Numerical Simulation of Dynamic Stability of Fractional Stochastic Systems.

The modern theory of stochastic dynamic stability is founded on two main exponents: the largest Lyapunov exponent and moment Lyapunov exponent. Since any fractional viscoelastic system is indeed a system with memory, data normalization during iterations will disregard past values of the response and therefore the use of data normalization seems not appropriate in numerical simulation of such systems. A new numerical simulation method is proposed for determining the p th moment Lyapunov exponent, which governs the p th moment stability of the fractional stochastic systems. The largest Lyapunov exponent can also be obtained from moment Lyapunov exponents. Examples of the two-dimensional fractional systems under wideband noise and bounded noise excitations are presented to illustrate the simulation method. [ABSTRACT FROM AUTHOR]