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Title: Response of MDOF strongly nonlinear systems to fractional Gaussian noises

Abstract

In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.

Authors:
;  [1]
  1. Department of Mechanics, State Key Laboratory of Fluid Power and Mechatronic Systems, Key Laboratory of Soft Machines and Smart Devices of Zhejiang Province, Zhejiang University, Hangzhou 310027 (China)
Publication Date:
OSTI Identifier:
22596479
Resource Type:
Journal Article
Resource Relation:
Journal Name: Chaos (Woodbury, N. Y.); Journal Volume: 26; Journal Issue: 8; Other Information: (c) 2016 Author(s); Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; 97 MATHEMATICAL METHODS AND COMPUTING; DEGREES OF FREEDOM; DIFFERENTIAL EQUATIONS; HAMILTONIANS; INTEGRAL CALCULUS; NOISE; NONLINEAR PROBLEMS; SIMULATION; STOCHASTIC PROCESSES

Citation Formats

Deng, Mao-Lin, and Zhu, Wei-Qiu, E-mail: wqzhu@zju.edu.cn. Response of MDOF strongly nonlinear systems to fractional Gaussian noises. United States: N. p., 2016. Web. doi:10.1063/1.4960817.
Deng, Mao-Lin, & Zhu, Wei-Qiu, E-mail: wqzhu@zju.edu.cn. Response of MDOF strongly nonlinear systems to fractional Gaussian noises. United States. doi:10.1063/1.4960817.
Deng, Mao-Lin, and Zhu, Wei-Qiu, E-mail: wqzhu@zju.edu.cn. Mon . "Response of MDOF strongly nonlinear systems to fractional Gaussian noises". United States. doi:10.1063/1.4960817.
@article{osti_22596479,
title = {Response of MDOF strongly nonlinear systems to fractional Gaussian noises},
author = {Deng, Mao-Lin and Zhu, Wei-Qiu, E-mail: wqzhu@zju.edu.cn},
abstractNote = {In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.},
doi = {10.1063/1.4960817},
journal = {Chaos (Woodbury, N. Y.)},
number = 8,
volume = 26,
place = {United States},
year = {Mon Aug 15 00:00:00 EDT 2016},
month = {Mon Aug 15 00:00:00 EDT 2016}
}