Stationary response of strongly non-linear oscillator with fractional derivative damping under bounded noise excitation

The stochastic averaging method for strongly non-linear oscillators with lightly fractional derivative damping of order α (0<α≤1) subject to bounded noise excitations is proposed by using the generalized harmonic function. The system state is approximated by a two-dimensional time-homogeneous diffusion Markov process of amplitude and phase difference using the proposed stochastic averaging method. The approximate stationary probability density of response is obtained by solving the reduced Fokker–Planck–Kolmogorov (FPK) equation using the finite difference method and successive over relaxation method. A Duffing oscillator is taken as an example to show the application and validity of the method. In the case of primary resonance, the stochastic jump of the Duffing oscillator with fractional derivative damping and its P-bifurcation as the system parameters change are examined for the first time using the stationary probability density of amplitude.     

Stochastic averaging of strongly nonlinear oscillators with small fractional derivative damping under combined harmonic and white noise excitations

A stochastic averaging method for strongly nonlinear oscillators with lightly fractional derivative damping of order α (0<α<1) under combined harmonic and white noise external and (or) parametric excitations is proposed and then applied to study the first passage failure of Duffing oscillator with lightly fractional derivative damping of order 1/2 under combined harmonic and white noise excitations in the case of primary parametric resonance. Numerical results show that the proposed method works very well.     

Stochastic jump and bifurcation of Duffing oscillator with fractional derivative damping under combined harmonic and white noise excitations

The stochastic jump and bifurcation of Duffing oscillator with fractional derivative damping of order α (0<α<1) under combined harmonic and white noise excitations are studied. First, the system state is approximately represented by two-dimensional time-homogeneous diffusive Markov process of amplitude and phase difference using the stochastic averaging method. Then, the method of reduced Fokker–Plank–Kolmogorov (FPK) equation is used to predict the stationary response of the original system. The phenomenon of stochastic jump and bifurcation as the fractional orders' change is examined.     

Responses of Duffing oscillator with fractional damping and random phase

This paper aims to investigate dynamic responses of stochastic Duffing oscillator with fractional-order damping term, where random excitation is modeled as a harmonic function with random phase. Combining with Lindstedt–Poincaré (L–P) method and the multiple-scale approach, we propose a new technique to theoretically derive the second-order approximate solution of the stochastic fractional Duffing oscillator. Later, the frequency–amplitude response equation in deterministic case and the first- and second-order steady-state moments for the steady state in stochastic case are presented analytically. We also carry out numerical simulations to verify the effectiveness of the proposed method with good agreement. Stochastic jump and bifurcation can be found in the figures of random responses, and then we apply Monte Carlo simulations directly to obtain the probability density functions and time response diagrams to find the stochastic jump and bifurcation. The results intuitively show that the intensity of the noise can lead to stochastic jump and bifurcation.     

Stationary response of Duffing oscillator with hardening stiffness and fractional derivative

The stationary response of Duffing oscillator with hardening stiffness and fractional derivative under Gaussian white noise excitation is studied. First, the term associated with fractional derivative is separated into the equivalent quasi-linear dissipative force and quasi-linear restoring force by using the generalized harmonic balance technique, and the original system is replaced by an equivalent nonlinear stochastic system without fractional derivative. Then, the stochastic averaging method of energy envelope is applied to the equivalent nonlinear stochastic system to yield the averaged Itô equation of energy envelope, from which the corresponding Fokker–Planck–Kolmogorov (FPK) equation is established and solved to obtain the stationary probability densities of the energy envelope and the amplitude envelope. The accuracy of the analytical results is validated by those from the Monte Carlo simulation of original system.     

Oscillators with a power-form restoring force and fractional derivative damping: Application of averaging

In this paper free oscillators with a power-form restoring force and with a fractional derivative damping term are considered. An analytical approach based on the averaging method is adjusted to derive analytical expressions for the amplitude and phase of oscillations. Effects of the fractional-order derivative on the amplitude and frequency of oscillations are discussed in several examples, including a generalized van der Pol oscillator, purely nonlinear oscillators and a linear oscillator.     

