Modelling and simulation of autonomous oscillators with random parameters
autonomous oscillatorcalculus of variationsdifferential algebraic equationGalerkin methodminimal total variancenumerical examplesoptimal solutionphase conditionpolynomial chaosrandom processuncertain quantification
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical methods for differential-algebraic equations (65L80) Numerical chaos (65P20)
A random process corresponding to an autonomous oscillator with random parameters depending on the choice of a phase condition is considered. An appropriate quantification of uncertainties is achieved by a random process with a minimal total variance. The author presents a necessary condition for an optimal solution using the calculus of variations. A corresponding numerical method is constructed based on expansions of the random process as well as the random period in the generalised polynomial chaos. A Galerkin projection yields a larger coupled system to determine an approximation of the random process and the random period. The author resolved the stochastic model for two test examples, where a minimal total variance is achieved. Elementary phase conditions may result in suboptimal random process. Some phase conditions yield a larger variance as shown in the numerical simulations.
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