复合随机Duffing系统可靠性分析

基于参数α=2的Gegenbauer正交多项式展开方法,研究了大变异系数情况下复合随机强Duffing体系的可靠性分析问题.应用随机空间的正交多项式展开方法,Edgeworth级数逼近技术求取了强非线性随机振动系统响应的前四阶矩以及概率密度函数.基于首次超越模型,讨论了复合随机强Duffing体系的可靠性分析问题.提出了系统动态可靠度与系统平均可靠度的区别、联系以及各自特点,发展了可靠度数值计算公式.分析计算结果与Monte-Carlo模拟结果较好符合,表明该方法的正确与有效. 关键词： 随机Duffing方程 动态可靠度 平均可靠度 Gegenbauer正交多项式     

窄带随机噪声作用下单自由度非线性干摩擦系统的响应

研究了单自由度非线性干摩擦系统在窄带随机噪声参数激励下的主共振响应问题.用Krylov-Bogoliubov平均法得到了关于慢变量的随机微分方程.在没有随机扰动情形,得到了系统响应幅值满足的代数方程.在有随机扰动情形,用线性化方法和矩方法给出了系统响应稳态矩计算的近似计算公式.讨论了系统阻尼项、非线性项、随机扰动项和干摩擦项等参数对于系统响应的影响.理论计算和数值模拟表明,当非线性强度增大时系统的响应显著变小,系统分岔点滞后;随着激励频率的增大系统响应变大,而当激励频率小于一定的值时,系统响应为零;增加干 关键词： 单自由度非线性干摩擦系统 主共振响应 Krylov-Bogoliubov平均法     

基于Laguerre多项式逼近法的随机双势阱Duffing系统的分岔和混沌研究

应用Laguerre正交多项式逼近法研究了含有随机参数的双势阱Duffing系统的分岔和混沌行为.系统参数为指数分布随机变量的非线性动力系统首先被转化为等价的确定性扩阶系统，然后通过数值方法求得其响应.数值模拟结果的比较表明，含有随机参数的双势阱Duffing系统保持着与确定性系统相类似的倍周期分岔和混沌行为，但是由于随机因素的影响，在局部小区域内随机参数系统的动力学行为会发生突变. 关键词： 双势阱Duffing系统 指数分布概率密度函数 Laguerre多项式逼近 随机分岔     

过阻尼搓板势系统的随机共振

研究在周期信号和高斯白噪声共同作用下过阻尼搓板势系统的随机共振.由于用直接模拟法研究随机系统所用时间较多,考虑用半解析的方法对系统的随机共振现象进行研究.在弱周期信号极限下,结合线性响应理论和扰动展开法提出一种计算系统线性响应的矩方法.在此基础上,利用Floquet理论和非扰动展开法将矩方法扩展到系统非线性响应的计算.通过直接数值模拟结果和矩方法所得结果的比较展示了矩方法的有效性并采用均方差作为量化指标给出其适用的参数范围.研究结果表明,以系统的功率谱放大因子作为量化指标,发现在适当的参数条件下,系统的共振曲线有一个单峰出现,说明过阻尼搓板势系统存在随机共振现象.而且在一定范围内调节偏置参数时,共振曲线的峰值随偏置参数的增大而增大;在调节驱动幅值时,随机共振效应随驱动幅值的增大而增强.     

幂函数型单势阱随机振动系统的广义随机共振

将线性随机振动系统中通常的简谐势阱推广为更一般的幂函数型势阱,得到幂函数型单势阱非线性随机振动系统.利用随机情形下的二阶Runge-Kutta算法研究了噪声强度、势阱参数和周期激励参数对系统稳态响应的一阶矩振幅和系统响应的稳态方差的影响.对决定势阱形状的势阱参数之一b历经b2,b2以及相当于简谐势阱的b=2等全部情况的研究表明:随噪声强度D的变化,系统稳态响应的一阶矩振幅可以在b2时出现非单调变化,即发生广义随机共振现象,而对通常的b=2简谐势阱以及b2的情况,则无该现象发生;随势阱参数的变化,系统稳态响应的一阶矩振幅以及系统响应的稳态方差也可以发生非单调变化.     

