Survival probability of nonlinear oscillators endowed with fractional derivative element and subjected to evolutionary excitation: A stochastic averaging treatment with path integral concepts

Author(s):  
Yuanjin Zhang ◽  
Shujin Li ◽  
Fan Kong
2016 ◽  
Vol 83 (12) ◽  
Author(s):  
Pol D. Spanos ◽  
Alberto Di Matteo ◽  
Yezeng Cheng ◽  
Antonina Pirrotta ◽  
Jie Li

In this paper, an approximate semi-analytical approach is developed for determining the first-passage probability of randomly excited linear and lightly nonlinear oscillators endowed with fractional derivative elements. The amplitude of the system response is modeled as one-dimensional Markovian process by employing a combination of the stochastic averaging and the statistical linearization techniques. This leads to a backward Kolmogorov equation which governs the evolution of the survival probability of the oscillator. Next, an approximate solution of this equation is sought by resorting to a Galerkin scheme. Specifically, a convenient set of confluent hypergeometric functions, related to the corresponding linear oscillator with integer-order derivatives, is used as orthogonal basis for this scheme. Applications to the standard viscous linear and to nonlinear (Van der Pol and Duffing) oscillators are presented. Comparisons with pertinent Monte Carlo simulations demonstrate the reliability of the proposed approximate analytical solution.


2012 ◽  
Vol 22 (04) ◽  
pp. 1250083 ◽  
Author(s):  
F. HU ◽  
W. Q. ZHU ◽  
L. C. CHEN

The stochastic Hopf bifurcation of multi-degree-of-freedom (MDOF) quasi-integrable Hamiltonian systems with fractional derivative damping is investigated. First, the averaged Itô stochastic differential equations for n motion integrals are obtained by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, an expression for the average bifurcation parameter of the averaged system is obtained and a criterion for determining the stochastic Hopf bifurcation of the system by using the average bifurcation parameter is proposed. An example is given to illustrate the proposed procedure in detail and the numerical results show the effect of fractional derivative order on the stochastic Hopf bifurcation.


2018 ◽  
Vol 28 (14) ◽  
pp. 1850170 ◽  
Author(s):  
Yong-Ge Yang ◽  
Wei Xu ◽  
YangQuan Chen ◽  
Bingchang Zhou

To the best of authors’ knowledge, little work has been focused on the noisy vibro-impact systems with fractional derivative element. In this paper, stochastic bifurcation of a vibro-impact oscillator with fractional derivative element and a viscoelastic term under Gaussian white noise excitation is investigated. First, the viscoelastic force is approximately replaced by damping force and stiffness force. Thus the original oscillator is converted to an equivalent oscillator without a viscoelastic term. Second, the nonsmooth transformation is introduced to remove the discontinuity of the vibro-impact oscillator. Third, the stochastic averaging method is utilized to obtain analytical solutions of which the effectiveness can be verified by numerical solutions. We also find that the viscoelastic parameters, fractional coefficient and fractional derivative order can induce stochastic bifurcation.


Author(s):  
Yuanjin Zhang ◽  
Ioannis A. Kougioumtzoglou

A Wiener path integral (WPI) technique based on a variational formulation is developed for nonlinear oscillator stochastic response determination and reliability assessment. This is done in conjunction with a stochastic averaging/linearization treatment of the problem. Specifically, first, the nonlinear oscillator is cast into an equivalent linear one with time-varying stiffness and damping elements. Next, relying on the concept of the most probable path, a closed-form approximate analytical expression for the oscillator joint transition probability density function (PDF) is derived for small time intervals. Finally, the transition PDF in conjunction with a discrete version of the Chapman–Kolmogorov (C–K) equation is utilized for advancing the solution in short-time steps. In this manner, not only the nonstationary response PDF but also the oscillator survival probability and first-passage PDF are determined. In comparison with existing numerical path integral schemes, a significant advantage of the proposed WPI technique is that closed-form analytical expressions are derived for the involved multidimensional integrals; thus, the computational cost is kept at a minimum level. The hardening Duffing and the bilinear hysteretic oscillators are considered as numerical examples. Comparisons with pertinent Monte Carlo simulation (MCS) data demonstrate the reliability of the developed technique.


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