Nonstationary response of optimal controlled stochastic Van Der Pol oscillator

Lu Yuan Qi, Wei Xu, Wei Ting Gao

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

A procedure to calculate the transient response of optimal controlled stochastic Van Der Pol oscillator is proposed. The stochastic averaging method is employed to obtain a partially averaged Itô equation for the amplitude process. The dynamical programming equation is adopted to minimize the system response. An optimal control law with a control constraint is established. The completed averaged Itô equation is obtained. The transient probability density function is solved from Fokker-Planck-Kolmogorov equation by Galerkin method. Results obtained show the proposed method is accurate. The effective of the control strategy is significant.

Original languageEnglish
Title of host publicationMaterial Research and Applications
PublisherTrans Tech Publications
Pages2000-2005
Number of pages6
ISBN (Print)9783037859933
DOIs
StatePublished - 2014
Event2012 International Conference on Advanced Material and Manufacturing Science, ICAMMS 2012 - Beijing, China
Duration: 20 Dec 201221 Dec 2012

Publication series

NameAdvanced Materials Research
Volume875-877
ISSN (Print)1022-6680

Conference

Conference2012 International Conference on Advanced Material and Manufacturing Science, ICAMMS 2012
Country/TerritoryChina
CityBeijing
Period20/12/1221/12/12

Keywords

  • Dynamic programming equation
  • FPK equation
  • Galerkin method
  • Monte Carlo simulation
  • Stochastic averaging method

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