Response and stability of strongly non-linear oscillators under wide-band random excitation

A new stochastic averaging procedure for single-degree-of-freedom strongly non-linear oscillators with lightly linear and (or) non-linear dampings subject to weakly external and (or) parametric excitations of wide-band random processes is developed by using the so-called generalized harmonic functions. The procedure is applied to predict the response of Duffing–van der Pol oscillator under both external and parametric excitations of wide-band stationary random processes. The analytical stationary probability density is verified by digital simulation and the factors affecting the accuracy of the procedure are analyzed. The proposed procedure is also applied to study the asymptotic stability in probability and stochastic Hopf bifurcation of Duffing–van der Pol oscillator under parametric excitations of wide-band stationary random processes in both stiffness and damping terms. The stability conditions and bifurcation parameter are simply determined by examining the asymptotic behaviors of averaged square-root of total energy and averaged total energy, respectively, at its boundaries. It is shown that the stability analysis using linearized equation is correct only if the linear stiffness term does not vanish.     

STOCHASTIC OPTIMAL CONTROL OF HYSTERETIC SYSTEMS UNDER EXTERNALLY AND PARAMETRICALLY RANDOM EXCITATIONS

A stochastic optimal control method for nonlinear hysteretic systems under exter-nally and/or parametrically random excitations is presented and illustrated with an example ofhysteretic column system.A hysteretic system subject to random excitation is first replaced bya nonlinear non-hysteretic stochastic system.An It stochastic differential equation for the to-tal energy of the system as a one-dimensional controlled diffusion process is derived by usingthe stochastic averaging method of energy envelope.A dynamical programming equation is thenestablished based on the stochastic dynamical programming principle and solved to yield the op-timal control force.Finally,the responses of uncontrolled and controlled systems are evaluatedto determine the control efficacy.It is shown by numerical results that the proposed stochasticoptimal control method is more effective and efficient than other optimal control methods.     

Stochastic responses of viscoelastic system with real-power stiffness under randomly disordered periodic excitations

The stochastic dynamic responses of viscoelastic systems with real-power exponents of stiffness term subjects to randomly disordered periodic excitations are studied. The assumed viscoelastic damping depends on the past history of motion via convolution integrals over an exponentially decaying kernel function. The multiple scales method is used to derive the stochastic different equations of modulation of amplitude and phase. The changes of the shape of resonance curves are obtained with real-power exponents of stiffness term and viscoelastic parameters, and then, the numerical simulation method was used to verify the accuracy of the theoretical analysis results. Theoretical analysis and numerical simulations show that as the intensity of the random excitation increases, the steady-state solution changes from a limit cycle to a diffused limited cycle. Under some conditions, the system may have two steady-state solutions and the phenomenon of jumps will happen to them under the random excitations.     

Time-delayed stochastic optimal control of strongly non-linear systems with actuator saturation by using stochastic maximum principle

A time-delayed stochastic optimal bounded control strategy for strongly non-linear systems under wide-band random excitations with actuator saturation is proposed based on the stochastic averaging method and the stochastic maximum principle. First, the partially averaged Itô equation for the system amplitude is derived by using the stochastic averaging method for strongly non-linear systems. The time-delayed feedback control force is approximated by a control force without time delay based on the periodically random behavior of the displacement and velocity of the system. The partially averaged Itô equation for the system energy is derived from that for the system amplitude by using Itô formula and the relation between system amplitude and system energy. Then, the adjoint equation and maximum condition of the partially averaged control problem are derived based on the stochastic maximum principle. The saturated optimal control force is determined from maximum condition and solving the forward–backward stochastic differential equations (FBSDEs). For infinite time-interval ergodic control, the adjoint variable is stationary process and the FBSDE is reduced to a ordinary differential equation. Finally, the stationary probability density of the Hamiltonian and other response statistics of optimally controlled system are obtained from solving the Fokker–Plank–Kolmogorov (FPK) equation associated with the fully averaged Itô equation of the controlled system. For comparison, the optimal control forces obtained from the time-delayed bang–bang control and the control without considering time delay are also presented. An example is worked out to illustrate the proposed procedure and its advantages.     

Force and displacement transmissibility of a quasi-zero stiffness vibration isolator with geometric nonlinear damping

A geometric nonlinear damping is proposed and applied to a quasi-zero stiffness (QZS) vibration isolator with the purpose of improving the performance of low-frequency vibration isolation. The force, stiffness and damping characteristics of the system are presented first. The steady-state solutions of the QZS system are obtained based on the averaging method for both force and base excitations and further verified by numerical simulation. The force and displacement transmissibility of the QZS vibration isolator are then analysed. The results indicate that increasing the nonlinear damping can effectively suppress the force transmissibility in resonant region with the isolation performance in higher frequencies unaffected. In addition, the application of the nonlinear damping in the QZS vibration isolator can essentially eliminate the unbounded response for the base excitation. Finally, the equivalent damping ratio is defined and discussed from the viewpoint of vibration control.     

