Domains of attraction for multiple limit cycles of coupled van der pol equations by simple cell mapping

One of the most difficult tasks in non-linear analysis is to determine globally various domains of attraction in the state space when there exist more than one asymptotically stable equilibrium states and/or periodic motions. The task is even more demanding if the order of the system is higher than two. In this paper we consider two coupled van der Pol oscillators which admit two asymptotically stable limit cycles. For systems of this kind we show how the method of cell-to-cell mapping can be used to determine the two four-dimensional domains of attraction of the two stable limit cycles in a very effective way. The final results are shown in this paper in the form of a series of graphs which are various two-dimensional sections of the four-dimensional state space.     

两空间耦合下齿轮传动系统多稳态特性研究

通过将系统参数定义为参数变量, 构成参数空间,研究齿轮传动系统在参数空间和状态空间耦合下的非线性全局动力学特性,以及多参数、多初值和多稳态行为之间的关联特性.首先设计了一个两空间耦合下非线性系统多稳态行为的计算和辨识方法.其次,基于该方法并结合相图、Poincaré映射图、分岔图、最大Lyapunov指数、吸引域等,研究齿轮传动系统在不同参数平面上多稳态行为的存在区域和分布特性,以及多稳态行为在状态平面上的分布特性,揭示了参数平面和状态平面上系统可能隐藏的多稳态行为和分岔,并分析了多稳态行为的形成机理. 结果发现,两空间耦合下系统在参数平面上存在大量多稳态行为并呈"带状"分布, 状态平面上多稳态行为出现两种不同的侵蚀现象, 即内部侵蚀和边界侵蚀.分岔点或分岔曲线对初值的敏感性导致多稳态行为的出现.当齿侧间隙和误差波动在较小的范围内变化时,系统全局动力学特性受间隙和误差扰动的影响较小,受啮合频率的影响较大.两空间耦合下系统全局动力学特性变得丰富和复杂.      

A two scaled numerical method for global analysis of high dimensional nonlinear systems

This paper first analyzes the features of two classes of numerical methods for global analysis of nonlinear dynamical systems, which regard state space respectively as continuous and discrete ones. On basis of this understanding it then points out that the previously proposed method of point mapping under cell reference (PMUCR), has laid a frame work for the development of a two scaled numerical method suitable for the global analysis of high dimensional nonlinear systems, which may take the advantages of both classes of single scaled methods but will release the difficulties induced by the disadvantages of them. The basic ideas and main steps of implementation of the two scaled method, namely extended PMUCR, are elaborated. Finally, two examples are presented to demonstrate the capabilities of the proposed method.     

The adjoining cell mapping and its recursive unraveling,part I: Description of adaptive and recursive algorithms

A new type of cell mapping, referred to as an adjoining cell mapping, is developed in this paper for autonomous dynamical systems employing the cellular state space. It is based on an adaptive time integration employed to compute an associated cell mapping for the system. This technique overcomes the problem of determining an appropriate duration of integration time for the simple cell mapping method. Employing the adjoining mapping principle, the first type of algorithm developed here is an adaptive mapping unraveling algorithm to determine equilibria and limit cycles of the dynamical system in a way similar to that of the simple cell mapping. In addition, it is capable of providing useful information regarding the behavior of dynamical systems possessing pathological dynamics and of systems with rapidly changing vector field. The adjoining property inherent in the adjoining cell mapping method, in general, permits development of new recursive algorithms for unraveling dynamics. The required computer memory for a practical implementation of such algorithms is considerably less than that required by the simple cell mapping algorithm since they allow for a recursive partitioning of state space for trajectory analysis. The second type of algorithm developed in this paper is a recursive unraveling algorithm based on adaptive integration and recursive partitioning of state space into blocks of cells with a view toward its practical implementation. It can find equilibria of the system in the same manner as the simple cell mapping method but is more efficient in locating periodic solutions.     