高斯色噪声和谐波激励共同作用下耦合SD振子的混沌研究

耦合SD振子作为一种典型的负刚度振子, 在工程设计中有广泛应用. 同时高斯色噪声广泛存在于外界环境中, 并可能诱发系统产生复杂的非线性动力学行为, 因此其随机动力学是非线性动力学研究的热点和难点问题. 本文研究了高斯色噪声和谐波激励共同作用下双稳态耦合SD振子的混沌动力学, 由于耦合SD振子的刚度项为超越函数形式, 无法直接给出系统同宿轨道的解析表达式, 给混沌阈值的分析造成了很大的困难. 为此, 本文首先采用分段线性近似拟合该振子的刚度项, 发展了高斯色噪声和谐波激励共同作用下的非光滑系统的随机梅尔尼科夫方法. 其次, 基于随机梅尔尼科夫过程, 利用均方准则和相流函数理论分别得到了弱噪声和强噪声情况下该振子混沌阈值的解析表达式, 讨论了噪声强度对混沌动力学的影响. 研究结果表明, 随着噪声强度的增大混沌区域增大, 即增大噪声强度更容易诱发耦合SD振子产生混沌. 当阻尼一定时, 弱噪声情况下混沌阈值随噪声强度的增加而减小; 但是强噪声情况下噪声强度对混沌阈值的影响正好相反. 最后, 数值结果表明, 利用文中的方法研究高斯色噪声和谐波激励共同作用下耦合SD振子的混沌是有效的.本文的结果为随机非光滑系统的混沌动力学研究提供了一定的理论指导.      

Stochastic fractional optimal control of quasi-integrable Hamiltonian system with fractional derivative damping

A stochastic fractional optimal control strategy for quasi-integrable Hamiltonian systems with fractional derivative damping is proposed. First, equations of the controlled system are reduced to a set of partially averaged It $\hat{o}$ stochastic differential equations for the energy processes by applying the stochastic averaging method for quasi-integrable Hamiltonian systems and a stochastic fractional optimal control problem (FOCP) of the partially averaged system for quasi-integrable Hamiltonian system with fractional derivative damping is formulated. Then the dynamical programming equation for the ergodic control of the partially averaged system is established by using the stochastic dynamical programming principle and solved to yield the fractional optimal control law. Finally, an example is given to illustrate the application and effectiveness of the proposed control design procedure.     

Constructing transient response probability density of non-linear system through complex fractional moments

The probability density function for transient response of non-linear stochastic system is investigated through the stochastic averaging and Mellin transform. The stochastic averaging based on the generalized harmonic functions is adopted to reduce the system dimension and derive the one-dimensional Itô stochastic differential equation with respect to amplitude response. To solve the Fokker–Plank–Kolmogorov equation governing the amplitude response probability density, the Mellin transform is first implemented to obtain the differential relation of complex fractional moments. Combining the expansion form of transient probability density with respect to complex fractional moments and the differential relations at different transform parameters yields a set of closed-form first-order ordinary differential equations. The complex fractional moments which are determined by the solution of the above equations can be used to directly construct the probability density function of system response. Numerical results for a van der Pol oscillator subject to stochastically external and parametric excitations are given to illustrate the application, the convergence and the precision of the proposed procedure.     

Circuit implementation of a piezoelectric buckled beam and its response under fractional components considerations

In this paper, an analog testing circuit and determinist averaging method for a vibration energy harvesting system with fractional derivative and nonlinear damping under a sinusoidal vibration source is proposed in order to predict the system response and its stability. The objective of this paper is to show that there is a possibility to make a pre-experimental design of the structure by using analog circuit and discussing the performance of a system with fractional derivative. Bifurcation diagram, poincaré maps and power spectral density are provided to deeply characterize the dynamic of the system. These results are corroborated by using 0–1 test. By using the Melnikov method, we find the necessary condition for which homoclinic bifurcation occurs. Understanding and predicting this bifurcation is very judicious in the energy harvesting field because it may lead to different types of motion in the perturbed system. The appearance of chaotic vibrations increases the frequency’s bandwidth of the harvester thereby, allowing to harvest more energy. The pre-experimental investigation is carried out through appropriate software electronic circuit (Multisim^®). The corresponding electronic circuit is designed exhibiting transient to chaos in accord with numerical simulations. The impact of fractional derivatives is presented upon the power generated by the system. In addition, by combining the harmonic force and a random excitation, the stochastic resonance appears, giving rise to large amplitude of vibration and consequently, enhancing the performance of the system. The results obtained in this work show the interest of using the electronic circuit to make the experiment analysis of the physical structure and also, the effects of the use of piezoelectric material exhibiting fractional properties in this research field.     

