Statistical correlation of fractional oscillator response by complex spectral moments and state variable expansion

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    Abstract

    The statistical characterization of the oscillator response with non-integer order damping under Gaussian noise represents an important challenge in the modern stochastic mechanics. In fact, this kind of problem appears in several issues of different type (wave propagation in viscoelastic media, Brownian motion, fluid dynamics, RLC circuit, etc.). The aim of this paper is to provide a stochastic characterization of the stationary response of linear fractional oscillator forced by normal white noise. In particular, this paper shows a new method to obtain the correlation function by exact complex spectral moments. These complex quantities contain all the information to describe the random processes but in the considered case their analytical evaluation needs some mathematical manipulations. For this reason such complex spectral moment characterization is used in conjunction with a fractional-order state variable analysis. This kind of analysis permits to find the exact expression of complex spectral moments, and the correlation function by using the Mellin transform. Moreover, the proposed approach provides an analytical expression of the response variance of the fractional oscillator. Capability and efficiency of the present method are shown in the numerical examples in which correlation and variance of fractional oscillator response are found and compared with those obtained by Monte Carlo simulations.
    Lingua originaleEnglish
    pagine (da-a)343-359
    Numero di pagine17
    RivistaCOMMUNICATIONS IN NONLINEAR SCIENCE & NUMERICAL SIMULATION
    Volume39
    Stato di pubblicazionePublished - 2016

    All Science Journal Classification (ASJC) codes

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    • ???subjectarea.asjc.2600.2611???
    • ???subjectarea.asjc.2600.2604???

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