Two-parameter bifurcation analysis of limit cycles of a simplified railway wheelset model

The effect of the nonlinear terms on bifurcation behaviors of limit cycles of a simplified railway wheelset model is investigated. At first, the stable equilibrium state loses its stability via a Hopf bifurcation. The bifurcation curve is divided into a supercritical branch and a subcritical one by a generalized Hopf point, which plays a key role in determining the occurrence of flange contact and derailment of high-speed railway vehicles, and the occurrence of this critical situation is an important decision-making criteria for design parameters. Secondly, bifurcations of limit cycles are discussed by comparing the bifurcation behavior of cycles for two different nonlinear parameters. Unlike local Hopf bifurcation analysis based on a single bifurcation parameter in most papers, global bifurcation analysis of limit cycles based on two bifurcation parameters is investigated, simultaneously. It is shown that changing nonlinear parameter terms can affect bifurcation types of cycles and division of parameter domains. In particular, near the branch points of cycles, two symmetrical limit cycles are created by a pitchfork bifurcation and then two symmetrical cycles both undergo a period-doubling bifurcation to form two stable period-two cycles. Around the resonant points, period orbits can make several turns, whose number of turns corresponds to the ratio of resonance. Thirdly, near the Neimark–Sacker bifurcation of cycles, a stable torus is created by a supercritical Neimark–Sacker bifurcation, which shows that the orbit of the model exhibits modulated oscillations with two frequencies near the limit cycle. These results demonstrate that nonlinear parameter terms can produce very complex global bifurcation phenomena and make obvious effects on possible hunting motions even though a simple railway wheelset model is concerned.

     

Characteristics of singular entities of simple cell mappings

The method of cell-to-cell mapping has the potential to be a very effective and general method of global analysis for strongly non-linear systems. However, simple cell mappings being integer mappings, most of the classical methods of analysis based upon continuity and differentiability of the mapping are no longer applicable and, therefore, new notions need be introduced. In [6] the concept of singular multiplets is introduced for the cell functions associated with the cell mappings. In this paper we study the characteristics of these singular entities by examining the mapping properties of the cells in the singular entities and in their neighborhoods. The key tool used in classifying the mapping properties is the limit set of the mapping process of a cell. The work represents a continuing effort to develop the method of cell-to-cell mapping as a tool of global analysis and to provide the method with a sound and appropriate structure.     

Perturbation methods for nonlinear autonomous discrete-time dynamical systems

Two perturbation methods for nonlinear autonomous discrete-time dynamical systems are presented. They generalize the classical Lindstedt-Poincaré and multiple scale perturbation methods that are valid for continuous-time systems. The Lindstedt-Poincaré method allows determination of the periodic or almost-periodic orbits of the nonlinear system (limit cycles), while the multiple scale method also permits analysis of the transient state and the stability of the limit cycles. An application to the discrete Van der Pol equation is also presented, for which the asymptotic solution is shown to be in excellent agreement with the exact (numerical) solution. It is demonstrated that, when the sampling step tends to zero the asymptotic transient and steady-state discrete-time solutions correctly tend to the asymptotic continuous-time solutions.     

迭代图胞映射方法的快速生成实现

在迭代图胞映射方法的框架下,基于摄动微分多项式的思想讨论了常微分方程的快速求解,将所得结果与迭代图胞映射方法有机结合,有效地解决了迭代图胞映射动力系统的快速生成问题,克服了微分方程动力系统生成迭代图胞映射系统过程中耗时较多、效率低下的不足,大大提高了计算效率。通过对典型非线性系统——杜芬方程的应用分析,证实了该方法的有...     

The adjoining cell mapping and its recursive unraveling,part II: Application to selected problems

Several applications of the adjoining cell mapping technique are provided here by employing the adaptive mapping unraveling algorithm to analyze smooth and pathological autonomous dynamical systems. The performance of an implementation of recursive unraveling algorithm is also illustrated regarding its low memory requirements for computational purposes when compared with the simple cell mapping method. The applications considered here illustrate the effectiveness of the adjoining cell mapping technique in its ability to determine limit cycles and to unravel nonstandard dynamics. The advantages of this new technique of global analysis over the simple cell mapping method are discussed.     