基于Chebyshev多项式逼近的随机 van der Pol系统的倍周期分岔分析

应用 Chebyshev 多项式逼近法研究了谐和激励作用下具有随机参数的随机van der Pol系统 的倍周期分岔现象.随机系统首先被转化成等价的确定性系统，然后通过数值方法求得响应 ，借此探索了随机van der Pol系统丰富的随机倍周期分岔现象.数值模拟显示随机van der Pol 系统存在与确定性系统极为相似的倍周期分岔行为，但受随机因素的影响，又有与之不 同之处.数值结果表明，Chebyshev 多项式逼近是研究非线性系统动力学问题的一种新的有 效方法. 关键词： Chebyshev 多项式 随机van der Pol 系统 倍周期分岔     

随机参激下Duffing-Rayleigh碰撞振动系统的P-分岔分析

基于等效非线性系统方法和突变理论,分析了随机参激下Duffing-Rayleigh碰撞振动系统的P-分岔.首先,借助非光滑变换和狄拉克函数将原碰撞振动系统转化为一个不含速度跳的新系统;接着,利用等效非线性系统方法得到了系统的稳态概率密度函数;然后,应用突变理论,得到了随机P-分岔发生的临界参数条件的解析表达式.最后,通过典型概率密度函数曲线和图像验证了结果的正确性.     

随机参数Duffing系统中的随机混沌及其延迟反馈控制

研究了谐和激励下含有界随机参数Duffing系统(简称随机Duffing系统)中的随机混沌及其延迟反馈控制问题.借助Gegenbauer多项式逼近理论，将随机Duffing系统转化为与其等效的确定性非线性系统.这样，随机Duffing系统在谐和激励下的混沌响应及其控制问题就可借等效的确定性非线性系统来研究.分析阐明了随机混沌的主要特点，并采用Wolf算法计算等效确定性非线性系统的最大Lyapunov指数，以判别随机Duffing系统的动力学行为.数值计算表明，恰当选取不同的反馈强度和延迟时间，可分别达到抑制或诱发系统混沌的目的，说明延迟反馈技术对随机混沌控制也是十分有效的. 关键词： 随机Duffing系统 延迟反馈控制 随机混沌 Gegenbauer多项式     

基于粒子滤波的一种改进的资料同化方法

针对在粒子数较少时传统的集合卡尔曼滤波和粒子滤波方法不能有效表征后验概率密度函数(PDF)的问题, 提出了一种改进的粒子滤波方法. 主要思想是在预测步之后引入更新步, 并且将观测时刻与非观测时刻的同化分析进行区别处理. 对典型的低维和高维混沌系统的仿真结果表明:改进粒子滤波方法是一种非常有效的估计非线性非高斯随机系统状态的方法.     

柴油机轴系扭振系统的强非线性主共振

研究柴油机轴系扭振系统强非线性问题.根据拉格朗日方程建立柴油机轴系扭振系统的动力学模型,通过参数变换,应用Modified Lindstedt-Poincaré方法得到柴油机轴系扭振系统强非线性主共振的幅频响应方程,分析系统不同参数对主共振幅频响应的影响.结果表明,系统的幅频响应曲线存在跳跃,随着简谐力矩的减小和阻尼的增大,系统的非线性跳跃减弱,系统的振幅减小,系统主共振的区域也随之减小;随着调谐参数的变化,系统的主共振力幅响应曲线存在两种拓扑结构.MLP方法得出的近似解析解与龙格库塔法得出的数值解吻合.     

Analysis of some large-scale nonlinear stochastic dynamic systems with subspace-EPC method

The probabilistic solutions to some nonlinear stochastic dynamic (NSD) systems with various polynomial types of nonlinearities in displacements are analyzed with the subspace-exponential polynomial closure (subspace-EPC) method. The space of the state variables of the large-scale nonlinear stochastic dynamic system excited by Gaussian white noises is separated into two subspaces. Both sides of the Fokker-Planck-Kolmogorov (FPK) equation corresponding to the NSD system are then integrated over one of the sub...     

