Stochastic Response of Duffing Oscillator with Fractional or Variable-order Damping
نویسندگان
چکیده
This paper introduces a numerical technique for the estimation of stochastic response of the Duffing oscillator with fractional or variable order damping and driven by white noise excitation. The Wiener-Hermite expansion is integrated with the Grunwald-Letnikov approximation in case of fractional order damping and with Coimbra approximation in case of variableorder damping. The numerical solver was tested and validated with the analytic solution and with Monte-Carlo simulations. The developed technique was shown to be efficient in simulating the stochastic non-linear differential equations with fractional or variable order derivatives.
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