IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v77y2015icp190-204.html
   My bibliography  Save this article

Stochastic response of a class of self-excited systems with Caputo-type fractional derivative driven by Gaussian white noise

Author

Listed:
  • Yang, Yongge
  • Xu, Wei
  • Gu, Xudong
  • Sun, Yahui

Abstract

The stochastic response of a class of self-excited systems with Caputo-type fractional derivative driven by Gaussian white noise is considered. Firstly, the generalized harmonic function technique is applied to the fractional self-excited systems. Based on this approach, the original fractional self-excited systems are reduced to equivalent stochastic systems without fractional derivative. Then, the analytical solutions of the equivalent stochastic systems are obtained by using the stochastic averaging method. Finally, in order to verify the theoretical results, the two most typical self-excited systems with fractional derivative, namely the fractional van der Pol oscillator and fractional Rayleigh oscillator, are discussed in detail. Comparing the analytical and numerical results, a very satisfactory agreement can be found. Meanwhile, the effects of the fractional order, the fractional coefficient, and the intensity of Gaussian white noise on the self-excited fractional systems are also discussed in detail.

Suggested Citation

  • Yang, Yongge & Xu, Wei & Gu, Xudong & Sun, Yahui, 2015. "Stochastic response of a class of self-excited systems with Caputo-type fractional derivative driven by Gaussian white noise," Chaos, Solitons & Fractals, Elsevier, vol. 77(C), pages 190-204.
  • Handle: RePEc:eee:chsofr:v:77:y:2015:i:c:p:190-204
    DOI: 10.1016/j.chaos.2015.05.029
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077915001654
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2015.05.029?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ahmad, Wajdi M. & El-Khazali, Reyad, 2007. "Fractional-order dynamical models of love," Chaos, Solitons & Fractals, Elsevier, vol. 33(4), pages 1367-1375.
    2. Shen, Yongjun & Yang, Shaopu & Sui, Chuanyi, 2014. "Analysis on limit cycle of fractional-order van der Pol oscillator," Chaos, Solitons & Fractals, Elsevier, vol. 67(C), pages 94-102.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Liu, Q.X. & Liu, J.K. & Chen, Y.M., 2017. "An analytical criterion for jump phenomena in fractional Duffing oscillators," Chaos, Solitons & Fractals, Elsevier, vol. 98(C), pages 216-219.
    2. Dai, Hongzhe & Zheng, Zhibao & Wang, Wei, 2017. "On generalized fractional vibration equation," Chaos, Solitons & Fractals, Elsevier, vol. 95(C), pages 48-51.
    3. Yan, Zhi & Wang, Wei & Liu, Xianbin, 2018. "Analysis of a quintic system with fractional damping in the presence of vibrational resonance," Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 780-793.
    4. Li Jiang & Tao Wang & Qing-Xue Huang, 2023. "Resonance Analysis of Horizontal Nonlinear Vibrations of Roll Systems for Cold Rolling Mills under Double-Frequency Excitations," Mathematics, MDPI, vol. 11(7), pages 1-15, March.
    5. Sun, Zhongkui & Dang, Puni & Xu, Wei, 2019. "Detecting and measuring stochastic resonance in fractional-order systems via statistical complexity," Chaos, Solitons & Fractals, Elsevier, vol. 125(C), pages 34-40.
    6. Jin, Chen & Sun, Zhongkui & Xu, Wei, 2022. "Stochastic bifurcations and its regulation in a Rijke tube model," Chaos, Solitons & Fractals, Elsevier, vol. 154(C).
    7. Ning, Xin & Ma, Yanyan & Li, Shuai & Zhang, Jingmin & Li, Yifei, 2018. "Response of non-linear oscillator driven by fractional derivative term under Gaussian white noise," Chaos, Solitons & Fractals, Elsevier, vol. 113(C), pages 102-107.
    8. Guo, Feng & Wang, Xue-yuan & Qin, Ming-wei & Luo, Xiang-dong & Wang, Jian-wei, 2021. "Resonance phenomenon for a nonlinear system with fractional derivative subject to multiplicative and additive noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hakimi, A.R. & Azhdari, M. & Binazadeh, T., 2021. "Limit cycle oscillator in nonlinear systems with multiple time delays," Chaos, Solitons & Fractals, Elsevier, vol. 153(P2).
