The Framework of Mechanics for Dynamic Behaviors of Fractional-Order Stochastic Dynamic Systems

28 Pages Posted: 11 Oct 2021

See all articles by Ruibin Ren

Ruibin Ren

Southwest Jiaotong University

George Xianzhi Yuan

Business School, Sun Yat-sen University; Business School, Chengdu University; East China Univ. of Science and Technology

Date Written: October 6, 2021

Abstract

The main goal of this paper is to establish a general framework for dynamic behaviors of coupled fractional-order stochastic dynamic systems of particles by using star-coupled models. In particular, the general mechanics on the dynamic behaviors related to the stochastic resonance (SR) phenomenon of a star-coupled harmonic oscillator subject to multiplicative fluctuation and periodic force in viscous media are established by considering couplings, memory effects, the occurring of synchronization linked to the occurring of SR induced. The multiplicative noise is modeled as dichotomous noise and the memory of viscous media is characterized by fractional power kernel function. By using the Shapiro-Loginov formula and Laplace transform, the analytical expressions for the first moment of the steady state response, the stability and relationship between the system response and the system parameters in the long-time limit in the sense of asymptotic stability are also established.

The theoretic and simulation results show the non-monotonic dependence between the response output gain and the input signal frequency, noise parameters provided by fractional-order stochastic dynamics are significant different by comparing those exhibited under the traditional integer-order stochastic dynamics, which indicates that the bona fide resonance and the generalized SR phenomena would appear. Furthermore, the fluctuation noise, the number of the particles for the systems, and the fractional order work together, producing more complex dynamic phenomena compared with the traditional integral-order systems. The theoretical analyses are supported by the corresponding numerical simulations, and thus it seems that the results established in this paper would provide a possible fundamental mathematical framework for the study of Schumpeter’s theory on the economic development under the “innovation and capital paradigm” and related disciplines. In particular, the framework established by this paper allows us at the first time logically concluding that “in principle. the ratio of SMEs growing up successfully is less than one third”, this is consistent with what the market has been observed commonly, but similar conclusion not available from the existing literature today.

Finally, we like to point out that the framework established in this paper actually shows that under the basic model established in Section 2, through numerical simulation results given in sections 3 and 4, the fractional derivative α in the interval (0, 1) as a basic tool, which can provide a new world with a more refined description of the market financial scene, such as in identifying risk factors or describing mechanics for enterprises growths more precisely with extra features compared with the traditional integer derivative one.

Keywords: Langevin equation, Star-Coupled structure, Caputo fractional derivative, fractional- Order dynamic system, stochastic resonance (SR), U-Shaping phenomenon, synchronous behavior, MFPT, Schumpeter’s theory of economic development

Suggested Citation

Ren, Ruibin and Yuan, George Xianzhi, The Framework of Mechanics for Dynamic Behaviors of Fractional-Order Stochastic Dynamic Systems (October 6, 2021). Available at SSRN: https://ssrn.com/abstract=3937604 or http://dx.doi.org/10.2139/ssrn.3937604

Ruibin Ren

Southwest Jiaotong University ( email )

No. 111, Sec. North 1, Er-Huan Rd.
Chengdu, Sichuan 610031
China

George Xianzhi Yuan (Contact Author)

Business School, Sun Yat-sen University ( email )

135, Xingang Xi Road
Haizhu District
Guangzhou, Guangdong 510275
China
15010983759 (Phone)

Business School, Chengdu University ( email )

Chengdu, Sichuan 610106
China
15010983759 (Phone)

East China Univ. of Science and Technology ( email )

Shanghai
China
(086)15010983759 (Phone)

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