
0 0
0
4

2

0
0
0
5

3

1
0
0 0
4

2

0

. (90)
The integral (84) can be expressed as

2
q
2
= S
0

|H
21
()|
2

2
+
2
d = S
0

r
21
()
R (i ) R (i )
d, (91)
where
r
21
() =
6
, (92)
and R(i ) is determined from the expression (87). The value of the integral (91) is given by

2
q
2
=
S
0

0 1 0 0 0

5

3

1
0 0
0
4

2

0
0
0
5

3

1
0
0 0
4

2

0

4

2

0
0 0

5

3

1
0 0
0
4

2

0
0
0
5

3

1
0
0 0
4

2

0

. (93)
Similar to Sect. 3, a numerical procedure for calculating the responses
2
q
1
,
2
q
2
is performed. In order to
evaluate the mean-square response E
_
q
2
2
_
, we can use the following expression:

2
q
2
=
S
0

0 0 1 0 0

5

3

1
0 0
0
4

2

0
0
0
5

3

1
0
0 0
4

2

0

4

2

0
0 0

5

3

1
0 0
0
4

2

0
0
0
5

3

1
0
0 0
4

2

0

, (94)
where
i
, (i = 0, 5) are determined by (90). The numerical results of variances
2
q
1
and
2
q
2
are presented in
the following numerical results section.
5.3 Numerical simulation results and discussions
Results of calculations of the above considered example are performed to compute approximate mean-square
responses by the conventional linearization (CL) method ( = 0) (using 77) and the dual criterion (DC) method
N. D. Anh et al.
Table 3 The error of mean-square response of the system versus the parameter
1
for case
2
= 0.05

1
E
_
x
2
1
_
MC
E
_
x
2
1
_
CL
Error (%) E
_
x
2
1
_
DC
Error (%) E
_
x
2
2
_
MC
E
_
x
2
2
_
CL
Error (%) E
_
x
2
2
_
DC
Error (%)
0.01 1.9258 2.0210 4.9457 2.1101 9.5723 0.8856 0.8870 0.1602 0.9076 2.4822
0.05 1.4307 1.4336 0.2010 1.5883 11.0183 0.8288 0.8172 1.3937 0.8512 2.7017
0.10 1.1421 1.1229 1.6849 1.2785 11.9429 0.7743 0.7627 1.5031 0.8038 3.8060
0.20 0.8809 0.8360 5.0997 0.9736 10.5207 0.7104 0.6930 2.4556 0.7404 4.2167
0.50 0.5875 0.5353 8.8772 0.6358 8.2278 0.6042 0.5822 3.6359 0.6351 5.1225
1.00 0.4226 0.3733 11.6576 0.4464 5.6325 0.5166 0.4891 5.3196 0.5438 5.2572
2.00 0.3017 0.2593 14.0673 0.3101 2.7735 0.4289 0.3924 8.5070 0.4465 4.1041
5.00 0.1950 0.1619 16.9842 0.1926 1.2556 0.3114 0.2685 13.7733 0.3171 1.8259
Table 4 The error of mean-square response of the system versus the parameter
1
for case
2
= 2.0

1
E
_
x
2
1
_
MC
E
_
x
2
1
_
CL
Error (%) E
_
x
2
1
_
DC
Error (%) E
_
x
2
2
_
MC
E
_
x
2
2
_
CL
Error (%) E
_
x
2
2
_
DC
Error (%)
0.01 1.8728 2.0255 8.1560 2.0394 8.8969 0.2737 0.2428 11.2876 0.2671 2.4102
0.05 1.4442 1.5122 4.7099 1.6089 11.4014 0.2464 0.2160 12.3428 0.2437 1.1026
0.10 1.1931 1.2178 2.0699 1.3320 11.6413 0.2268 0.1970 13.1524 0.2256 0.5488
0.20 0.9381 0.9307 0.7861 1.0436 11.2479 0.2025 0.1746 13.7724 0.2030 0.2687
0.50 0.6360 0.6110 3.9267 0.7032 10.5719 0.1665 0.1427 14.2695 0.1692 1.6344
1.00 0.4581 0.4281 6.5484 0.5001 9.1649 0.1397 0.1189 14.8613 0.1429 2.2769
2.00 0.3230 0.2930 9.2729 0.3463 7.2215 0.1148 0.0967 15.7336 0.1176 2.4358
5.00 0.1988 0.1732 12.8882 0.2071 4.1827 0.0854 0.0711 16.7965 0.0876 2.5181
( = 1) (using 78). Because the exact solution and solution obtained from the energy method are not available
for the nonlinear system (71), therefore, in this section, we use results of the mean-square response obtained
from a Monte-Carlo simulation method in comparison with those of other approximate methods (CL and DC
methods). In the Monte-Carlo simulation, the number of realizations is taken to be 10
4
, time step is 0.1 (sec),
duration of simulation is 100 (sec). It yields the error about 1%. In order to increase the accuracy, one needs
to increase the number of simulation realizations. However, the computation time will increase considerably.
In this simulation, the random excitation p(t ) is simulated as white noise passing through a linear rst-order
lter. The result of the Monte-Carlo simulation is denoted by E
_
x
2
i
_
MC
(i = 1, 2). The results E
_
x
2
i
_
CL
of
the CL method and E
_
x
2
i
_
DC
of the DC method are presented in Tables 3 and 4 for various values of the
parameters
1
and
2
. The error between the results of approximate methods (CL and DC methods) and the
result of the Monte-Carlo simulation (MC) is dened as
Error =