Response of SDOF nonlinear oscillators with lightly fractional derivative damping under real noise excitations

This paper deals with the response of single-degree-of-freedom (SDOF) strongly nonlinear oscillator with lightly fractional derivative damping to external and (or) parametric real noise excitations. First, the state vector of the displacement and the velocity is approximated by one-dimensional time-homogeneous diffusive Markov process of amplitude through using the stochastic averaging method. Then, the stationary probability density of amplitude is obtained by solving the Fokker-Planck-Kolmogorov (FPK) equation associated with the averaged It? equation of amplitude, in which the Fourier series expansions are used to obtain the explicit expressions of the drift and diffusion coefficients. Finally, the response of a Duffing oscillator with lightly fractional derivative damping under external and parametric real noise excitations is evaluated by using the proposed procedure and compared with that from the Monte Carlo simulation of original system.     

The probabilistic solution of stochastic oscillators with even nonlinearity under poisson excitation

The probabilistic solutions of nonlinear stochastic oscillators with even nonlinearity driven by Poisson white noise are investigated in this paper. The stationary probability density function (PDF) of the oscillator responses governed by the reduced Fokker-Planck-Kolmogorov equation is obtained with exponentialpolynomial closure (EPC) method. Different types of nonlinear oscillators are considered. Monte Carlo simulation is conducted to examine the effectiveness and accuracy of the EPC method in this case. It is found that the PDF solutions obtained with EPC agree well with those obtained with Monte Carlo simulation, especially in the tail regions of the PDFs of oscillator responses. Numerical analysis shows that the mean of displacement is nonzero and the PDF of displacement is nonsymmetric about its mean when there is even nonlinearity in displacement in the oscillator. Numerical analysis further shows that the mean of velocity always equals zero and the PDF of velocity is symmetrically distributed about its mean.     

Probabilistic solution of some multi-degree-of-freedom nonlinear systems under external independent Poisson white noises

This paper studies the stationary probability density function (PDF) of the response of multi-degree-of-freedom nonlinear systems under external independent Poisson white noises. The PDF is governed by the high-dimensional generalized Fokker-Planck-Kolmogorov (FPK) equation. The state-space-split (3S) method is adopted to reduce the high-dimensional generalized FPK equation to a low-dimensional equation. Subsequently, the exponential-polynomial closure (EPC) method is further used to solve the reduced FPK equation for the PDF solution. Two illustrative examples are presented to examine the accuracy of the 3S-EPC solution procedure. One example involves a two-degree-of-freedom coupled nonlinear system. The other example is concerned with a ten-degree-of-freedom system with cubic terms in displacement. A Monte Carlo simulation is also performed for simulating the PDF solution of the response. The comparison with the simulated result shows that the 3S-EPC solution procedure can provide satisfactory PDF solutions. The good agreement is also observed in the tail regions of the PDF solutions.     

STOCHASTIC AVERAGING OF DUHEM HYSTERETIC SYSTEMS

The response of Duhem hysteretic system to externally and/or parametrically non-white random excitations is investigated by using the stochastic averaging method. A class of integrable Duhem hysteresis models covering many existing hysteresis models is identified and the potential energy and dissipated energy of Duhem hysteretic component are determined. The Duhem hysteretic system under random excitations is replaced equivalently by a non-hysteretic non-linear random system. The averaged Ito's stochastic differential equation for the total energy is derived and the Fokker-Planck-Kolmogorov equation associated with the averaged Ito's equation is solved to yield stationary probability density of total energy, from which the statistics of system response can be evaluated. It is observed that the numerical results by using the stochastic averaging method is in good agreement with that from digital simulation.     

