Transient probability densities of nonlinear system with time delay subject to modulated white noise excitation

2013 ◽  
Vol 43 (4) ◽  
pp. 478-485
Author(s):  
Tao JIN ◽  
ZhiLong HUANG
Keyword(s):  
Time Delay ◽  
Nonlinear System ◽  
White Noise ◽  
White Noise Excitation ◽  
Probability Densities ◽  
System With Time Delay ◽  
Transient Probability

scholarly journals Stochastic P-bifurcation in a bistable Van der Pol oscillator with fractional time-delay feedback under Gaussian white noise excitation

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Yajie Li ◽  
Zhiqiang Wu ◽  
Guoqi Zhang ◽  
Feng Wang ◽  
Yuancen Wang
Keyword(s):  
Time Delay ◽  
White Noise ◽  
Gaussian White Noise ◽  
Singularity Theory ◽  
Van Der Pol Oscillator ◽  
Order System ◽  
Damping Force ◽  
Van Der Pol ◽  
Restoring Force ◽  
White Noise Excitation

Abstract The stochastic P-bifurcation behavior of a bistable Van der Pol system with fractional time-delay feedback under Gaussian white noise excitation is studied. Firstly, based on the minimal mean square error principle, the fractional derivative term is found to be equivalent to the linear combination of damping force and restoring force, and the original system is further simplified to an equivalent integer order system. Secondly, the stationary Probability Density Function (PDF) of system amplitude is obtained by stochastic averaging, and the critical parametric conditions for stochastic P-bifurcation of system amplitude are determined according to the singularity theory. Finally, the types of stationary PDF curves of system amplitude are qualitatively analyzed by choosing the corresponding parameters in each area divided by the transition set curves. The consistency between the analytical solutions and Monte Carlo simulation results verifies the theoretical analysis in this paper.

Sign in / Sign up

Export Citation Format

Share Document