    2. Li, Zengshan & Chen, Diyi & Ma, Mengmeng & Zhang, Xinguang & Wu, Yonghong, 2017. "Feigenbaum's constants in reverse bifurcation of fractional-order Rössler system," Chaos, Solitons & Fractals, Elsevier, vol. 99(C), pages 116-123.
    3. Liu, Yifan & Cai, Jiazhi & Xu, Haowen & Shan, Minghe & Gao, Qingbin, 2023. "Stability and Hopf bifurcation of a love model with two delays," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 205(C), pages 558-580.
    4. Pirkhedri, A. & Javadi, H.H.S., 2015. "Solving the time-fractional diffusion equation via Sinc–Haar collocation method," Applied Mathematics and Computation, Elsevier, vol. 257(C), pages 317-326.
    5. Kumar, Pushpendra & Erturk, Vedat Suat & Murillo-Arcila, Marina, 2021. "A complex fractional mathematical modeling for the love story of Layla and Majnun," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
    6. Azhdari, Meysam & Binazadeh, Tahereh, 2022. "A novel adaptive SMC strategy for sustained oscillations in nonlinear sandwich systems based on stable limit cycle approach," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
    7. Mekoth, Chitra & George, Santhosh & Jidesh, P., 2021. "Fractional Tikhonov regularization method in Hilbert scales," Applied Mathematics and Computation, Elsevier, vol. 392(C).
    8. Al-Mdallal, Qasem M., 2009. "An efficient method for solving fractional Sturm–Liouville problems," Chaos, Solitons & Fractals, Elsevier, vol. 40(1), pages 183-189.
    9. Kumar, Surendra & Sharma, Abhishek & Pal Singh, Harendra, 2021. "Convergence and global stability analysis of fractional delay block boundary value methods for fractional differential equations with delay," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    10. Agarwal, Ritu & Kritika, & Purohit, Sunil Dutt, 2021. "Mathematical model pertaining to the effect of buffer over cytosolic calcium concentration distribution," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
    11. Guo, Feng & Wang, Xue-yuan & Qin, Ming-wei & Luo, Xiang-dong & Wang, Jian-wei, 2021. "Resonance phenomenon for a nonlinear system with fractional derivative subject to multiplicative and additive noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
    12. Dai, Hongzhe & Zheng, Zhibao & Wang, Wei, 2017. "On generalized fractional vibration equation," Chaos, Solitons & Fractals, Elsevier, vol. 95(C), pages 48-51.
    13. Fang, Qingxiang & Peng, Jigen, 2018. "Synchronization of fractional-order linear complex networks with directed coupling topology," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 542-553.
    14. Niu, Jiangchuan & Liu, Ruyu & Shen, Yongjun & Yang, Shaopu, 2019. "Stability and bifurcation analysis of single-degree-of-freedom linear vibro-impact system with fractional-order derivative," Chaos, Solitons & Fractals, Elsevier, vol. 123(C), pages 14-23.
    15. Xu, Beibei & Chen, Diyi & Zhang, Hao & Wang, Feifei, 2015. "Modeling and stability analysis of a fractional-order Francis hydro-turbine governing system," Chaos, Solitons & Fractals, Elsevier, vol. 75(C), pages 50-61.
    16. Samer S. Ezz-Eldien & Ramy M. Hafez & Ali H. Bhrawy & Dumitru Baleanu & Ahmed A. El-Kalaawy, 2017. "New Numerical Approach for Fractional Variational Problems Using Shifted Legendre Orthonormal Polynomials," Journal of Optimization Theory and Applications, Springer, vol. 174(1), pages 295-320, July.
    17. Daniele Mortari & Roberto Garrappa & Luigi Nicolò, 2023. "Theory of Functional Connections Extended to Fractional Operators," Mathematics, MDPI, vol. 11(7), pages 1-18, April.
    18. Amar Debbouche & Juan J. Nieto & Delfim F. M. Torres, 2017. "Optimal Solutions to Relaxation in Multiple Control Problems of Sobolev Type with Nonlocal Nonlinear Fractional Differential Equations," Journal of Optimization Theory and Applications, Springer, vol. 174(1), pages 7-31, July.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:77:y:2015:i:c:p:190-204. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.