Oscillator with random trichotomous mass

In addition to the case usually considered of a stochastic harmonic oscillator subject to an external random force (Brownian motion in a parabolic potential) or to a random frequency and random damping, we consider an oscillator with random mass subject to an external periodic force, where the molecules of a surrounding medium, which collide with a Brownian particle are able to adhere to the oscillator for a random time, changing thereby the oscillator mass. The fluctuations of mass are modelled as trichotomous noise. Using the Shapiro–Loginov procedure for splitting the correlators, we found the first two moments. It turns out that the second moment is a non-monotonic function of the characteristics of noise and periodic signal, and for some values of these parameters, the oscillator becomes unstable.     

Mean-square displacement of a stochastic oscillator: Linear vs quadratic noise

Using the Langevin equations, we calculated the stationary second-order moment (mean-square displacement) of a stochastic harmonic oscillator subject to an additive random force (Brownian motion in a parabolic potential) and to different types of multiplicative noise (random frequency or random damping or random mass). The latter case describes Brownian motion with adhesion, where the particles of the surrounding medium may adhere to the oscillator for some random time after the collision. Since the mass of the Brownian particle is positive, one has to use quadratic (positive) noise. For all types of multiplicative noise considered, replacing linear noise by quadratic noise leads to an increase in stability.     

Stability of an Oscillator with Random Mass

We consider an oscillator with a random mass for which the particles of the surrounding medium adhere to the oscillator for some random time after the collision, thereby changing its mass (Brownian motion with adhesion). For the case of dichotomous multiplicative noise, the first moment can diverge, indicating that the system is unable to reach a steady state.     

Relaxation of probability characteristics of the brownian motion of a nonlinear oscillator

We consider an oscillator with nonlinear elasticity and nonlinear damping under the action of a Gaussian delta-correlated random force. The oscillator is treated as a Brownian particle in the corresponding potential profile. We analyze the problem using the analytical-numerical method based on solving the chain of differential equations for the statistical moments, which is broken in a certain manner. For the case of nonlinear elasticity, we find the dependence of the relaxation times of the mean values and variances of both the coordinates and velocities on the system parameters and noise intensity. By analogy, the relaxation of the probability characteristics of the oscillation amplitude is studied for a system with nonlinear damping. In both cases, the evolution of the Gaussian or Rayleigh probability distributions is described on the basis of the moment relaxation. Nizhny Novgorod Architectural and Construction University, Nizhny Novgorod, Russia. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 43, No. 4, pp. 468–478, September, 2000.     

Spectral-correlation characteristics of the Brownian motion of inertial particles

An analytical-numerical approach is used for studying the correlation function and spectrum of one-dimensional Brownian motion of real (inertial) particles in the symmetric monomodal potential profile. The method of analysis is based on cumulantless expansions of the moment functions. The obtained results can also be interpreted as the spectral-correlation characteristics of a nonlinear oscillator affected by intense wideband noise. The dependence of the spectral-correlation characteristics of the Brownian motion on the noise intensity, nonlinear rigidity, and viscosity of the medium is obtained. __________ Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 51, No. 1, pp. 82–89, January 2008.     

Time correlation functions and spectral distributions of the duffing oscillator in a random force field

The Brownian motion of the Duffing oscillator is analyzed in the case when the oscillator damping is small compared with its frequency, whereas the nonlinearity may be arbitrary. The expressions for the time-correlation functions of coordinates are obtained in an explicit form. If the nonlinearity is small, the dynamics of the system is shown to be determined by a relation between the frequency straggling due to fluctuations of the amplitude and damping. At large nonlinearity the correlators do not depend on the damping. The frequency dependences of the spectral representations of the correlators of coordinates are investigated for various ratios between the oscillator parameters.     

A general mass law for broadband energy harvesting

It is well known that the power absorbed by a linear oscillator when excited by white noise base acceleration depends only on the mass of the oscillator and the spectral density of the base motion. This places an upper bound on the energy that can be harvested from a linear oscillator under broadband excitation, regardless of the stiffness of the system or the damping factor. It is shown here that the same result applies to any multi-degree-of-freedom nonlinear system that is subjected to white noise base acceleration: for a given spectral density of base motion the total power absorbed is proportional to the total mass of the system. The only restriction to this result is that the internal forces are assumed to be a function of the instantaneous value of the state vector. The result is derived analytically by several different approaches, and numerical results are presented for an example two-degree-of-freedom-system with various combinations of linear and nonlinear damping and stiffness.     

A generalized stochastic liouville equation. Non-Markovian versus memoryless master equations

The interrelation between the well-known non-Markovian master equation and the new memoryless one used in the previous paper is clarified on the basis of damping theory. The latter equation is generalized to include cases in which the Hamiltonian or the Liouvillian is a random function of time, and is written in a form feasible for perturbational analysis. Thus, the existing stochastic theory in which those cases mentioned above are discussed is equipped with a more tractable basic equation. Two problems discussed in the previous paper, i.e., the random frequency modulation of a quantal oscillator and the Brownian motion of a spin, are treated from the viewpoint of the stochastic theory without such explicit consideration of external reservoirs as was taken in the previous paper.     