Primary resonance of fractional-order van der Pol oscillator

In this paper the primary resonance of van der Pol (VDP) oscillator with fractional-order derivative is studied analytically and numerically. At first the approximately analytical solution is obtained by the averaging method, and it is found that the fractional-order derivative could affect the dynamical properties of VDP oscillator, which is characterized by the equivalent damping coefficient and the equivalent stiffness coefficient. Moreover, the amplitude–frequency equation for steady-state solution is established, and the corresponding stability condition is also presented based on Lyapunov theory. Then, the comparisons of several different amplitude–frequency curves by the approximately analytical solution and the numerical integration are fulfilled, and the results certify the correctness and satisfactory precision of the approximately analytical solution. At last, the effects of the two fractional parameters, i.e., the fractional coefficient and the fractional order, on the amplitude–frequency curves are investigated for some typical excitation amplitudes, which are different from the traditional integer-order VDP oscillator.     

Statistical analysis for stochastic systems including fractional derivatives

An analytical scheme to determine the statistical behavior of a stochastic system including two terms of fractional derivative with real, arbitrary, fractional orders is proposed. In this approach, Green’s functions obtained are based on a Laplace transform approach and the weighted generalized Mittag–Leffler function. The responses of the system can be subsequently described as a Duhamel integral-type close-form expression. These expressions are applied to obtain the statistical behavior of a dynamical system excited by stationary stochastic processes. The numerical simulation based on the modified Euler method and Monte Carlo approach is developed. Three examples of single-degree-of-freedom system with fractional derivative damping under Gaussian white noise excitation are presented to illustrate application of the proposed method.     

On fallacies in the decision between the Caputo and Riemann–Liouville fractional derivatives for the analysis of the dynamic response of a nonlinear viscoelastic oscillator

Recently Dal [Dal, F., 2011. Multiple time scale solution of an equation with quadratic and cubic nonlinearities having fractional-order derivative. Mathematical and Computational Applications 16 (1), 301–308] presented ‘a new analytical scheme’ to calculate the dynamic response of a fractionally damped nonlinear oscillator possessing both quadratic and cubic nonlinearities via the method of multiple time scales. It has been claimed that damping features are modeled via the Caputo fractional derivative. In the present paper, it is shown that both the scheme and the object of investigation are not new, and moreover, the above mentioned author's statement is inconsistent, since under the assumptions made in the paper under consideration these two fractional-order derivatives coincide. Besides, the utilized procedure was inconsequential. It has been proved that the investigation of the dynamic response of a nonlinear viscoelastic oscillator presents the case that, with some minimal restrictions, the Riemann–Liouville and Caputo definitions produce completely equivalent mathematical models of the nonlinear viscoelastic phenomenon.     

基于Caputo导数的分数阶非线性振动系统响应计算

研究了含分数阶Caputo导数的非线性振动系统响应的数值计算方法。首先,由Caputo分数阶导数算子的叠加关系,得到含分数阶导数项非线性振动系统状态方程的标准形式。其次,基于Caputo导数与Riemann-Liouville导数和Grunwald-Letnikov导数间的关系,推导计算了Caputo导数的一般数值迭代格式。本文方法不要求状态方程中各分数阶导数阶数相等,弱化了已有算法中对分数阶导数阶数的限制,并可推广到多自由度的情形。随后,选择若干有解析解的算例验证了本文方法的正确性。最后,以多吸引子共存的分数阶Duffing振子系统为例,比较Caputo和GL两种算法所得结果,说明了用GL算法求解存在的问题。     

Averaging Oscillations with Small Fractional Damping and Delayed Terms

We demonstrate the method of averaging for conservative oscillators which may be strongly nonlinear, under small perturbations including delayed and/or fractional derivative terms. The unperturbed systems studied here include a harmonic oscillator, a strongly nonlinear oscillator with a cubic nonlinearity, as well as one with a nonanalytic nonlinearity. For the latter two cases, we use an approximate realization of the asymptotic method of averaging, based on harmonic balance. The averaged dynamics closely match the full numerical solutions in all cases, verifying the validity of the averaging procedure as well as the harmonic balance approximations therein. Moreover, interesting dynamics is uncovered in the strongly nonlinear case with small delayed terms, where arbitrarily many stable and unstable limit cycles can coexist, and infinitely many simultaneous saddle-node bifurcations can occur.     

