First passage of stochastically dynamical system with fractional derivative and power-form restoring force under Gaussian excitation

First passage problem in a dynamical system with power-form restoring force and fractional derivative is studied in this paper. At first, the original system is transformed into an diffusion differential equation by way of generalized Van der Pol transformation and stochastic averaging method. After...

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Main Authors: Wei Li, Trišović Nataša, Cvetković Aleksandar
Format: Article
Language:English
Published: University of Belgrade - Faculty of Mechanical Engineering, Belgrade 2014-01-01
Series:FME Transactions
Subjects:
Online Access:https://scindeks-clanci.ceon.rs/data/pdf/1451-2092/2014/1451-20921404277W.pdf
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author Wei Li
Trišović Nataša
Cvetković Aleksandar
author_facet Wei Li
Trišović Nataša
Cvetković Aleksandar
author_sort Wei Li
collection DOAJ
description First passage problem in a dynamical system with power-form restoring force and fractional derivative is studied in this paper. At first, the original system is transformed into an diffusion differential equation by way of generalized Van der Pol transformation and stochastic averaging method. After that , according to the definition of first passage, BK equation and GP equation are constructed and solved. The numerical results tell us that the reliability probabilities are decreased monotonously with respect to time. Higher order of fractional derivative can lead to higher reliability of the system. Boundary value of safe domain can affect the reliability probability greatly. The larger it is, the higher probability value is.
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spelling doaj.art-6e1ddf5a7cff4d5abadf5fff5c63fd852022-12-22T01:23:54ZengUniversity of Belgrade - Faculty of Mechanical Engineering, BelgradeFME Transactions1451-20922406-128X2014-01-014242772801451-20921404277WFirst passage of stochastically dynamical system with fractional derivative and power-form restoring force under Gaussian excitationWei Li0Trišović Nataša1https://orcid.org/0000-0003-1043-5780Cvetković Aleksandar2School of Mathematics and Statistics, Xidian University, Xi'an, Shaanxi, ChinaUniversity of Belgrade, Faculty of Mechanical Engineering, Department of MechanicsUniversity of Belgrade, Faculty of Mechanical Engineering, Department of MechanicsFirst passage problem in a dynamical system with power-form restoring force and fractional derivative is studied in this paper. At first, the original system is transformed into an diffusion differential equation by way of generalized Van der Pol transformation and stochastic averaging method. After that , according to the definition of first passage, BK equation and GP equation are constructed and solved. The numerical results tell us that the reliability probabilities are decreased monotonously with respect to time. Higher order of fractional derivative can lead to higher reliability of the system. Boundary value of safe domain can affect the reliability probability greatly. The larger it is, the higher probability value is.https://scindeks-clanci.ceon.rs/data/pdf/1451-2092/2014/1451-20921404277W.pdffractional derivativedynamical systemrestoring forcegaussian excitationreliability
spellingShingle Wei Li
Trišović Nataša
Cvetković Aleksandar
First passage of stochastically dynamical system with fractional derivative and power-form restoring force under Gaussian excitation
FME Transactions
fractional derivative
dynamical system
restoring force
gaussian excitation
reliability
title First passage of stochastically dynamical system with fractional derivative and power-form restoring force under Gaussian excitation
title_full First passage of stochastically dynamical system with fractional derivative and power-form restoring force under Gaussian excitation
title_fullStr First passage of stochastically dynamical system with fractional derivative and power-form restoring force under Gaussian excitation
title_full_unstemmed First passage of stochastically dynamical system with fractional derivative and power-form restoring force under Gaussian excitation
title_short First passage of stochastically dynamical system with fractional derivative and power-form restoring force under Gaussian excitation
title_sort first passage of stochastically dynamical system with fractional derivative and power form restoring force under gaussian excitation
topic fractional derivative
dynamical system
restoring force
gaussian excitation
reliability
url https://scindeks-clanci.ceon.rs/data/pdf/1451-2092/2014/1451-20921404277W.pdf
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