Stochastic response of fractional-order van der Pol oscillator-中国期刊网

摘要 Westudiedtheresponseoffractional-ordervandePoloscillatortoGaussianwhitenoiseexcitationinthisletter.Anequivalentintegral-ordernonlinearstochasticsystemisobtainedtoreplacethegivensystembasedontheprincipleofminimummean-squareerror.Throughstochasticaveraging,anaveragedItoequationisdeduced.WeobtainedtheFokker–Planck–KolmogorovequationconnectedtotheaveragedItoequationandsolvedittoyieldtheapproximatestationaryresponseofthesystem.TheanalyticalsolutionisconfirmedbyusingMonteCarlosimulation.

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Stochastic response of fractional-order van der Pol oscillator

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Stochastic response of fractional-order van der Pol oscillator

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