Solutions to Stochastic Dynamical Systems with Fractional Derivative Damping

Abstract

In this paper, the Galerkin method is presented to estimate the approximate stationary and non-stationary responses of nonlinear random dynamical systems with fractional derivative damping. Based on equivalent linearization method, the equation of motion is reverted to a linear equation in terms of envelope and phase process at first. After that, stochastic averaging method is used to get an averaged Ito differential equation with fractional derivative approximated by a periodic function. Finally, the approximate non-stationary probability density function solution of the associated Fokker-Planck equation is obtained by applying the Galerkin method. The application on a Rayleigh oscillator shows that the methods we utilized in this paper are efficient and reliable by comparing the stationary solution between the exact and approximated one.