Higher-order stochastic averaging to study stability of a fractional viscoelastic column

Stochastic stability of a fractional viscoelastic column axially loaded by a wideband random force is investigated by using the method of higher-order stochastic averaging. By modelling the wideband random excitation as Gaussian white noise and real noise and assuming the viscoelastic material to follow the fractional Kelvin–Voigt constitutive relation, the motion of the column is governed by a fractional stochastic differential equation, which is justifiably and uniformly approximated by an averaged system of Itô stochastic differential equations. Analytical expressions are obtained for the moment Lyapunov exponent and the Lyapunov exponent of the fractional system with small damping and weak random fluctuation. The effects of various parameters on the stochastic stability of the system are discussed.     

Non-stationary response of a beam to a moving random force

The non-stationary random vibration of a beam is investigated. The beam is subjected to a random force with constant mean value which is moving with constant speed along the beam. The statistical characteristics of the first and second order for the deflection and bending moment of the beam are computed by using the correlation method. The numerical results of the coefficient of variation of the deflection at beam span mid-point are given for five basic types of convariances of the force (white noise, constant, exponential cosine, exponential, and cosine wave). The effect of the speed of the movement of the force along the beam as well as the effect of the beam damping is investigated in detail. It is concluded that the resulting beam vibration turns out to be a non-stationary process even though the motion considered is that of a stationary random force.     

Application of integral transforms to a description of the Brownian motion by a non-Markovian random process

The one-dimensional Brownian motion and the Brownian motion of a spherical particle in an infinite medium are described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. A harmonic oscillator in a viscous medium is also considered within the framework of the examined model. It is demonstrated that for rheological models, random dynamic processes are also non-Markovian in character. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 2, pp. 66–74, February, 2009.     

分数阶质量涨落谐振子的共振行为

针对黏性介质引起的Brown粒子质量存在随机涨落以及阻尼力对历史速度具有记忆性等问题, 本文首次提出分数阶质量涨落谐振子模型, 以考察黏性介质中Brown粒子的动力学特性. 首先, 将Shapiro-Loginov 公式分数阶化, 使之适用于对含指数关联随机系数的分数阶随机微分方程的求解. 然后, 利用随机平均法和分数阶Shapiro-Loginov公式推导系统稳态响应振幅的解析表达式, 并据此研究系统的共振行为; 最后, 通过仿真实验验证理论结果的可靠性. 研究表明: 1)质量涨落噪声可诱导系统产生随机共振行为; 2)记忆性阻尼力可诱导系统产生参数诱导共振行为; 3)不同参数条件下, 系统表现出单峰共振、双峰共振等多样化的共振形式. 关键词： 黏性介质 质量涨落 阻尼记忆性 分数阶谐振子     

具有质量及频率涨落的欠阻尼线性谐振子的随机共振

以往的研究大多考虑线性谐振子模型受频率涨落噪声的影响, 而当布朗粒子处于具有吸附能力的复杂环境时, 粒子质量也存在随机涨落. 因此, 本文研究具有质量及频率涨落两项噪声的二阶欠阻尼线性谐振子模型的随机共振现象. 利用Shapiro-Loginov公式和Laplace变换, 推导了系统响应一阶稳态矩及稳态响应振幅的解析表达式. 并根据稳态响应振幅的解析表达式, 建立了稳态响应振幅关于质量涨落噪声及频率涨落噪声各自的噪声强度能够诱导随机共振现象产生的充分必要条件. 仿真实验表明, 当系统参数满足本文所给出的充分必要条件要求时, 系统稳态响应振幅关于噪声强度的变化曲线具有明显的共振峰, 即此选定参数组合能够诱导系统产生随机共振现象.     

Resonance response of a single-degree-of-freedom nonlinear vibro-impact system to a narrow-band random parametric excitation

The resonant response of a single-degree-of-freedom nonlinear vibro-impact oscillator with a one-sided barrier to a narrow-band random parametric excitation is investigated. The narrow-band random excitation used here is a bounded random noise. The analysis is based on a special Zhuravlev transformation, which reduces the system to one without impacts, thereby permitting the applications of random averaging over "fast" variables. The averaged equations are solved exactly and an algebraic equation of the amplitude of the response is obtained for the case without random disorder. The methods of linearization and moment are used to obtain the formula of the mean-square amplitude approximately for the case with random disorder. The effects of damping, detuning, restitution factor, nonlinear intensity, frequency and magnitude of random excitations are analysed. The theoretical analyses are verified by numerical results. Theoretical analyses and numerical simulations show that the peak response amplitudes will reduce at large damping or large nonlinear intensity and will increase with large amplitude or frequency of the random excitations. The phenomenon of stochastic jump is observed, that is, the steady-state response of the system will jump from a trivial solution to a large non-trivial one when the amplitude of the random excitation exceeds some threshold value, or will jump from a large non-trivial solution to a trivial one when the intensity of the random disorder of the random excitation exceeds some threshold value.     