Response analysis of nonlinear vibro-impact system coupled with viscoelastic force under colored noise excitations

This paper is mainly dealing with the stochastic responses of nonlinear vibro-impact (VI) system coupled with viscoelastic force excited by colored noise. By the aid of approximate conversion for the viscoelastic force, the original stochastic VI system is transformed into an equivalent stochastic system without viscoelastic term. Then, the equations of the converted system are simplified by non-smooth transformation, and the stochastic averaging method is employed to solve the above simplified system. A Van der Pol VI oscillator coupled with viscoelastic force is worked out in detail to illustrate the application of the mentioned method, and therewith the analytical solutions fit the numerical simulation results based on the original system. Therefore, the present analytical means of investigating this system is proved to be feasible. Additionally, the exploration of stochastic P-bifurcation by two different ways is also demonstrated in this paper through varying the value of the certain system parameters. Besides, it shows a noteworthy fact that assigning zero or a positive value to the magnitude of viscoelastic force can also lead to the bimodal shape of different degrees in the process of stochastic bifurcations.     

Effects of excitation probability distribution on system responses

For a system subjected to a random excitation, the probability distribution of the excitation may affect behaviors of the system responses. Such effects are investigated for a variety of dynamical systems, including a linear oscillator, an oscillator of cubic non-linearity in both damping and stiffness, and a non-linear oscillator of the van der Pol type. The random excitations are assumed to be stationary stochastic processes, sharing the same spectral density, but with different probability distributions. Each excitation process is generated by passing a Brownian motion process through a non-linear filter, which is governed by an Ito stochastic differential equation. Monte Carlo simulations are carried out to obtain the transient and stationary properties of the system response in each case. It is shown that, under different excitations, the transient behaviors of the system response can be markedly different. The differences tend to reduce, however, as time of exposure to the excitations increases and the system reaches the stationary state.     

A new approximate solution technique for randomly excited non-linear oscillators

A new technique is proposed to obtain an approximate probability density for the response of a non-linear oscillator under Gaussian white noise excitations. The random excitations may be either multiplicative (also known as parametric) or additive (also known as external), or both. In this new technique, the original non-linear oscillator is replaced by another oscillator belonging to the class of generalized stationary potential for which the exact solution is obtainable. The replacement oscillator is selected on the basis that the average energy dissipation remains unchanged. Examples are given to illustrate the application of the new procedure. In one of the examples, the new procedure leads to a better approximation than that obtained by stochastic averaging.     

受周期和白噪声激励的分段线性系统的吸引域与离出问题研究

离出行为是随机非线性系统的重要现象之一,而离出问题是除随机动力系统理论以外考察随机非线性系统随机稳定性的另一种重要的方法.分段线性系统是一个经典的非线性动力学模型,受随机激励后成为随机系统,但并不是严格的随机动力系统,因而此时随机动力系统理论也不适用.为了研究同时受周期和白噪声激励的分段线性系统,首先使用Poincaré截面模拟其在无噪声时确定性的动力学行为,然后使用Monte Carlo模拟对其在白噪声激励下的离出行为进行了数值仿真分析.其次,为了考察离出问题中的重要参数,系统的平均首次通过时间（mean first-passage time,MFPT）,使用van der Pol变换,随机平均法,奇异摄动法和射线方法进行了量化计算.通过对理论结果与模拟结果的对比分析,得到结论:当系统吸引子对应的吸引域边界出现碎片化时,理论结果与模拟结果的误差极大;而当吸引域边界足够光滑的以后,理论结果与模拟结果才会相当吻合.      

RESEARCH FOR ATTRACTING REGION AND EXIT PROBLEM OF A PIECEWISE LINEAR SYSTEM UNDER PERIODIC AND WHITE NOISE EXCITATIONS

离出行为是随机非线性系统的重要现象之一,而离出问题是除随机动力系统理论以外考察随机非线性系统随机稳定性的另一种重要的方法.分段线性系统是一个经典的非线性动力学模型,受随机激励后成为随机系统,但并不是严格的随机动力系统,因而此时随机动力系统理论也不适用.为了研究同时受周期和白噪声激励的分段线性系统,首先使用Poincaré截面模拟其在无噪声时确定性的动力学行为,然后使用Monte Carlo模拟对其在白噪声激励下的离出行为进行了数值仿真分析.其次,为了考察离出问题中的重要参数,系统的平均首次通过时间（mean first-passage time,MFPT）,使用van der Pol变换,随机平均法,奇异摄动法和射线方法进行了量化计算.通过对理论结果与模拟结果的对比分析,得到结论：当系统吸引子对应的吸引域边界出现碎片化时,理论结果与模拟结果的误差极大;而当吸引域边界足够光滑的以后,理论结果与模拟结果才会相当吻合.     

