Transient response of the time-delay system excited by Gaussian noise based on complex fractional moments

In this paper, the transient response of the time-delay system under additive and multiplicative Gaussian white noise is investigated. Based on the approximate transformation method, we convert the time-delay system into an equivalent system without time delay. The one-dimensional Ito stochastic differential equation with respect to the amplitude response is derived by the stochastic averaging method, and Mellin transformation is utilized to transform the related Fokker-Planck-Kolmogorov equation in the real numbers field into a first-order ordinary differential equation (ODE) of complex fractional moments (CFM) in the complex number field. By solving the ODE of CFM, the transient probability density function can be constructed. Numerical methods are used to ascertain the effectiveness of the CFM method, the effects of system parameters on system response and the level of error vary with time as well as noise intensity are investigated. In addition, the CFM method is first implemented to analyze transient bifurcation, and the relation between CFM and bifurcation is discussed for the first time. Furthermore, the imperfect symmetry property appear on the projection map of joint probability density function.