Nonstationary Response of Optimal Controlled Stochastic Van Der Pol Oscillator

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.

• Periodical: Advanced Materials Research (Volumes 875-877)
• Pages: 2000-2005
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.875-877.2000
• Online since: February 2014
• Authors: Lu Yuan Qi, Wei Xu, Wei Ting Gao
• Keywords: Dynamic Programming Equation, FPK Equation, Galerkin Method, Monte-Carlo Simulation, Stochastic Averaging Method

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