Random response of integrable Duhem hysteretic systems under non-white excitation

In this study, an integrable Duhem hysteresis model is derived from the mathematical Duhem operator. This model can represent a wide category of hysteretic systems. The stochastic averaging method of energy envelope is then adapted for response analysis of the integrable Duhem hysteretic system subjected to non-white random excitation. Using the integrability of the proposed model, potential energy and dissipated energy of the hysteretic system can be represented in an integration form so that the hysteretic restoring force is separable into conservative and dissipative parts. Based on the equivalence of dissipated energy, a non-hysteretic non-linear system is obtained to substitute the original system, and the averaged Itô stochastic differential equation of total energy is derived with the drift and diffusion coefficients being expressed as Fourier series expansions in space averaging. The stationary probability density of total energy and response statistics are obtained by solving the Fokker–Planck–Kolmogorov (FPK) equation associated with the Itô equation. Verification is given by comparing the computational results with Monte Carlo simulations.     

Resonant response of a non-linear vibro-impact system to combined deterministic harmonic and random excitations

The resonant resonance response of a single-degree-of-freedom non-linear vibro-impact oscillator, with cubic non-linearity items, to combined deterministic harmonic and random excitations is investigated. The method of multiple scales is used to derive the equations of modulation of amplitude and phase. The effects of damping, detuning, and intensity of random excitations are analyzed by means of perturbation and stochastic averaging method. The theoretical analyses verified by numerical simulations show that when the intensity of the random excitation increases, the non-trivial steady-state solution may change from a limit cycle to a diffused limit cycle. Under certain conditions, impact system may have two steady-state responses. One is a non-impact response, and the other is either an impact one or a non-impact one.     

On statistical quasi-linearization

In carrying out the statistical linearization procedure to a non-linear system subjected to an external random excitation, a Gaussian probability distribution is assumed for the system response. If the random excitation is non-Gaussian, however, the procedure may lead to a large error since the response of bother the original non-linear system and the replacement linear system are not Gaussian distributed. It is found that in some cases such a system can be transformed to one under parametric excitations of Gaussian white noises. Then the quasi-linearization procedure, proposed originally for non-linear systems under both external and parametric excitations of Gaussian white noises, can be applied to these cases. In the procedure, exact statistical moments of the replacing quasi-linear system are used to calculate the linearization parameters. Since the assumption of a Gaussian probability distribution is avoided, the accuracy of the approximation method is improved. The approach is applied to non-linear systems under two types of non-Gaussian excitations: randomized sinusoidal process and polynomials of a filtered process. Numerical examples are investigated, and the calculated results show that the proposed method has higher accuracy than the conventional linearization, as compared with the results obtained from Monte Carlo simulations.     

Stochastic stability of non-linear SDOF systems

A semi-analytical procedure for obtaining stability conditions for strongly non-linear single degree of freedom system (SDOF) subjected to random excitations is presented using stochastic averaging technique. The method is useful for finding stability conditions for systems having highly irregular non-linear functions which cannot be integrated in closed form to yield analytical expressions for averaged drift and diffusion coefficients. In spite of numerical methods available for finding stability of SDOF system by determining Lyapunov exponent, the proposed technique may have to be adopted (i) when the excitation is non-white; and (ii) when numerical integration fails due to convergence problem. The method is developed in such a way that it lends itself to a numerical computational scheme using FFT for obtaining numerical values of drift and diffusion coefficients of Its differential equation and the corresponding FPK equation for the system. These values of averaged drift and diffusion coefficients are then fit into polynomial form using curve fitting technique so that polynomials can be used for stability analysis. Two example problems are solved as illustrations. The first one is the Van der Pol oscillator having non-linearities which can be treated purely analytically. The example is considered for the validation of the proposed method. The second one involves non-linearities in the form of signum function for which purely analytical solution is not possible. The results of the study show that the proposed method is useful and efficient for performing stability analysis of dynamic systems having any type of non-linearities.     

简谐激励下黏弹性非线性能量阱的研究

黏弹性材料作为一种良好的减振材料, 广泛应用于机械、航空和土木等领域. 本文用黏弹性Maxwell器件代替传统非线性能量阱中的阻尼元件, 提出一种新型的黏弹性非线性能量阱, 并对该模型在简谐激励下的减振性能进行分析. 首先, 根据牛顿第二定律建立系统的动力学方程, 采用谐波平衡法求解系统的幅频响应曲线, 并利用MATLAB中的Runge-Kutta数值方法验证解析解的正确性, 结果吻合良好. 然后, 分析黏弹性非线性能量阱的减振性能和参数的影响. 最后, 分析了不同质量比下非线性刚度比和阻尼比同时变化时减振效果的变化趋势, 并讨论了黏弹性非线性能量阱的最佳取值范围. 研究结果表明: 主系统的最大振幅随着非线性刚度的增加先减小后增大; 当参数选取恰当时, 黏弹性非线性能量阱比传统非线性能量阱的减振效果更优; 另外, 随着质量比的增加, 主系统最大振幅的最小值出现先减小后趋于不变的现象, 且非线性刚度比和阻尼比的最佳取值范围有所增大. 以上结论对黏弹性非线性能量阱的实际应用提供了一定的理论依据.      