全局分析的广义胞映射图论方法

应用广义胞映射理论的离散连续状态空间为胞状态空间的基本概念,依循Ｈｓｕ的将偏序集和图论理论引入广义胞映射的思想,以集论和图论理论为基础,提出了进行非线性动力系统全局分析的广义胞映射图论方法．在胞状态空间上,定义二元关系,建立了广义胞映射动力系统与图的对应关系,给出了自循环胞集和永久自循环胞集存在判别定理的证明,这样可借助国论的理论和算法来确定动力系统的全局性质．应用图的压缩方法,对所有的自循环胞集压缩后,在全局瞬态分析计算中瞬态胞的总数目得到有效地减少,并能借助于图的算法有效地实现全局瞬态的拓扑排序．在整个定性性质的分析计算中,仅采用布尔运算．     

含非线性摩擦系数的单自由度颤振系统全局动力学行为数值研究

摩擦系数模型取更具普适性的Stribeck非线性模型,基于事件驱动理论,利用C与Matlab联合仿真的方法开发了干摩擦颤振问题的快速求解程序。给出改进的胞映射算法,对含非线性摩擦的单自由度摩擦颤振系统的演化过程及其全局性态进行数值分析和研究,得到系统在任意的初始状态下的响应特性、系统收敛域的数值计算分析结果。分析结果表...     

两级悬浮EMS型磁悬浮控制系统的非线性动力学特性

在考虑二级悬浮弹簧的非线性特性的基础上，建立了两级悬浮EMS型磁悬浮控制系统的非线性动力学模型，给出了控制参数G1，G2的稳定性条件，进一步讨论了该磁悬浮系统在外界激励下的分叉行为及混沌动力特性，并利用Poincare映射，功率谱分析及最大Lyapunov指数等混沌运动的统计特征描述了该状态下控制系统的混沌运动特性。     

Nonlinear dynamical magnetosonic wave interactions and collisions in magnetized plasma

The one-dimensional nonlinear dynamical wave interactions in a system of quasineutral two-fluid plasma in a constant magnetic field are investigated.The existence of the travelling wave solutions is discussed.The modulation stability of linear waves and the modulation instability of weakly nonlinear waves are presented.Both suggest that the Korteweg-de Vries(KdV) system is modulationally stable.Besides,the wave interactions including the periodic wave interaction and the solitary wave interaction are captured and presented.It is shown that these interacting waves alternately exchange their energy during propagation.The Fourier spectrum analysis is used to depict the energy transformation between the primary and harmonic waves.It is known that the wave interactions in magnetized plasma play an important role in various processes of heating and energy transportation in space and astrophysical plasma.However,few researchers have considered such magnetohydrodynamic(MHD) wave interactions in plasma.It is expected that this work can provide additional insight into understanding of behaviors of MHD wave interactions.     

双状态切换下BVP振子的复杂行为分析

非线性切换系统具有广泛的工程背景,而传统的非线性理论不能直接用来解决其中的问题,因而成为当前国内外热点和前沿课题之一. 目前相关工作大都是围绕固定时间或单状态切换开展的,而实际工程系统大都属于多状态切换问题,同时多状态切换涉及到更为丰富的动力学行为. 本文基于两广义BVP 振子,通过引入双向切换开关,构建了双状态切换下的非线性动力学模型,进而研究状态切换导致的各种运动模式及其相应的产生机制. 应用非光滑系统的Poincaré映射理论,推导了双状态切换下的Lyapunov 指数的计算公式,结合子系统的分岔分析,得到了切换系统随分岔参数变化的动力学演化过程及其相应的最大Lyapunov 指数的变化情况. 得到了双状态切换条件下系统存在着各种形式的振荡行为,分析了诸如周期突变等现象及通往混沌的倍周期分岔道路,揭示了不同运动模式的产生机制及倍周期序列的本质. 与固定时间切换和单状态切换系统不同,双临界状态切换系统存在着更为丰富的非线性现象,其主要原因在于双状态切换会产生更多的切换点,且切换点的位置更加多变. 同时切换系统的倍周期分岔序列与光滑系统中的倍周期分岔序列不同,切换系统的倍周期分岔序列只对应于切换点数目的成倍增加,而其相应的周期一般不对应于严格的周期倍化过程.      

Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.     

