Stochastic stability of Duffing oscillator with fractional derivative damping under combined harmonic and Poisson white noise parametric excitations

Abstract

The stochastic stability of a Duffing oscillator with fractional derivative damping under combined harmonic and Poisson white noise parametric excitations is investigated. A stochastic averaging method and the Khasminskii’s procedure are applied to evaluate the largest Lyapunov exponent. Then the asymptotic Lyapunov stability with probability one of the original system is determined approximately by using the largest Lyapunov exponent. Finally, the analytical results are verified by those from the Monte Carlo simulation of the original system.