基于鞍点估计及其改进法的可靠性灵敏度分析

鞍点估计可以直接逼近非正态变量空间中线性功能函数概率分布, 进而得出功能函数的失效概率. 在此基础上进行了基于鞍点估计的可靠性灵敏度分析. 对于非线性功能函数, 尤其是强非线性功能函数, 基于鞍点估计进行可靠性及灵敏度分析时存在较大的误差, 为此建立了基于鞍点估计的改进方法------鞍点线抽样方法的可靠性灵敏度分析. 在标准化的变量空间中利用线抽样方法的样本点将系统失效概率转化为一系列线性响应功能函数失效概率的平均值, 从而可靠性灵敏度转化为一系列线性响应功能函数的失效概率对随机变量分布参数偏导数的平均值, 再采用鞍点概率估计方法直接估计非正态变量标准化空间中这一系列线性响应功能函数的失效概率及可靠性灵敏度. 通过比较两种方法的基本思想、实现过程和算例结果可以发现: (1) 第1种方法只适用于线性程度较好的功能函数的情况, 其误差主要来源于非线性极限状态函数的线性化; (2) 改进方法给出的是失效概率及失效概率对随机变量分布参数偏导数的估计值, 这些估计值随样本点数的增加而趋于真值, 并且该方法可以考虑功能函数的非线性对失效概率的影响, 因此具有广泛的适用范围.      

基于重要样本法的结构动力学系统的首次穿越

基于Gisranov定理, 提出一种估计稳态高斯白噪声激励的结构动力学系统首穿失效概率的重要样本法. 文章重点是构造控制函数, 控制函数促使随机响应尽量集中在样本空间中最易导致首次穿越发生的部分. 利用设计点构造控制函数, 在线性系统场合, 结合时不变系统的结构可靠性理论, 通过解有约束的优化问题得到设计点; 在非线性系统场合, 利用Heonsang Koo提出的设计点激励, 通过镜像法得到设计点. 最后给出例子, 将所提方法与原始蒙特卡罗法相比较, 模拟结果显示方法的正确性与有效性.     

基于Monte-Carlo方法的结构系统可靠度计算及敏度分析

基于可靠性分析理论,将结构失效概率对随机变量均值的敏度表示成失效概率与正则化随机变量在失效域上期望的乘积,并利用敏度分析的结果给出了结构线性等效安全余量的表达式.通过等概率转换,使得该方法可以应用于服从任意分布的随机变量.该方法在给出失效概率的同时,能够给出失效概率对随机变量均值的敏度,而无需重新对结构进行计算,提高了...     

非正态变量可靠性分析的鞍点线抽样方法

结合鞍点概率分布估计和传统线抽样方法的优点,提出了非正态变量可靠性分析的鞍点线抽样方法。传统的线抽样方法对非正态变量问题进行可靠性分析时需将非正态变量等价转换为标准正态变量,非正态变量向标准正态变量的非线性转换将增加响应功能函数的非线性程度,进而加大了转换后响应函数失效概率估计的难度。所提鞍点线抽样方法则无需将非正态变量转化为标准正态变量,它利用鞍点概率分布估计方法可以直接估计非正态变量空间中线性响应函数概率分布的特点,并利用线抽样方法可以将非线性功能函数的失效概率转化为一系列线性功能函数失效概率平均值进行估计的优点,实现了非正态变量空间非线性功能函数失效概率的高精度估计。鞍点线抽样方法使用前需将变量进行标准化变换,这种变换是线性的,通过对变量的标准化变换可以消除变量的量纲,从而使得标准化变量空间概率分布更具规律性。理论推导可以证明：鞍点线抽样方法在基本变量服从正态分布时将退化为传统的线抽样方法。算例验证结果表明：针对非线性功能函数的可靠性问题,鞍点线抽样方法比传统的直接鞍点估计具有更高的精度。     

圆筒内横向流体与弹性管耦合的分域求解算法

海洋丛式井组隔水管和换热器管束等在流体作用下,会诱导管束振动及碰撞,导致管束断裂失效。将弹性管离散成梁单元,采用非线性结构动力学方程描述;将圆筒流体域离散成实体单元,采用计算流体动力学方程描述。在流固耦合界面处,推导了界面位移、速度和载荷计算公式及收敛判断准则,建立了圆筒内横向流体与弹性管耦合的分域求解算法。算例表明,其分域与全域求解计算结果吻合较好,本文算法为复杂流体域内多根管束的振动及碰撞问题求解提供行之有效的计算方法。     

结构疲劳寿命估计的集合理论模型

对于材料性质和载荷具有不确定性结构进行疲劳寿命估计时,结构疲劳寿命往往是这些不确定性变量的函数.以凸分析和区间数学为理论基础,将这些不确定变量用椭球和区间定量化,基于Taylor级数展开,提出了近似估计结构疲劳寿命的非概率集合理论模型—凸模型方法和区间分析方法.它们克服了概率方法需要预先知道不确定变量的概率分布密度或大量统计数据的局限性,并且计算量小.通过数值算例,将凸模型方法、区间分析方法与概率方法进行了比较研究,数值计算结果表明了这两种非概率方法对线性及非线性形式的结构寿命估计均能提供令人相当满意的精度.     

