The stochastic stability of the harmonically and randomly excited Duffing oscillator with damping modeled by a fractional derivative of Caputo's definition is analyzed.First,the system state is approximately described by It equations through the stochastic averaging method based on the generalized harmonic function.Then,the associated expression for the largest Lyapunov exponent of the linearized averaged It is derived,and the necessary and sufficient condition for the asymptotic stability with probability one of the trivial solution of the original system is obtained approximately by letting the largest Lyapunov exponent be negative.The effects of fractional orders and random excitation intensities on the asymptotic stability with probability one determined by the largest Lyapunov exponent are shown graphically.
We studied the response of fractional-order van de Pol oscillator to Gaussian white noise excitation in this letter. An equivalent integral-order nonlinear stochastic system is obtained to replace the given system based on the principle of minimum mean-square error. Through stochastic averaging, an averaged Ito equation is deduced. We obtained the Fokker–Planck–Kolmogorov equation connected to the averaged Ito equation and solved it to yield the approximate stationary response of the system. The analytical solution is confirmed by using Monte Carlo simulation.
为了研究宽带噪声激励下含分数阶导数的van der Pol-Duffing振子的首次穿越问题,首先应用广义谐波平衡技术,将分数阶导数表示的回复力分解为等效拟线性阻尼力和拟线性回复力,获得不含分数阶导数的等效非线性随机系统;然后,应用随机平均法将等效非线性随机系统近似为一维扩散过程,再建立和求解相应的后向Kolmogorov方程,获得系统的条件可靠性函数和平均首次穿越时间计算式;最后,通过实验结果表明,所提方法与蒙特卡罗法模拟结果吻合得非常好;系统的可靠性随分数阶数的增加而提高;分数阶导数表示的回复力不能简单地当作一类特殊的阻尼力.
In this paper,the asymptotic stability with probability one of multi-degree-of-freedom(MDOF)nonlinear oscillators with fractional derivative damping parametrically excited by Gaussian white noises is investigated.A stochastic averaging method and the Khasminskii’s procedure are employed to evaluate the largest Lyapunov exponent,whose sign determines the stability of the system.As an example,two coupled nonlinear oscillators with fractional derivative damping is worked out to demonstrate the proposed procedure and to examine the effect of fractional order on the stochastic stability of system.In particular,the case of factional order more than 1 is studied for the first time.
