Mathematical Problems in Engineering

Volume 2016 (2016), Article ID 4246916, 7 pages

http://dx.doi.org/10.1155/2016/4246916

## Hopf Bifurcation of Compound Stochastic van der Pol System

School of Mathematics & Information Science, Beifang University of Nationalities, Yinchuan 750021, China

Received 9 December 2015; Revised 5 May 2016; Accepted 16 May 2016

Academic Editor: Haranath Kar

Copyright © 2016 Shaojuan Ma and Qianling Zhang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

#### Abstract

Hopf bifurcation analysis for compound stochastic van der Pol system with a bound random parameter and Gaussian white noise is investigated in this paper. By the Karhunen-Loeve (K-L) expansion and the orthogonal polynomial approximation, the equivalent deterministic van der Pol system can be deduced. Based on the bifurcation theory of nonlinear deterministic system, the critical value of bifurcation parameter is obtained and the influence of random strength and noise intensity on stochastic Hopf bifurcation in compound stochastic system is discussed. At last we found that increased can relocate the critical value of bifurcation parameter forward while increased makes it backward and the influence of is more sensitive than . The results are verified by numerical simulations.

#### 1. Introduction

In recent years, the research of dynamics behaviors have been extensively concentrated on the stochastic nonlinear dynamical systems, whose internal uncertainty of system forming random parameter and external actions of system forming random excitation are modeled as different noise processes.

There are some results about these different kinds of stochastic systems. The first kind of stochastic dynamical systems are the systems driven by stochastic parameter excitation or external noise excitation idealized as Gaussian white noise processes. Dynamics behaviors for stochastic van der Pol system and its coupled systems with parametric and external forces have been investigated by the stochastic averaging method [1–6], such as response analysis, Hopf bifurcation, and chaos. The existence of Hopf bifurcation about stochastic van der Pol system treating driving term as a randomly fluctuating quantity is obtained [7, 8]. For the nonlinear system with external Gaussian white noise, various properties of the response are presented [9–11]. With the cumulant-neglect closure method, the statistical moments in a Duffing system responding to random excitation are established [12]. The possibility for onset of chaotic motion in the Duffing oscillator under parameter excitation of bound noise is studied by the stochastic Melnikov method [13]. The second kind of stochastic systems are the systems with only internal random parameter considered as time-invariant and that served as random fields or as random variables. The orthogonal series expansion using a vector of random variables to represent the random field is widely exploited and applied in the stochastic structural systems [14–17]. Li and Fang et al. [18–21] have developed the orthogonal polynomial method to approximate the dynamics response of linear random structure by a series of orthogonal basis functions. Owing to the representation of random parameters as random fields greatly increases the size and complexity of the analysis, Ma et al. [22–25] have applied the method of orthogonal polynomial approximation to study various dynamics behaviors of nonlinear systems with random parameter idealized as random variables and have verified this method as feasible and effective.

However, there also exist other stochastic systems with both random fields and external noise processes. By transforming from stochastic Duffing system to the deterministic structural Duffing system with external noise excitation, [26] has obtained the statistical moments and the probability density function of response to study the reliability analysis of structure. The hybrid polynomial chaos and pseudoexcitation method have been proposed to evaluate the random vibration response in the linear structure system with uncertain parameters under external random excitation [27]. With the combination of the orthogonal polynomial approximation and the K-L expansion, the sequential orthogonal decomposition is developed to discuss the response analysis of ground motion by Li [28, 29]. The precise integration method is used to obtain the K-L decomposition of the nonstationary filtered white noise random excitation; then based on the linear superposition principle, each element of the K-L vector is added to each equation of the extended order system by the form of one to one and a small amount of K-L vector used to compute response of the extended order system can obtain a good result [30].

In this paper, we name the stochastic system with both random parameter treating as random variables and external noise processes as compound (or double) stochastic dynamical system. For random variables conforming to arch-like probability density function, a bound random parameter van der Pol system with external Gaussian white noise is considered, and the response of the system is presented by two sets of orthogonal polynomial bases in random function space under the condition of convergence in mean square. Compared with [26, 27, 30], the random response of this paper for the stochastic van der Pol system is directly expressed as the double series form of deterministic response using the known orthogonal polynomial functions by means of the sequential orthogonal decomposition. So this paper can be viewed as an extensive and supplementary version of the related literature. On the other hand, there are a few results to explore the stochastic bifurcation in this kind of stochastic system. So the stochastic Hopf bifurcation of van der Pol system with a bound random parameter and Gaussian white noise is explored in detail in this paper.

This paper is organized as follows. In Section 2, a new van der Pol system with a bound random parameter and Gaussian white noise is simplified into its equivalent deterministic one. The critical value of Hopf bifurcation parameter is given by the bifurcation theory of deterministic system and the effect of random strength and noise intensity on the critical value of bifurcation parameter is analyzed in Section 3. In the same section the results are verified by numerical simulations. Section 4 concludes the influence of random parameter and Gaussian white noise on Hopf bifurcation in stochastic van der Pol system.

#### 2. The Equivalent Deterministic One for Compound Stochastic van der Pol System

Excited by internal random parameter and Gaussian white noise, compound stochastic van der Pol system is established in this paper: where and are deterministic parameter and random parameter, respectively. is Gaussian white noise with zero mean and its intensity is .

Random parameter can be defined aswhere is random variable obeying arch-like probability density function defined on and and are all the statistical parameters of .

Using eigenfunctions as the orthogonal bases, stochastic noise process can be expressed as the denumerable series form called the K-L expansion [31–33], so the K-L expansion of is where and are the eigenvalues and eigenfunctions of the covariance function of , and eigenfunctions form a set of complete orthogonal bases in complete Hilbert space and satisfy , in which is the Kronecker function. are independent orthogonal random variables obeying normal distribution and have the properties of , .

Eigenvalues and eigenfunctions of the K-L expansion for Gaussian white noise with zero mean are given [34], namely, and .

The only fixed point of system (1) is when and can be further transformed into the original point . Through the coordinate transformation, system (1) is rewritten as coupled first-order system (here is still noted by ):

By the sequential orthogonal decomposition, the response of system (4) can be expressed in the following double series form:where and , in which and are normal probability density function and arch-like probability density function, respectively. Corresponding to these probability density functions, Hermite orthogonal polynomial and Chebyshev orthogonal polynomial of the second kind can be taken as orthogonal bases. and are the truncation order of the series we have taken. In addition, it is assumed that random variables and are mutually independent.

Substituting (2), (3), and (5) into (4), equivalent deterministic van der Pol system can be given when and . So as to make the following numerical simulations effective and convenient, we take and approximately obtain the equivalent deterministic system of compound stochastic van der Pol system:where notes the coefficient of in the linear combination.

The deterministic parameter for system (6) can be taken as and initial values are

#### 3. Bifurcation Parameter and Numerical Simulations

According to the Hopf bifurcation theory of deterministic nonlinear system [35, 36], the critical value of bifurcation parameter for the equivalent deterministic system (6) is obtained as follows:

By the following numerical simulations, the influence of random strength and noise intensity on bifurcation parameter is discussed in this section. Figure 1 clearly shows the theoretical relationship among , , and . decreases as increases while increases as increases. In other words, can induce the generation of Hopf bifurcation but delays it.