2
z, approx

2
z,MC

2
z,MC
100 %, (z = q
1
, q
2
). (95)
Table 3 presents the results of mean-square responses of q
1
and q
2
for the case of the parameters
1
=
2
=
1,
1
= 0.05,
2
= 0.2, = 1, = 2, S
0
= 1, the parameter
1
varies from0.01 to 5.00 whereas the parameter

2
is xed at 0.05. It is seen that when
1
is small, for example, = 0.01,
1
= 0.05,
1
= 0.10,
1
= 0.20,
the errors of the CL method are smaller than the errors of the DC method. However, when
1
increases, the
errors of the CL method are greater than the ones of the CD method. For instance, for
1
= 5.0, the error of
the DC method corresponding to q
1
is 1.2556% while the error of the CL method is 16.9842%.
In Table 4, the parameter
2
is xed at 2.0 and the parameter
1
varies from 0.01 to 5.00, other parameters
are the same as in Table 3. For the single-degree-of-freedom Dufng system, it is well-known that when the
parameter
1
of the cubic term is increasing, the error obtained from the conventional linearization method
also increases. However, for the two-degree-of-freedom system (71), due to the interaction between nonlinear
terms, this observation is not seen in Table 4. For the DC method, it yields a good result when
1
is increasing.
For instance, in case
1
= 5, the error of the mean-square response E
_
x
2
1
_
DC
is 4.1827% which is about 3
times less than the error of E
_
x
2
1
_
CL
. Also, the error of E
_
x
2
2
_
DC
is 2.5181% which is about 6times smaller
than the one of E
_
x
2
2
_
CL
.
A dual criterion of stochastic linearization method
6 Conclusions
The method of stochastic linearization is an effective tool for solving random vibration problems of multi-
degree-of-freedom system. Many researchers have suggested different linearization criteria in some probabi-
listic sense to obtain equivalent coefcient matrices of the linearization system for improving the accuracy of
the method. In this study, a dual criterion of stochastic linearization method for MDOF systems under random
excitations is suggested. A closed system for determining coefcient matrices of the linearization system is
obtained. For illustration, it is shown that, in two considered nonlinear two-degree-of-freedom systems with
large nonlinearity, the accuracy of the dual criterion method is significantly improved in comparison with
the conventional linearization method. For a two-degree-of-freedom oscillator with nonlinear stiffness, it is
observed that there is a good agreement between the results of the energy and dual criterion methods. This is an
advantage of the dual criterion method for the system possessing the potential energy. Also, for the considered
two-degree-of-freedom system with nonlinearity of damping and stiffness, the dual criterion method gives a
good prediction on the mean-square responses of the system. Further investigations seem to be appropriate in
order to verify the advantages of this proposed dual criterion method.
Acknowledgments This research is funded by Vietnam National Foundation for Science and Technology Development
(NAFOSTED) under grant number: 107.04-2011.13 (09-Mechanics).
Appendix A
We prove expressions (13, 14, 15) as follows. By using (9), we have

c
e
i j
n

r=1

r
=

c
e
i j
n

r=1
_
_
_
E
_
_
_

r

n

s=1
_
c
e
rs
q
s
+k
e
rs
q
s
_
_
2
_
_
+E
_
_
_
n

s=1
_
c
e
rs
q
s
+k
e
rs
q
s
_

s=1
d
rs

s
_
2
_
_
_
_
_
=
n

r=1
E
_
2
_

r

n

s=1
_
c
e
rs
q
s
+k
e
rs
q
s
_
_
n

s=1
c
e
rs
c
e
i j
q
s
+ 2
__
n

s=1
_
c
e
rs
q
s
+k
e
rs
q
s
_

s=1
d
rs

s
_
n

s=1
c
e
rs
c
e
i j
q
s
__
=
n

r=1
E
_
2
_

r

n

s=1
_
c
e
rs
q
s
+k
e
rs
q
s
_
_
n

s=1

ir

j s
q
s
(96)
+ 2
__
n

s=1
_
c
e
rs
q
s
+k
e
rs
q
s
_

s=1
d
rs

s
_
n

s=1

ir

j s
q
__
=
n

r=1
E
_
_
2
_
_

r

n

j =1
_
c
e
r j
q
j
+k
e
r j
q
j
_
_
_
q
j

ir
+ 2
_
_
_
_
n

j =1
_
c
e
r j
q
j
+k
e
r j
q
j
_

j =1
d
r j

s
_
_
q
j

ir
_
_
_
_
= E
_
_
2
_
_

i

n

j =1
_
c
e
i j
q
j
+k
e
i j
q
j
_
_
_
q
j
+2
_
_
_
_
n

j =1
_
c
e
i j
q
j
+k
e
i j
q
j
_

j =1
d
i j

j
_
_
q
j
_
_
_
_
=

c
e
i j

i
,
N. D. Anh et al.
where the following property is used
x
rs
x
i j
=
ir

j s
, (97)
for all variables x
i j
(i, j = 1, 2, . . .).
Similarly, we also obtain the expressions (14) and (15). The proofs are complete.
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