Abstract: The solution of a backward-Kolmogorov equation is presented. This equation is associated with a Markov approximation of the response amplitude of a lightly damped linear oscillator driven by an ...

Abstract: Analytical solutions are presented regarding probability density distributions of various response parameters of a lightly damped oscillator. The oscillator is subjected to a broad-band stochastic ...

Abstract: The first‐passage time problem for the response amplitude of a linear lightly damped single‐degree‐of‐freedom oscillator under evolutionary random excitation is considered. A Markovian approximation of the amplitude allows ...