Stochastic dynamics and fractional optimal control of quasi integrable Hamiltonian systems with fractional derivative damping

DOI10.2478/s13540-013-0013-zzbMath1312.49027OpenAlexW2042953484MaRDI QIDQ2347302

Fang Hu, Wei-Qiu Zhu, Lin-Cong Chen

Publication date: 27 May 2015

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/s13540-013-0013-z

zbMATH Keywords

stochastic stabilitystochastic averagingfirst-passage timequasi integrable Hamiltonian systemstochastic bifurcationfractional optimal controlfractional derivative damping

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Mittag-Leffler functions and generalizations (33E12) Optimality conditions for problems involving randomness (49K45) Fractional ordinary differential equations (34A08) Functional-differential equations with fractional derivatives (34K37)

Related Items (16)

A free fractional viscous oscillator as a forced standard damped vibration ⋮ Analysis on limit cycle of fractional-order van der Pol oscillator ⋮ Bifurcation analysis of a noisy vibro-impact oscillator with two kinds of fractional derivative elements ⋮ Fractional isoperimetric Noether's theorem in the Riemann-Liouville sense ⋮ Dynamical response of Mathieu-Duffing oscillator with fractional-order delayed feedback ⋮ Stochastic bifurcations of nonlinear vibroimpact system with time delay and fractional derivative excited by Gaussian white noise ⋮ Khasminskii approach for \(\psi\)-Caputo fractional stochastic pantograph problem ⋮ Probabilistic evolution analysis and first passage analysis of a class of stochastic dynamic systems with fractional derivative based on complex fractional moment method ⋮ Response analysis of a class of quasi-linear systems with fractional derivative excited by Poisson white noise ⋮ An analytical method for Mathieu oscillator based on method of variation of parameter ⋮ Effect of the policy and consumption delay on the amplitude and length of business cycle ⋮ The averaging principle for stochastic differential equations with Caputo fractional derivative ⋮ Stochastic response of a class of self-excited systems with Caputo-type fractional derivative driven by Gaussian white noise ⋮ Stochastic bifurcations in the nonlinear vibroimpact system with fractional derivative under random excitation ⋮ Stochastic bifurcations of a fractional-order vibro-impact system driven by additive and multiplicative Gaussian white noises ⋮ Time-optimal control of fractional-order linear systems

Uses Software

• FOC

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• First passage failure of quasi non-integrable generalized Hamiltonian systems
• First passage failure of MDOF quasi-integrable Hamiltonian systems with fractional derivative damping
• Primary resonance of Duffing oscillator with fractional-order derivative
• Optimal tuning of fractional controllers using genetic algorithms
• Forward residue harmonic balance for autonomous and non-autonomous systems with fractional derivative damping
• Stochastic stability of Duffing oscillator with fractional derivative damping under combined harmonic and white noise parametric excitations
• Stochastic averaging of strongly nonlinear oscillators with small fractional derivative damping under combined harmonic and white noise excitations
• Stochastic Hopf bifurcation of quasi-nonintegrable-Hamiltonian systems
• First-passage failure of quasi-non-integrable-Hamiltonian systems
• Stochastic averaging and Lyapunov exponent of quasi partially integrable Hamiltonian systems
• A new approach to almost-sure asymptotic stability of stochastic systems of higher dimension
• First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems
• Lyapunov exponent and stochastic stability of quasi-non-integrable Hamiltonian systems
• Stochastic averaging of quasi-integrable Hamiltonian systems under combined harmonic and white noise excitations
• Analysis of free non-linear vibrations of a viscoelastic plate under the conditions of different internal resonances
• Survival probability of nonlinear oscillators subjected to broad-band random disturbances
• Nonlinear vibrations of fractionally damped systems
• Analysis of nonlinear vibrations of a two-degree-of-freedom mechanical system with damping modelled by a fractional derivative
• Fractional calculus via functional calculus: Theory and applications
• On the stochastic response of a fractionally-damped Duffing oscillator
• An historical perspective on fractional calculus in linear viscoelasticity
• Statistical analysis for stochastic systems including fractional derivatives
• Feedback stabilization of quasi nonintegrable Hamiltonian systems by using Lyapunov exponent
• Averaging oscillations with small fractional damping and delayed terms
• Nonlinear fractional-order viscoelasticity at large strains
• A general formulation and solution scheme for fractional optimal control problems
• A survey of stability of stochastic systems
• On the theory of optimal control. Sufficient coordinates
• A Central Difference Numerical Scheme for Fractional Optimal Control Problems
• First-passage time for randomly excited non-linear oscillators
• STOCHASTIC AVERAGING OF STRONGLY NON-LINEAR OSCILLATORS UNDER COMBINED HARMONIC AND WHITE-NOISE EXCITATIONS
• An Intuitive Study of Fractional Derivative Modeling and Fractional Quantum in Soft Matter
• The First Passage Failure of SDOF Strongly Nonlinear Stochastic System with Fractional Derivative Damping
• ANALYSIS OF FOUR-PARAMETER FRACTIONAL DERIVATIVE MODEL OF REAL SOLID MATERIALS
• Applications of Fractional Calculus to the Theory of Viscoelasticity
• Application of a variational iteration method to linear and nonlinear viscoelastic models with fractional derivatives
• First-Passage Failure of Quasi-Integrable Hamiltonian Systems
• Feedback Stabilization of Quasi-Integrable Hamiltonian Systems
• Analytical Solution of a Dynamic System Containing Fractional Derivative of Order One-Half by Adomian Decomposition Method
• A Hamiltonian Formulation and a Direct Numerical Scheme for Fractional Optimal Control Problems
• Time-fractional derivatives in relaxation processes: a tutorial survey
• Fractional calculus - A different approach to the analysis of viscoelastically damped structures
• A Theoretical Basis for the Application of Fractional Calculus to Viscoelasticity
• Fractional calculus in the transient analysis of viscoelastically damped structures
• Lyapunov Exponents and Stochastic Stability of Coupled Linear Systems Under Real Noise Excitation
• Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• Stochastic Jump and Bifurcation of a Duffing Oscillator Under Narrow-Band Excitation
• On Statistics of First-Passage Failure
• An Eigenvector Expansion Method for the Solution of Motion Containing Fractional Derivatives
• Fractional-order systems and PI/sup /spl lambda//D/sup /spl mu//-controllers
• Vibrations of an infinite viscoelastic layer with a dissipative memory
• STOCHASTIC HOPF BIFURCATION OF QUASI-INTEGRABLE HAMILTONIAN SYSTEMS WITH FRACTIONAL DERIVATIVE DAMPING
• Fractional Calculus: Integral and Differential Equations of Fractional Order
• Tuning and implementation methods for fractional-order controllers
• STOCHASTIC STABILITY OF QUASI-NON-INTEGRABLE-HAMILTONIAN SYSTEMS

This page was built for publication: Stochastic dynamics and fractional optimal control of quasi integrable Hamiltonian systems with fractional derivative damping