Stochastic response of fractional-order van der Pol oscillator

(整期优先)网络出版时间:2014-01-11
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Westudiedtheresponseoffractional-ordervandePoloscillatortoGaussianwhitenoiseexcitationinthisletter.Anequivalentintegral-ordernonlinearstochasticsystemisobtainedtoreplacethegivensystembasedontheprincipleofminimummean-squareerror.Throughstochasticaveraging,anaveragedItoequationisdeduced.WeobtainedtheFokker–Planck–KolmogorovequationconnectedtotheaveragedItoequationandsolvedittoyieldtheapproximatestationaryresponseofthesystem.TheanalyticalsolutionisconfirmedbyusingMonteCarlosimulation.