Averaging Oscillations with Small Fractional Damping and Delayed Terms

We demonstrate the method of averaging for conservative oscillators which may be strongly nonlinear, under small perturbations including delayed and/or fractional derivative terms. The unperturbed systems studied here include a harmonic oscillator, a strongly nonlinear oscillator with a cubic nonlinearity, as well as one with a nonanalytic nonlinearity. For the latter two cases, we use an approximate realization of the asymptotic method of averaging, based on harmonic balance. The averaged dynamics closely match the full numerical solutions in all cases, verifying the validity of the averaging procedure as well as the harmonic balance approximations therein. Moreover, interesting dynamics is uncovered in the strongly nonlinear case with small delayed terms, where arbitrarily many stable and unstable limit cycles can coexist, and infinitely many simultaneous saddle-node bifurcations can occur.     

Harmonic wavelets based response evolutionary power spectrum determination of linear and non-linear oscillators with fractional derivative elements

A harmonic wavelets based approximate analytical technique for determining the response evolutionary power spectrum of linear and non-linear (time-variant) oscillators endowed with fractional derivative elements is developed. Specifically, time- and frequency-dependent harmonic wavelets based frequency response functions are defined based on the localization properties of harmonic wavelets. This leads to a closed form harmonic wavelets based excitation-response relationship which can be viewed as a natural generalization of the celebrated Wiener–Khinchin spectral relationship of the linear stationary random vibration theory to account for fully non-stationary in time and frequency stochastic processes. Further, relying on the orthogonality properties of harmonic wavelets an extension via statistical linearization of the excitation-response relationship for the case of non-linear systems is developed. This involves the novel concept of determining optimal equivalent linear elements which are both time- and frequency-dependent. Several linear and non-linear oscillators with fractional derivative elements are studied as numerical examples. Comparisons with pertinent Monte Carlo simulations demonstrate the reliability of the technique.     

Nonstationary probability densities of system response of strongly nonlinear single-degree-of-freedom system subject to modulated white noise excitation

The nonstationary probability densities of system response of a single-degree-of -freedom system with lightly nonlinear damping and strongly nonlinear stiffness subject to modulated white noise excitation are studied.Using the stochastic averaging method based on the generalized harmonic functions,the averaged Fokker-Planck-Kolmogorov equation governing the nonstationary probability density of the amplitude is derived. The solution of the equation is approximated by the series expansion in terms of a set...     

Resonant response of a non-linear vibro-impact system to combined deterministic harmonic and random excitations

The resonant resonance response of a single-degree-of-freedom non-linear vibro-impact oscillator, with cubic non-linearity items, to combined deterministic harmonic and random excitations is investigated. The method of multiple scales is used to derive the equations of modulation of amplitude and phase. The effects of damping, detuning, and intensity of random excitations are analyzed by means of perturbation and stochastic averaging method. The theoretical analyses verified by numerical simulations show that when the intensity of the random excitation increases, the non-trivial steady-state solution may change from a limit cycle to a diffused limit cycle. Under certain conditions, impact system may have two steady-state responses. One is a non-impact response, and the other is either an impact one or a non-impact one.     

三种分形和分数阶导数阻尼振动模型的比较研究

标准的整数阶导数方程不能准确描述粘弹性材料的记忆性参考文献[1]和阻尼的分数次幂频率依赖[2],因此分形导数、分数阶导数及正定分数阶导数被用于描述粘弹性介质中的阻尼振动.该文通过分析模型和数值模拟,比较了三种模型描述的振动过程.结果显示,当p小于约O.75或大于约1.9时(p为非整数阶导数的阶数),分形导数模型衰减最快;当P大于约0.75且小于约1.9时,正定分数阶导数模型衰减最快,衰减最慢的分别为分数阶导数模型(p<1)和分形导数模型(p>1).且正定分数阶导数模型衰减快于分数阶导数模型,当p接近2时,两种模型较为相近.