A Perturbation Method for Nonlinear Two-Dimensional Maps

A new perturbation method for a weakly nonlinear two-dimensional discrete-time dynamical system is presented. The proposed technique generalizes the asymptotic perturbation method that is valid for continuous-time systems and detects periodic or almost-periodic orbits and their stability. Two equations for the amplitude and the phase of solutions are derived and their fixed points correspond to limit cycles for the starting nonlinear map. The method is applied to various nonlinear (autonomous or not) two-dimensional maps. For the autonomous maps we derive the conditions for the appearance of a supercritical Hopf bifurcation and predict the characteristics of the corresponding limit cycle. For the nonautonomous maps we show amplitude-response and frequency-response curves. Under appropriate conditions, we demonstrate the occurrence of saddle-node bifurcations of cycles and of jumps and hysteresis effects in the system response (cusp catastrophe). Modulated motion can be observed for very low values of the external excitation and an infinite-period bifurcation occurs if the external excitation increases. Analytic approximate solutions are in good agreement with numerically obtained solutions.     

The complicated bifurcation of an archetypal self-excited SD oscillator with dry friction

In this paper, we investigate the local and global bifurcation behaviors of an archetypal self-excited smooth and discontinuous oscillator driven by moving belt friction. The belt friction is described in the sense of Stribeck characteristic to formulate the mathematical model of the proposed system. For such a friction characteristic, the complicated bifurcation behaviors of the system are discussed. The bifurcation of the multiple sliding segments for this self-excited system is exhibited by analytically exploring the collision of tangent points. The Hopf bifurcation of this self-excited system with viscous damping is analyzed by making the examination of the eigenvalues at the steady state and discussing the stability of the limit cycles. The bifurcation diagrams and the corresponding phase portraits are depicted to demonstrate the complicated dynamical behaviors of double tangency bifurcation, the bifurcation of sliding homoclinic orbit to a saddle, subcritical Hopf bifurcation and grazing bifurcation for this system.     

On the existence of heteroclinic cycles in some class of 3-dimensional piecewise affine systems with two switching planes

Since complicated dynamical behavior can occur easily near homoclinic trajectory or heteroclinic cycle in dynamical systems with dimension not less than three, this paper investigates the existence of heteroclinic cycles in some class of 3-dimensional three-zone piecewise affine systems with two switching planes. Based on the exact determination of the stable manifold, unstable manifold and analytic solution, a rigorous analytic methodology of designing chaos generators is proposed, which may be of potential applications to chaos secure communication. Furthermore, we obtain three sufficient conditions for the existence of a single or two heteroclinic cycles in three different cases. Finally, some examples are given to illustrate our theoretical results.     

Stochastic Optimal Control of Nonlinear Systems via Short-Time Gaussian Approximation and Cell Mapping

A novel strategy to obtain global solutions of stochasticoptimal control problems with fixed state terminal conditions and controlbounds is proposed in this paper. The solution is global in the sense that theoptimal control solutions for all the initial conditions in a region of thestate space are obtained. The method makes use of Bellman's principle ofoptimality, the cumulant neglect closure method and the short-time Gaussianapproximation. A Markov chain with a control dependent transition probabilitymatrix is built using the generalized cell mapping method. This allows toevaluate the transient and steady state response of the controlled system. Themethod is applied to several linear and nonlinear systems leading to excellentcontrol performances.     

一类分段光滑非线性平面运动系统响应特性研究

针对由一个线性子系统和一个非线性子系统构成的两自由度非自治分段光滑非线性平面运动系统的响应特性开展了研究. 该分段光滑非线性模型可用来确定对称转子/定子系统的主要碰摩响应, 且在反映非光滑系统典型特性上具有明显的特征:(1) 切换分界面是由两自由度坐标共同决定的一个幅值曲面;(2) 子系统周期解与分界面的擦碰, 不是发生在一个点上, 而是同时发生在解的所有点上;(3) 完整系统未发现由两子系统共同作用而产生的周期解. 因此, 对于该非光滑系统响应特性的研究, 很难直接利用目前有关非光滑系统平衡点和周期解分岔分析的方法. 为此, 尝试了根据子系统的响应特性, 划分出完整系统响应对分界面处切换的敏感区和非敏感区, 并针对非敏感区可由子系统解的特性求得完整系统的响应, 而针对敏感区通过子系统动力学特征的分析有助于解释完整系统响应的生成机制.