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Determining evolution equations governing the probability density function (pdf) of non-Markovian responses to random differential equations (RDEs) excited by coloured noise, is an important issue arising in various problems of stochastic dynamics, advanced statistical physics and uncertainty quantification of macroscopic systems. In the present work, such equations are derived for a scalar, nonlinear RDE under additive coloured Gaussian noise excitation, through the stochastic Liouville equation. The latter is an exact, yet non-closed equation, involving averages over the time history of the non-Markovian response. This nonlocality is treated by applying an extension of the Novikov-Furutsu theorem and a novel approximation, employing a stochastic Volterra-Taylor functional expansion around instantaneous response moments, leading to efficient, closed, approximate equations for the response pdf. These equations retain a tractable amount of nonlocality and nonlinearity, and they are valid in both the transient and long-time regimes for any correlation function of the excitation. Also, they include as special cases various existing relevant models, and generalize Hänggi's ansatz in a rational way. Numerical results for a bistable nonlinear RDE confirm the accuracy and the efficiency of the new equations. Extension to the multidimensional case (systems of RDEs) is feasible, yet laborious. Keywords: uncertainty quantification, random differential equation, coloured noise excitation, Novikov-Furutsu theorem, Volterra-Taylor expansion, Hänggi's ansatz C(d) Validation of the proposed scheme for the linear case 43 C(e) Treatment of the nonlinear, nonlocal terms 44 Appendix D. Numerical Investigation of the range of validity of VADA genFPK equations 47References (for the Appendices) 50

Novikov-Furutsu (NF) theorem is a well-known mathematical tool, used in stochastic dynamics for correlation splitting, that is, for evaluating the mean value of the product of a random functional with a Gaussian argument multiplied by the argument itself. In this work, the NF theorem is extended for mappings (function-functionals) of two arguments, one being a random variable and the other a random function, both of which are Gaussian, may have non-zero mean values, and may be correlated with each other. This extension allows for the study of random differential equations under coloured noise excitation, which may be correlated with the random initial value. Applications in this direction are briefly discussed. The proof of the extended NF theorem is based on a more general result, also proven herein by using Volterra functional calculus, stating that: The mean value of a general, nonlinear function-functional having random arguments, possibly non-Gaussian, can be expressed in terms of the characteristic functional of its arguments. Generalizations to the multidimensional case (multivariate random arguments) are also presented.

Sea waves induce significant pressures on coastal surfaces, especially on rocky vertical cliffs or breakwater structures (Peregrine 2003). In the present work, this hydrodynamic pressure is considered as the excitation acting on a piezoelectric material sheet, installed on a vertical cliff, and connected to an external electric circuit (on land). The whole hydro/piezo/electric system is modeled in the context of linear wave theory. The piezoelectric elements are assumed to be small plates, possibly of stack configuration, under a specific wiring. They are connected with an external circuit, modeled by a complex impedance, as usually happens in preliminary studies (Liang and Liao 2011). The piezoelectric elements are subjected to thickness-mode vibrations under the influence of incident harmonic water waves. Full, kinematic and dynamic, coupling is implemented along the water-solid interface, using propagation and evanescent modes (Athanassoulis and Belibassakis 1999). For most energetically interesting conditions the long-wave theory is valid, making the effect of evanescent modes negligible, and permitting us to calculate a closed-form solution for the efficiency of the energy harvesting system. It is found that the efficiency is dependent on two dimensionless hydro/piezo/electric parameters, and may become significant (as high as 30-50%) for appropriate combinations of parameter values, which, however, corresponds to exotically flexible piezoelectric materials. The existence or the possibility of constructing such kind of materials formulates a question to material scientists.

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