考虑非高斯特性的结构首次失效时间计算

本文发展了一个计算具有非高斯特性的结构首次失效时间的解析方法.该方法利用Hemite矩模型将非高斯结构反应映射为标准高斯过程,由此计算反应的平均超越率、成群超越以及初始状态的影响,并最终给出结构的首次失效时问概率.二次力函数激励下线性单自由度系统的首次失效时间分析说明了该方法的使用过程,同时对该方法的计算结果与Monte Carlo模拟结果进行了对比.     

采用重要抽样法的结构动力可靠度计算

首次对比分析了结构动力可靠度计算的三种重要抽样法,并对部分方法进行了补充修正.单元失效域法补充了依据随机教决定抽样区间的产生方法,根据单元失效域的条件概率和权重系数给出重要抽样密度函教.方差放大系数法直接通过激励过程的特性给出重要抽样密度函数的具体表达式.功率谱法的重要抽样密度函数仅为激励幅值的函数,根据结构反应的功率谱密度增大激励幅值的方差,建议幅值样本值的联合概率密度函数可表示为幅值样本值分量的概率密度函数的连乘形式.结果表明:对于线性体系三种方法的计算效率均比Monte-Carlo法有显著提高,而单元失效域法的计算效率又比另两种方法高.     

非高斯荷载作用下结构微小失效概率的估计方法

本文提出了一个估计非高斯荷载作用下结构体系微小失效概率的有效方法．该方法由两个解耦的分析过程组成：第一个过程由移位广义对数正态分布模型估计结构非高斯反应的边缘分布函数,对于移位广义对数正态分布模型的参数估计采用两水准方法;第二个过程由Copula函数估计结构非高斯反应的联合分布函数,通过该联合分布函数的尾部得到结构体系的微小失效概率．非高斯地震荷载作用下六层抗弯钢框架的微小失效概率算例分析表明,本文所提方法能精确估计结构体系的微小失效概率,其计算效率比目前普遍采用的Monte Carlo模拟方法高5~10倍．     

多模式自适应重要抽样法及其应用

针对多模式的可靠性分析，研究了其失效概率计算的自适应重要抽样法，该方法用模拟退火 算法来自动调整每个失效模式的重要抽样函数，使其逐渐趋近于估计方差最小的重要抽样 函数. 对于多个模式系统失效概率的计算，采用混合加权自适应重要抽样的方法, 反映了每个 失效模式对系统失效概率的贡献；对于系统失效模式所含基本变量不全相同的情况，提出了 扩展自适应重要抽样法, 来统一所有失效模式中的基本变量，从而使得混合自适应 重要抽样, 可以方便地求解变量不全相同时的系统失效概率. 对估计值方差和变异系数的计算公 式进行了推导. 验证算例结果, 充分说明方法的合理性与可行性.     

Passive elasto-magnetic suspensions: nonlinear models and experimental outcomes

The paper presents a passive elasto-magnetic suspension based on rare-earth permanent magnets: the dynamical system is described with theoretical and numerical nonlinear models, whose results are validated through experimental comparison. The goal is to minimize the dependence on mass of the natural frequency of a single degree of freedom system. For a system with variable mass, static configuration and dynamical behaviour are compared for classic linear elastic systems, for purely magnetic suspensions and for a combination of the two. In particular the dynamics of the magneto-mechanic interaction is predicted by use of nonlinear and linearised models and experimentally observed through a suitable single degree of freedom test rig.     

Robust tracking control method based on composite nonlinear feedback technique for linear systems with time-varying uncertain parameters and disturbances

In this paper, the composite nonlinear feedback control method is considered for robust tracking and model following of uncertain linear systems. The control law guarantees that the tracking error decreases asymptotically to zero in the presence of time varying uncertain parameters and disturbances. For performance improvement of the dynamical system, the proposed robust tracking controller consists of linear and nonlinear feedback parts without any switching element. The linear feedback law is designed to allow the closed loop system have a small damping ratio and a quick response while the nonlinear feedback law increases the damping ratio of the system as the system output approaches the output of the reference model. A new collection of different nonlinear functions used in the control law are offered to improve the reference tracking performance of the system. The proposed robust tracking controller improves the transient performance and steady state accuracy simultaneously. Finally, the simulations are provided to verify the theoretical results.     

Rich dynamics caused by diffusion

It is an awfully difficult task to design an efficient numerical method for bifurcation diagrams, the graphs of Lyapunov exponents, or the topological entropy about discrete dynamical systems by linear/nonlinear diffusion with the Direchlet/Neumann- boundary conditions. Until now there are less works concerned with such a problem. In this paper, we propose a scheme about bifurcating analysis in a series of discrete-time dynamical systems with linear/nonlinear diffusion terms under the periodic boundary conditions. The complexity of dynamical behaviors caused by the diffusion term are to be determined. Bifurcation diagrams are shown by numerical simulation and chaotic behavior (chaotic Turing patterns) is demonstrated by computing the largest Lyapunov exponent. Our theoretical model can give an interesting case study about the phenomenon: the individuals exhibit a very simple dynamics but the groups with linear/nonlinear coupling can own a complex dynamics including fluctuation, periodicity and even chaotic behavior. We find that diffusion can trigger chaotic behavior in the present system and there exist multiple Turing patterns. It is interesting as regular or chaotic patterns can be reported in this study. Chaotic orbits emerge when exploring further in the diffusion coefficient space, and such a behavior is entirely absent in the corresponding continuous time-space system. The method proposed in the present paper is innovative and the conclusion is novel.