Methodology for the solutions of some reduced Fokker‐Planck equations in high dimensions

In this paper, a new methodology is formulated for solving the reduced Fokker‐Planck (FP) equations in high dimensions based on the idea that the state space of large‐scale nonlinear stochastic dynamic system is split into two subspaces. The FP equation relevant to the nonlinear stochastic dynamic system is then integrated over one of the subspaces. The FP equation for the joint probability density function of the state variables in another subspace is formulated with some techniques. Therefore, the FP equation in high‐dimensional state space is reduced to some FP equations in low‐dimensional state spaces, which are solvable with exponential polynomial closure method. Numerical results are presented and compared with the results from Monte Carlo simulation and those from equivalent linearization to show the effectiveness of the presented solution procedure. It attempts to provide an analytical tool for the probabilistic solutions of the nonlinear stochastic dynamics systems arising from statistical mechanics and other areas of science and engineering.     

Stochastic joint time–frequency response analysis of nonlinear structural systems

A novel approximate analytical approach for determining the response evolutionary power spectrum (EPS) of nonlinear/hysteretic structural systems subject to stochastic excitation is developed. Specifically, relying on the theory of locally stationary processes and utilizing a recently proposed representation of non-stationary stochastic processes via wavelets, a versatile formula for determining the nonlinear system response EPS is derived; this is done in conjunction with a stochastic averaging treatment of the problem and by resorting to the orthogonality properties of harmonic wavelets. Further, the nonlinear system non-stationary response amplitude probability density function (PDF), which is required as input for the developed approach, is determined either by utilizing a numerical path integral scheme, or by employing a time-dependent Rayleigh PDF approximation technique. A significant advantage of the approach relates to the fact that it is readily applicable for treating not only separable but non-separable in time and frequency EPS as well. The hardening Duffing and the versatile Preisach (hysteretic) oscillators are considered in the numerical examples section. Comparisons with pertinent Monte Carlo simulations demonstrate the reliability of the approach.     

Stochastic nonlinear aeroelastic analysis of a supersonic lifting surface using an adaptive spectral method

An adaptive stochastic spectral projection method is deployed for the uncertainty quantification in limit-cycle oscillations of an elastically mounted two-dimensional lifting surface in a supersonic flow field. Variabilities in the structural parameters are propagated in the aeroelastic system which accounts for nonlinear restoring force and moment by means of hardening cubic springs. The physical nonlinearities promote sharp and sudden flutter onset for small change of the reduced velocity. In a stochastic context, this behavior translates to steep solution gradients developing in the parametric space. A remedy is to expand the stochastic response of the airfoil on a piecewise generalized polynomial chaos basis. Accurate approximation andaffordable computational costs are obtained using sensitivity-based adaptivity for various types of supersonic stochastic responses depending on the selected values of the Mach number on the bifurcation map. Sensitivity analysis via Sobol' indices shows how the probability density function of the peak pitch amplitude responds to combined uncertainties: e.g. the elastic axis location, torsional stiffness and flap angle. We believe that this work demonstrates the capability and flexibility of the approach for more reliable predictions of realistic aeroelastic systems subject to a moderate number of uncertainties.     

Analytic-Numerical Construction of Nonstationary Probability Distributions for one Class of Nonlinear Stochastic Systems

We propose a method for constructing nonstationary model probability distributions for nonlinear dynamic systems related to the Verhulst stochastic equation. The proposed procedure is based on the numerical solution of relaxation differential equations for the mean and the variance. The set of the moment equations is closed and the probability density is constructed on the basis of rigorous analytical relations for the stationary probability characteristics. As a result, these distributions have correct stationary asymptotics. We show the possibility of numerical control of the accuracy of the proposed procedure. We consider the examples of relaxation of the probability characteristics of the amplitude of a self-oscillator and a parametric oscillator with a noise pump. The evolution of the amplitude probability distribution is found.     

Extremal entropy for a constrained probability density

The state of extremal entropy for a one-dimensional probability density is considered. This density is constrained by fixed values of the first and second moment. The grandcanonical distribution yields the extremum of the entropy within a certain range of values of the moments. A different type of density corresponds to an extremum of entropy when the moments are outside this range. The shape of this density is approximated with the Ritz variation method. The results are applied to the formation of breathers in the discrete nonlinear Schrödinger equation.