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 response of vibro-impact Duffing oscillators under external and parametric Gaussian white noises

This study presents a solution procedure for the stationary probability density function (PDF) of the response of vibro-impact Duffing oscillators under external and parametric Gaussian white noises. First the Zhuravlev non-smooth coordinate transformation is adopted to convert a vibro-impact oscillator into an oscillator without barriers. The stationary PDF of the converted oscillator is governed by the Fokker–Planck (FP) equation. The FP equation is solved by the exponential-polynomial closure (EPC) method. Illustrative examples are presented with vibro-impact Duffing oscillators under external and parametric Gaussian white noises to show the effectiveness of the solution procedure. The parametric excitation is acting in displacement and the constraint is a unilateral zero-offset barrier. The restitution coefficient of impacts is taken as 0.90. Comparison with the simulated results shows that the proposed solution procedure can provide good approximate PDFs for displacement and velocity although a little difference exists in the tail of these PDFs. This difference may be due to the weak approximation on the response of the vibro-impact oscillators using a continuous Markov process when the restitution coefficient is not very close to unity.     

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.     

A new method based on the harmonic balance method for nonlinear oscillators

The harmonic balance (HB) method as an analytical approach is widely used for nonlinear oscillators, in which the initial conditions are generally simplified by setting velocity or displacement to be zero. Based on HB, we establish a new theory to address nonlinear conservative systems with arbitrary initial conditions, and deduce a set of over-determined algebraic equations. Since these deduced algebraic equations are not solved directly, a minimization problem is constructed instead and an iterative algorithm is employed to seek the minimization point. Taking Duffing and Duffing-harmonic equations as numerical examples, we find that these attained solutions are not only with high degree of accuracy, but also uniformly valid in the whole solution domain.     

Study of Nonlinear Models of Oscillatory Systems by Applying an Intelligent Computational Technique

In this paper, we have analyzed the mathematical model of various nonlinear oscillators arising in different fields of engineering. Further, approximate solutions for different variations in oscillators are studied by using feedforward neural networks (NNs) based on the backpropagated Levenberg–Marquardt algorithm (BLMA). A data set for different problem scenarios for the supervised learning of BLMA has been generated by the Runge–Kutta method of order 4 (RK-4) with the “NDSolve” package in Mathematica. The worth of the approximate solution by NN-BLMA is attained by employing the processing of testing, training, and validation of the reference data set. For each model, convergence analysis, error histograms, regression analysis, and curve fitting are considered to study the robustness and accuracy of the design scheme.     

High-order subharmonic parametric resonance of nonlinearly coupled micromechanical oscillators

This paper studies parametric resonance of coupled micromechanical oscillators under periodically varying nonlinear coupling forces. Different from most of previous related works in which the periodically varying coupling forces between adjacent oscillators are linearized, our work focuses on new physical phenomena caused by the periodically varying nonlinear coupling. Harmonic balance method (HBM) combined with Newton iteration method is employed to find steady-state periodic solutions. Similar to linearly coupled oscillators studied previously, the present model predicts superharmonic parametric resonance and the lower-order subharmonic parametric resonance. On the other hand, the present analysis shows that periodically varying nonlinear coupling considered in the present model does lead to the appearance of high-order subharmonic parametric resonance when the external excitation frequency is a multiple or nearly a multiple (≥3) of one of the natural frequencies of the oscillator system. This remarkable new phenomenon does not appear in the linearly coupled micromechanical oscillators studied previously, and makes the range of exciting resonance frequencies expanded to infinity. In addition, the effect of a linear damping on parametric resonance is studied in detail, and the conditions for the occurrence of the high-order subharmonics with a linear damping are discussed.     

Application of He's parameter-expansion method for oscillators with smooth odd nonlinearities

This Letter applies He's parameter-expansion method to oscillators with smooth nonlinearities. The method does not depend upon small parameter assumption, hence it is very better than the perturbation method. In parameter-expansion method the solution and unknown frequency of oscillation are expanded in a series by a bookkeeping parameter. By imposing the non-secularity condition at each order in the expansion the method provides different approximations to both the solution and the frequency of oscillation. One iteration step provides an approximate solution which is valid for the whole solution domain. The method can be easily extended to other nonlinear oscillations.     

