Chaos An Interdisciplinary Journal of Nonlinear Science · 2016 · 11 citations · 7 references
Natural SciencesMathematicsPhysicsDifferential EquationsDynamical SystemsStochastic ProcessesDissipative SystemsIntegrable SystemsNonlinear DynamicsSimulation MethodsStochastic Differential EquationsStochastic Systems ModelingEnsemble AveragingFractional Gaussian NoiseNonlinear SystemsNumerical Methods For Stochastic Differential EquationsResonant Hamiltonian Dynamics
In the present paper, multi-degree-of-freedom strongly nonlinear systems are modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems (including quasi-non-integrable, completely integrable and non-resonant, completely integrable and resonant, partially integrable and non-resonant, and partially integrable and resonant Hamiltonian systems) driven by fractional Gaussian noise is introduced. The averaged fractional stochastic differential equations (SDEs) are derived. The simulation results for some examples show that the averaged SDEs can be used to predict the response of the original systems and the simulation time for the averaged SDEs is less than that for the original systems.
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