Journal
NONLINEAR DYNAMICS
Volume 59, Issue 1-2, Pages 339-349Publisher
SPRINGER
DOI: 10.1007/s11071-009-9543-7
Keywords
Statistical behavior; Fractional derivatives; Laplace transform; Duhamel integral; Numerical simulation
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Funding
- National Natural Science Foundation of China [10672142]
- Hong Kong Special Administrative Region [CityU 117406]
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An analytical scheme to determine the statistical behavior of a stochastic system including two terms of fractional derivative with real, arbitrary, fractional orders is proposed. In this approach, Green's functions obtained are based on a Laplace transform approach and the weighted generalized Mittag-Leffler function. The responses of the system can be subsequently described as a Duhamel integral-type close-form expression. These expressions are applied to obtain the statistical behavior of a dynamical system excited by stationary stochastic processes. The numerical simulation based on the modified Euler method and Monte Carlo approach is developed. Three examples of single-degree-of-freedom system with fractional derivative damping under Gaussian white noise excitation are presented to illustrate application of the proposed method.
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