Transient analysis of nonlinear Euler–Bernoulli micro-beam with thermoelastic damping,via nonlinear normal modes

In this paper an Euler–Bernoulli model has been used for vibration analysis of micro-beams with large transverse deflection. Thermoelastic damping is considered to be the dominant damping mechanism and introduced as imaginary stiffness into the equation of motion by evaluating temperature profile as a function of lateral displacement. The obtained equation of motion is analyzed in the case of pure single mode motion by two methods; nonlinear normal mode theory and the Galerkin procedure. In contrast with the Galerkin procedure, nonlinear normal mode analysis introduces a nonconventional nonlinear damping term in modal oscillator which results in strong damping in case of large amplitude vibrations. Evaluated modal oscillators are solved using harmonic balance method and tackling damping terms introduced as an imaginary stiffness is discussed. It has been shown also that nonlinear modal analysis of micro-beam with thermoelastic damping predicts parameters such as inverse quality factor, and frequency shift, to have an extrema point at certain amplitude during transient response due to the mentioned nonlinear damping term; and the effect of system?s characteristics on this critical amplitude has also been discussed.     

Phase reduction approach to synchronisation of nonlinear oscillators

Systems of dynamical elements exhibiting spontaneous rhythms are found in various fields of science and engineering, including physics, chemistry, biology, physiology, and mechanical and electrical engineering. Such dynamical elements are often modelled as nonlinear limit-cycle oscillators. In this article, we briefly review phase reduction theory, which is a simple and powerful method for analysing the synchronisation properties of limit-cycle oscillators exhibiting rhythmic dynamics. Through phase reduction theory, we can systematically simplify the nonlinear multi-dimensional differential equations describing a limit-cycle oscillator to a one-dimensional phase equation, which is much easier to analyse. Classical applications of this theory, i.e. the phase locking of an oscillator to a periodic external forcing and the mutual synchronisation of interacting oscillators, are explained. Further, more recent applications of this theory to the synchronisation of non-interacting oscillators induced by common noise and the dynamics of coupled oscillators on complex networks are discussed. We also comment on some recent advances in phase reduction theory for noise-driven oscillators and rhythmic spatiotemporal patterns.     

Generating finite dimensional integrable nonlinear dynamical systems

In this article, we present a brief overview of some of the recent progress made in identifying and generating finite dimensional integrable nonlinear dynamical systems, exhibiting interesting oscillatory and other solution properties, including quantum aspects. Particularly we concentrate on Lienard type nonlinear oscillators and their generalizations and coupled versions. Specific systems include Mathews-Lakshmanan oscillators, modified Emden equations, isochronous oscillators and generalizations. Nonstandard Lagrangian and Hamiltonian formulations of some of these systems are also briefly touched upon. Nonlocal transformations and linearization aspects are also discussed.     

New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection–reaction equation. By using a Fourier–Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.     

On the nonlocal symmetries of certain nonlinear oscillators and their general solution

In this Letter we establish the integrability of two nonlinear oscillators through group theoretical method. We utilize the algorithm given in [M.L. Gandarias, M.S. Bruzon, J. Nonlinear Math. Phys. 18 (2011) 123] and construct nonlocal symmetries for these two oscillators. From the knowledge of the latter we derive first integral and general solution for these two nonlinear nonpolynomial oscillator equations.     

耦合相振子系统同步的序参量理论

节律行为,即系统行为呈现随时间的周期变化,在我们的周围随处可见.不同节律之间可以通过相互影响、相互作用产生自组织,其中同步是最典型、最直接的有序行为,它也是非线性波、斑图、集群行为等的物理内在机制.不同的节律可以用具有不同频率的振子(极限环)来刻画,它们之间的同步可以用耦合极限环系统的动力学来加以研究.微观动力学表明,随着耦合强度增强,振子同步伴随着动力学状态空间降维到一个低维子空间,该空间由序参量来描述.序参量的涌现及其所描述的宏观动力学行为可借助于协同学与流形理论等降维思想来进行.本文从统计物理学的角度讨论了耦合振子系统序参量涌现的几种降维方案,并对它们进行了对比分析.序参量理论可有效应用于耦合振子系统的同步自组织与相变现象的分析,通过进一步研究序参量的动力学及其分岔行为,可以对复杂系统的涌现动力学有更为深刻的理解.     

