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

Yongge Yang, Wei Xu, Xudong Gu and Yahui Sun

Chaos, Solitons & Fractals, 2015, vol. 77, issue C, 190-204

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.

Date: 2015
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:77:y:2015:i:c:p:190-204

DOI: 10.1016/j.chaos.2015.05.029

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