Numerical Research on Stochastic Duffing System.pdfVIP

Available online at Available online at Procedia Engineering Procedia Engineering 00 (2011) 000–000 Procedia Engineering 29 (2012) 1979 – 1983 /locate/procedia 2012 International Workshop on Information and Electronics Engineering (IWIEE) Numerical Research on Stochastic Duffing System Mingyu Wanga*, Fengying Sua a School of Information,Xi’an University of Finance and Economics,Xi’an 710100 ,China Abstract In this paper, the numerical simulation method is applied to investigate the nonlinear stochastic bifurcation systems. In order to obtain a better understanding of the relationship between the Lyapunov exponents and stochastic bifurcation, the Duffing system under stochastic external excitations is examined by way of the stochastic process simulation.The simulation results are compared with the results of some other analytical methods, such as the stochastic averaging method, the perturbation method and the Laplace asymptotic evaluation method. It is shown that these analytical methods are all valid if the intensity of the noise is small. And the numerical method can be applied to the case of arbitrary noise intensity. © 2011 Published by Elsevier Ltd. Selection and/or peer-review under responsibility of Harbin University of Science and Technology Keywords: nonlinear stochastic systems; Duffing system; Lyapunov exponents; n