Double-Parameter Solutions of Projective Riccati Equations and Their Applications

The purpose of the present paper is twofold. First, the projective Riccati equations （PREs for short） are resolved by means of a linearized theorem, which was known in the literature. Based on the signs and values of coeffcients of PREs, the solutions with two arbitrary parameters of PREs can be expressed by the hyperbolic functions, the trigonometric functions, and the rational functions respectively, at the same time the relation between the components of each solution to PREs is also implemented. Second, more new travelling wave solutions for some nonlinear PDEs, such as the Burgers equation, the mKdV equation, the NLS^＋ equation, new Hamilton amplitude equation, and so on, are obtained by using Sub-ODE method, in which PREs are taken as the Sub-ODEs. The key idea of this method is that the travelling wave solutions of nonlinear PDE can be expressed by a polynomial in two variables, which are the components of each solution to PREs, provided that the homogeneous balance between the higher order derivatives and nonlinear terms in the equation is considered.     

Stability analysis of plane wave solutions of the discrete ginzburg-landau equation

The discrete Ginzburg-Landau model for a family of oscillators linearly coupled with their first neighbors is studied. The full linear stability analysis of the nonlinear plane wave solutions is performed by considering both the wave number (k) of the basic states and the wave number (q) of the perturbations as free parameters. In particular, it is shown that nonlinear plane waves can be destabilized not only by long (q-->0) or short (q=pi) wave perturbations, but also by intermediate wave numbers (0相似文献   

Random dynamics of a nonlinear spur gear pair in probabilistic domain

This paper investigates the response of a spur gear pair subjected to both deterministic and random loads. Backlash nonlinearity and time-varying mesh stiffness in gear systems are considered in the model. Path integration is adopted to capture the random response in probabilistic domain. In the path integration algorithm, the transition probability density function (PDF) within a short time interval is assumed as Gaussian. Then the mean and variance of the responses are calculated and expressed as closed forms for two different cases in gear systems, which are further used to construct the transition PDF. The simulation results are compared with that from Monte Carlo (MC) simulation and deterministic numerical integration. Good agreements are shown between these results. In addition, the multi-solutions feature characterizing the nonlinear gear system is also captured.     

Time-dependent generalized polynomial chaos

Generalized polynomial chaos (gPC) has non-uniform convergence and tends to break down for long-time integration. The reason is that the probability density distribution (PDF) of the solution evolves as a function of time. The set of orthogonal polynomials associated with the initial distribution will therefore not be optimal at later times, thus causing the reduced efficiency of the method for long-time integration. Adaptation of the set of orthogonal polynomials with respect to the changing PDF removes the error with respect to long-time integration. In this method new stochastic variables and orthogonal polynomials are constructed as time progresses. In the new stochastic variable the solution can be represented exactly by linear functions. This allows the method to use only low order polynomial approximations with high accuracy. The method is illustrated with a simple decay model for which an analytic solution is available and subsequently applied to the three mode Kraichnan–Orszag problem with favorable results.     

Elliptic solution for two nonlinear interacting oscillators

Bykovskij and Inozemtsev have obtained the exact solution for two nonlinear oscillators with a certain type of interaction. Here more general cases are considered, and exact solutions have been obtained.     

Linearizability conditions for the Rayleigh-like oscillators

In this work we consider a family of nonlinear oscillators that is cubic with respect to the first derivative. Particular members of this family of equations often appear in numerous applications. We solve the linearization problem for this family of equations, where as equivalence transformations we use generalized nonlocal transformations. We explicitly find correlations on the coefficients of the considered family of equations that give the necessary and sufficient conditions for linearizability. We also demonstrate that each linearizable equation from the considered family admits an autonomous Liouvillian first integral, that is Liouvillian integrable. Furthermore, we demonstrate that linearizable equations from the considered family does not possess limit cycles. Finally, we illustrate our results by two new examples of the Liouvillian integrable nonlinear oscillators, namely by the Rayleigh–Duffing oscillator and the generalized Duffing–Van der Pol oscillator.