Galerkin Scheme-Based Determination of Survival Probability of Oscillators With Fractional Derivative Elements

2016 ◽  
Vol 83 (12) ◽  
Author(s):  
Pol D. Spanos ◽  
Alberto Di Matteo ◽  
Yezeng Cheng ◽  
Antonina Pirrotta ◽  
Jie Li
Keyword(s):  
Fractional Derivative ◽  
Survival Probability ◽  
Stochastic Averaging ◽  
Kolmogorov Equation ◽  
System Response ◽  
Statistical Linearization ◽  
Van Der Pol ◽  
Galerkin Scheme ◽  
Confluent Hypergeometric Functions

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.

Nonstationary Response of Optimal Controlled Stochastic Van Der Pol Oscillator

2014 ◽  
Vol 875-877 ◽  
pp. 2000-2005
Author(s):  
Lu Yuan Qi ◽  
Wei Xu ◽  
Wei Ting Gao
Keyword(s):  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Van Der Pol Oscillator ◽  
Kolmogorov Equation ◽  
System Response ◽  
Control Law ◽  
Dynamical Programming ◽  
Control Constraint ◽  
Van Der Pol ◽  
Ito Equation

A procedure to calculate the transient response of optimal controlled stochastic Van Der Pol oscillator is proposed. The stochastic averaging method is employed to obtain a partially averaged Itô equation for the amplitude process. The dynamical programming equation is adopted to minimize the system response. An optimal control law with a control constraint is established. The completed averaged Itô equation is obtained. The transient probability density function is solved from Fokker-Planck-Kolmogorov equation by Galerkin method. Results obtained show the proposed method is accurate. The effective of the control strategy is significant.

Stochastic Response of Hysteresis System Under Combined Periodic and Stochastic Excitation Via the Statistical Linearization Method

2021 ◽  
Vol 88 (5) ◽  
Author(s):  
Fan Kong ◽  
Pol D. Spanos
Keyword(s):  
Harmonic Balance Method ◽  
Linearization Method ◽  
System Response ◽  
Statistical Linearization ◽  
Algebraic Equations ◽  
Stochastic Response ◽  
Single Degree Of Freedom ◽  
Stochastic Component ◽  
Linear Differential

Abstract A statistical linearization approach is proposed for determining the response of the single-degree-of-freedom of the classical Bouc–Wen hysteretic system subjected to excitation both with harmonic and stochastic components. The method is based on representing the system response as a combination of a harmonic and of a zero-mean stochastic component. Specifically, first, the equation of motion is decomposed into a set of two coupled non-linear differential equations in terms of the unknown deterministic and stochastic response components. Next, the harmonic balance method and the statistical linearization method are used for the determination of the Fourier coefficients of the deterministic component, and the variance of the stochastic component, respectively. This yields a set of coupled algebraic equations which can be solved by any of the standard apropos algorithms. Pertinent numerical examples demonstrate the applicability, and reliability of the proposed method.

Survival Probability Determination of Nonlinear Oscillators Subject to Evolutionary Stochastic Excitation

2014 ◽  
Vol 81 (5) ◽  
Author(s):  
Pol D. Spanos ◽  
Ioannis A. Kougioumtzoglou
Keyword(s):  
Survival Probability ◽  
Computational Cost ◽  
Stochastic Averaging ◽  
Nonlinear Ordinary Differential Equation ◽  
Stochastic Excitation ◽  
Analytical Technique ◽  
Stochastic Excitations ◽  
Response Variance ◽  
Time Varying Frequency