Internal-external resonance of beams on non-linear viscoelastic foundation traversed by moving load

Vibration of a finite Euler–Bernoulli beam, supported by non-linear viscoelastic foundation traversed by a moving load, is studied and the Galerkin method is used to discretize the non-linear partial differential equation of motion. Subsequently, the solution is obtained for different harmonics using the Multiple Scales Method (MSM) as one of the perturbation techniques. Free vibration of a beam on non-linear foundation is investigated and the effects of damping and non-linear stiffness of the foundation on the responses are examined. Internal-external resonance condition is then stated and the frequency responses of different harmonics are obtained by MSM. Different conditions of the external resonance are studied and a parametric study is carried out for each case. The effects of damping and non-linear stiffness of the foundation as well as the magnitude of the moving load on the frequency responses are investigated. Finally, a thorough local stability analysis is performed on the system.     

Reliability evaluation and control for wideband noise-excited viscoelastic systems

Reliability of first-passage type for wideband noise-excited viscoelastic systems and the quasi-optimal bounded control strategy for maximizing system reliability are investigated. The viscoelastic term is approximately replaced by equivalent damping and stiffness separately. By using the stochastic averaging method based on the generalized harmonic functions, the averaged Itô stochastic differential equation is obtained for the system amplitude. The associated backward Kolmogorov equation is derived and solved to obtain the system reliability. By applying the dynamic programming principle to the averaged system, the quasi-optimal bounded control is devised by maximizing system reliability. The application of the proposed analytical procedures and the effectiveness of the control strategy are illustrated through one example.     

Stochastic averaging of energy harvesting systems

A stochastic averaging method is proposed for nonlinear energy harvesters subjected to external white Gaussian noise and parametric excitations. The Fokker–Planck–Kolmogorov equation of the coupled electromechanical system of energy harvesting is a three variables nonlinear parabolic partial differential equation whose exact stationary solutions are generally hard to find. In order to overcome difficulties in solving higher dimensional nonlinear partial differential equations, a transformation scheme is applied to decouple the electromechanical equations. The averaged Itô equations are derived via the standard stochastic averaging method, then the FPK equations of the decoupled system are obtained. The exact stationary solution of the averaged FPK equation is used to determine the probability densities of the displacement, the velocity, the amplitude, the joint probability densities of the displacement and velocity, and the power of the stationary response. The effects of the system parameters on the output power are examined. The approximate analytical outcomes are qualitatively and quantitatively supported by the Monte Carlo simulations.     

Optimal bounded control for maximizing reliability of Duhem hysteretic systems

The optimal bounded control of stochastic-excited systems with Duhem hysteretic components for maximizing system reliability is investigated. The Duhem hysteretic force is transformed to energy-depending damping and stiffness by the energy dissipation balance technique. The controlled system is transformed to the equivalent nonhysteretic system. Stochastic averaging is then implemented to obtain the Itô stochastic equation associated with the total energy of the vibrating system, appropriate for evaluating system responses. Dynamical programming equations for maximizing system reliability are formulated by the dynamical programming principle. The optimal bounded control is derived from the maximization condition in the dynamical programming equation. Finally, the conditional reliability function and mean time of first-passage failure of the optimal Duhem systems are numerically solved from the Kolmogorov equations. The proposed procedure is illustrated with a representative example.     

Subharmonic response of single-degree-of-freedom linear vibroimpact system to narrow-band random excitation

The subharmonic response of a single-degree-of-freedom linear vibroimpact oscillator with a one-sided barrier to the narrow-band random excitation is investigated. The analysis is based on a special Zhuravlev transformation, which reduces the system to the one without impacts or velocity jumps, and thereby permits the applications of asymptotic averaging over the period for slowly varying the inphase and quadrature responses. The averaged stochastic equations are exactly solved by the method of moments for the mean square response amplitude for the case of zero offset. A perturbation-based moment closure scheme is proposed for the case of nonzero offset. The effects of damping, detuning, and bandwidth and magnitudes of the random excitations are analyzed. The theoretical analyses are verified by the numerical results. The theoretical analyses and numerical simulations show that the peak amplitudes can be strongly reduced at the large detunings.