Response of Quasi-Integrable and Resonant Hamiltonian Systems to Fractional Gaussian Noise

Abstract

Abstract The major difficulty in studying the response of multi-degrees-of-freedom (MDOF) nonlinear dynamical systems driven by fractional Gaussian noise (fGn) is that the system response is not Markov process diffusion and thus the diffusion process theory cannot be applied. Although the stochastic averaging method (SAM) for quasi Hamiltonian systems driven by fGn has been developed, the response of the averaged systems still needs to be predicted by using Monte Carlo simulation. Later, noticing that fGn has rather flat power spectral density (PSD) in certain frequency band, the SAM for MDOF quasi-integrable and nonresonant Hamiltonian system driven by wideband random process has been applied to investigate the response of quasi-integrable and nonresonant Hamiltonian systems driven by fGn. The analytical solution for the response of an example was obtained and well agrees with Monte Carlo simulation. In the present paper, the SAM for quasi-integrable and resonant Hamiltonian systems is applied to investigate the response of quasi-integrable and resonant Hamiltonian system driven by fGn. Due to the resonance, the theoretical procedure and calculation will be more complicated than the nonresonant case. For an example, some analytical solutions for stationary probability density function (PDF) and stationary statistics are obtained. The Monte Carlo simulation results of original system confirmed the effectiveness of the analytical solutions under certain condition.