     

Analysis of periodic-quasiperiodic nonlinear systems via Lyapunov-Floquet transformation and normal forms

In this paper a general technique for the analysis of nonlinear dynamical systems with periodic-quasiperiodic coefficients is developed. For such systems the coefficients of the linear terms are periodic with frequency ω while the coefficients of the nonlinear terms contain frequencies that are incommensurate with ω. No restrictions are placed on the size of the periodic terms appearing in the linear part of system equation. Application of Lyapunov-Floquet transformation produces a dynamically equivalent system in which the linear part is time-invariant and the time varying coefficients of the nonlinear terms are quasiperiodic. Then a series of quasiperiodic near-identity transformations are applied to reduce the system equation to a normal form. In the process a quasiperiodic homological equation and the corresponding ‘solvability condition’ are obtained. Various resonance conditions are discussed and examples are included to show practical significance of the method. Results obtained from the quasiperiodic time-dependent normal form theory are compared with the numerical solutions. A close agreement is found.     

Dynamical behaviors of nonlinear viscoelastic thick plates with damage

Based on the deformation hypothesis of Timoshenko's plates and the Boltzmann's superposition principles for linear viscoelastic materials, the nonlinear equations governing the dynamical behavior of Timoshenko's viscoelastic thick plates with damage are presented. The Galerkin method is applied to simplify the set of equations. The numerical methods in nonlinear dynamics are used to solve the simplified systems. It could be seen that there are plenty of dynamical properties for dynamical systems formed by this kind of viscoelastic thick plate with damage under a transverse harmonic load. The influences of load, geometry and material parameters on the dynamical behavior of the nonlinear system are investigated in detail. At the same time, the effect of damage on the dynamical behavior of plate is also discussed.     

Discrete Models of a Class of Isolation Systems

In this paper, a class of isolation systems with rigid limiters has been considered. For this class of systems, some general discrete-time models described by means of some impact Poincaré maps have been established. Two examples: a simple isolation system of one-stage and a real isolation system of two-stages have been investigated. The calculated results show that those models can reveal complex nonlinear behaviors. And even a small random perturbation may change the dynamical character of the system.     

求非线性动力系统周期解的切比雪夫多项式法

周期运动是一种在客观世界中普遍存在的运动形式,它与混沌运动之间存在十分密切的关系,因而具有很重要的研究价值。利用切比雪夫多项式的若干良好性质,对自治非线性动力系统进行分析,将状态矢量在主周期上展开为切比雪夫多项式的形式,从而将原问题转变为非线性代数方程组的求解问题,得出一种可以方便、迅速地获得周期轨道近似多项式表达式的方法。此方法不依赖于小参数假设,可以用于分析强非线性问题,而且对参数激励系统同样有效。在计算机条件允许时,对高维系统也能迅速、精确地得到其周期轨道的近似多项式表达式。以三维Rossler系统和五维非线性磁浮转子系统周期轨道的计算为例,通过与四阶Runge-Kutta数值积分结果比较,说明此方法的精确、高效性。     

一类生物流体力学连续系统的分岔研究

连续动力系统的非线性动力学研究,由于其应用的广泛性与问题的复杂性,近年来越来越受到重视。本文对一类生物流体力学中的连续系统-动脉局部狭窄时血液流动的分岔特性进行了研究,采用有限差分方法,将由偏微分方程组描述的边境动力系统约化为由常微分方程组描述的高维离散动力系统。求得了离散动力系统的平衡解并分析其稳定性,同时讨论了流场中变量空间分布的变化情况。求得了离散动力系统的前三个Lyapunov指数,以此作为系统是否发生混沌的判别条件。     

Invariant sets and comparison of dynamical systems

We propose a method for the construction and investigation of invariant sets of differential systems described by cone inequalities with the use of the operator of differentiation along the trajectories of the system. Well-known conditions for the positivity of linear and nonlinear differential systems with respect to typical classes of cones are generalized. A method for comparison and ordering is developed for a family of dynamical systems. __________ Translated from Neliniini Kolyvannya, Vol. 10, No. 2, pp. 163–176, April–June, 2007.     

复杂机构的控制与结构同步优化设计

本文研究了非线性机构控制与结构同步优化设计问题。提出了一种复杂系统敏度分析的数值求解方法,该方法首先通过滑模控制器将非线性动力学方程化简为一个线性微分方程;然后,利用Newmark积分法,获得系统对设计变量敏度的数值解;最后,以Stewart平台为例,介绍了该方法的应用过程。数值结果说明了方法的有效性。