Rate of Entropy Production in Stochastic Mechanical Systems

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for which the fluctuation-dissipation theorem applies, i.e., return-to-equilibrium processes. Two separate ways for ensembles of such mechanical systems forced by noise to reach equilibrium are examined here. First, a restorative potential and damping can be applied, leading to a classical return-to-equilibrium process wherein energy taken out by damping can balance the energy going in from the noise. Second, the process evolves on a compact configuration space (such as random walks on spheres, torsion angles in chain molecules, and rotational Brownian motion) lead to long-time solutions that are constant over the configuration space, regardless of whether or not damping and random forcing balance. This is a kind of potential-free equilibrium distribution resulting from topological constraints. Inertial and noninertial (kinematic) systems are considered. These systems can consist of unconstrained particles or more complex systems with constraints, such as rigid-bodies or linkages. These more complicated systems evolve on Lie groups and model phenomena such as rotational Brownian motion and nonholonomic robotic systems. In all cases, it is shown that the rate of entropy production is closely related to the appropriate concept of Fisher information matrix of the probability density defined by the Fokker–Planck equation. Classical results from information theory are then repurposed to provide computable bounds on the rate of entropy production in stochastic mechanical systems.     

Effect of the Noise Correlation Time on the Stationary Current of Brownian Particle in a Spatially Symmetric Periodic Potential

We investigate the noise-induced transport of Brownian particle in a deterministic spatial symmetrical periodic potential driven by colored cross correlation between a multiplicative white noise and an additive white noise. We derive the general formula of the stationary current. Based on numerical computation, we found that directed motion of the Brownian particles can be induced by the correlation time τ of cross correlation between the multiplicative noise and the additive noise and the current reversal and the direction of the current is controlled by the τ.     

Stability of a nonlinear oscillator with random damping

A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be predicted from the analysis of the moments of the linearized equation. In the case of a white noise, an exact formula for the Lyapunov exponent of the system is derived. We then calculate the critical damping for which the nonlinear system becomes unstable. We also characterize the intermittent structure of the bifurcated state above threshold and address the effect of temporal correlations of the noise by considering an Ornstein-Uhlenbeck noise.     

Velocity spectrum for non-Markovian Brownian motion in a periodic potential

Non-Markovian Brownian motion in a periodic potential is studied by means of an electronic analogue simulator. Velocity spectra, the Fourier transforms of velocity autocorrelation functions, are obtained for three types of random force, that is, a white noise, an Ornstein—Uhlenbeck process, and a quasimonochromatic noise. The analogue results are in good agreement both with theoretical ones calculated with the use of a matrix-continued-fraction method, and with the results of digital simulations. An unexpected extra peak in the velocity spectrum is observed for Ornstein-Uhlenbeck noise with large correlation time. The peak is attributed to a slow oscillatory motion of the Brownian particle as it moves back and forth over several lattice spaces. Its relationship to an approximate Langevin equation is discussed.     

Stability analysis of a noise-induced Hopf bifurcation

We study analytically and numerically the noise-induced transition between an absorbing and an oscillatory state in a Duffing oscillator subject to multiplicative, Gaussian white noise. We show in a non-perturbative manner that a stochastic bifurcation occurs when the Lyapunov exponent of the linearised system becomes positive. We deduce from a simple formula for the Lyapunov exponent the phase diagram of the stochastic Duffing oscillator. The behaviour of physical observables, such as the oscillators mean energy, is studied both close to and far from the bifurcation.Received: 8 August 2003, Published online: 19 November 2003PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.) - 05.45.-a Nonlinear dynamics and nonlinear dynamical systems     

Brownian motion in a solitary potential well in a bounded solid structure

The motion of a heavy Brownian particle in a low-dimensional bounded solid structure under the effect of a phonon’s excitation fluctuations is considered. Because of the finiteness of the system, the fluctuation spectrum has zero spectral density at zero frequency. The effect of this kind of noise, which is conditionally called “green” noise, is studied both analytically by using the averaging method and numerically on the basis of predictor-corrector algorithms. The effective potential is introduced, and its form is shown to govern the particle dynamics. Considering a Gaussian potential well (a trap) as an example, it is demonstrated that green noise leads to abrupt phase transitions in the system as a result of very small parameter variations (a catastrophe-type effect). The results are compared with the case of white noise in an unbounded structure. From numerical calculations, it follows that the boundedness of the structure, which changes the noise spectrum, favors a considerable increase in the lifetime of the particle in the trap.