Chaotic motion versus stochastic excitation

Attention is focused on the chaotic behaviour of dynamical systems under stochastic excitation. Characterization techniques associated with Poincare sections, Lyapunov exponents, capacity and information dimensions, power spectra and probability densities are used for a non-linear single-degree-of-freedom system. It is shown that it is virtually impossible to distinguish between chaotic and non-chaotic stochastic motion when a relatively high intensity of the external excitation is involved. While looking for a transition criterion, the algorithmic experience on the subject is increased.