A novel approximate analytical technique for determining the survival probability and first-passage probability density function (PDF) of nonlinear/hysteretic oscillators subject to evolutionary stochastic excitation is developed. Specifically, relying on a stochastic averaging/linearization treatment of the problem, approximate closed form expressions are derived for the oscillator nonstationary marginal, transition, and joint-response amplitude PDFs and, ultimately, for the time-dependent oscillator survival probability. The developed technique exhibits considerable versatility, as it can handle readily cases of oscillators exhibiting complex hysteretic behaviors as well as cases of evolutionary stochastic excitations with time-varying frequency contents. Further, it exhibits notable simplicity since, in essence, it requires only the solution of a first-order nonlinear ordinary differential equation (ODE) for the oscillator nonstationary response variance. Thus, the computational cost involved is kept at a minimum level. The classical hardening Duffing and the versatile Preisach (hysteretic) oscillators are considered in a numerical examples section, in which comparisons with pertinent Monte Carlo simulations data demonstrate the reliability of the proposed technique.

scholarly journals Determination of the order of fractional derivative for subdiffusion equations

2020 ◽  
Vol 23 (6) ◽  
pp. 1647-1662
Author(s):  
Ravshan Ashurov ◽  
Sabir Umarov
Keyword(s):  
Fractional Derivative ◽  
Fixed Time ◽  
Time Instant ◽  
Observation Data ◽  
Additional Information ◽  
Fractional Modeling ◽  
Time Fractional Derivative ◽  
The Right ◽  
Right Order

Abstract The identification of the right order of the equation in applied fractional modeling plays an important role. In this paper we consider an inverse problem for determining the order of time fractional derivative in a subdiffusion equation with an arbitrary second order elliptic differential operator. We prove that the additional information about the solution at a fixed time instant at a monitoring location, as “the observation data”, identifies uniquely the order of the fractional derivative.

Power Spectral Density of Nonlinear System Response: The Recursion Method

1993 ◽  
Vol 60 (2) ◽  
pp. 358-365 ◽  
Author(s):  
R. Vale´ry Roy ◽  
P. D. Spanos
Keyword(s):  
Broad Class ◽  
Formal Solution ◽  
Power Series Expansion ◽  
Kolmogorov Equation ◽  
System Response ◽  
Lanczos Algorithm ◽  
Spectral Densities ◽  
Recursion Method ◽  
Approximate Form ◽  
Single Well

Spectral densities of the response of nonlinear systems to white noise excitation are considered. By using a formal solution of the associated Fokker-Planck-Kolmogorov equation, response spectral densities are represented by formal power series expansion for large frequencies. The coefficients of the series, known as the spectral moments, are determined in terms of first-order response statistics. Alternatively, a J-fraction representation of spectral densities can be achieved by using a generalization of the Lanczos algorithm for matrix tridiagonalization, known as the “recursion method.” Sequences of rational approximations of increasing order are obtained. They are used for numerical calculations regarding the single-well and double-well Duffing oscillators, and Van der Pol type oscillators. Digital simulations demonstrate that the proposed approach can be quite reliable over large variations of the system parameters. Further, it is quite versatile as it can be used for the determination of the spectrum of the response of a broad class of randomly excited nonlinear oscillators, with the sole prerequisite being the availability, in exact or approximate form, of the stationary probability density of the response.

Response Analysis of van der Pol Vibro-Impact System with Coulomb Friction Under Gaussian White Noise

2018 ◽  
Vol 28 (13) ◽  
pp. 1830043 ◽  
Author(s):  
Meng Su ◽  
Wei Xu ◽  
Guidong Yang
Keyword(s):  
White Noise ◽  
Coulomb Friction ◽  
Gaussian White Noise ◽  
Original System ◽  
Stochastic Averaging ◽  
Response Analysis ◽  
State Variables ◽  
Van Der Pol ◽  
Impact System ◽  
The Impact

In this paper, the stationary response of a van der Pol vibro-impact system with Coulomb friction excited by Gaussian white noise is studied. The Zhuravlev nonsmooth transformation of the state variables is utilized to transform the original system to a new system without the impact term. Then, the stochastic averaging method is applied to the equivalent system to obtain the stationary probability density functions (pdfs). The accuracy of the analytical results obtained from the proposed procedure is verified by those from the Monte Carlo simulation based on the original system. Effects of different damping coefficients, restitution coefficients, amplitudes of friction and noise intensities on the response are discussed. Additionally, stochastic P-bifurcations are explored.

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