Pullback Attractors for Stochastic Young Differential Delay Equations

We study the asymptotic dynamics of stochastic Young differential delay equations under the regular assumptions on Lipschitz continuity of the coefficient functions. Our main results show that, if there is a linear part in the drift term which has no delay factor and has eigenvalues of negative real parts, then the generated random dynamical system possesses a random pullback attractor provided that the Lipschitz coefficients of the remaining parts are small.

     

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.     

Periodic Solutions of Delay Differential Equations with a Small Parameter: Existence,Stability and Asymptotic Expansion

We consider a scalar delay differential equation with a small parameter, and employ Walthers method to obtain a result on the existence and stability of a slowly oscillatory periodic solution that represents a refinement of the estimate for the Lipschitz constant of a returning map. We also develop a matching method and obtain asymptotic expansions of the slowly oscillatory periodic solution and its minimal period.Dedicated to Professor Shui-Nee Chow on the occasion of his 60th birthdayAMS subject classifications: 34K15; 34K20; 34C25.     

Stationary random waves propagation in 3D viscoelastic stratified solid

Propagation of stationary random waves in viscoelastic stratified transverse isotropic materials is investigated. The solid was considered multi-layered and located above the bedrock, which was assumed to be much stiffer than the soil, and the power spectrum density of the stationary random excitation was given at the bedrock. The governing differential equations are derived in frequency and wave-number domains and only a set of ordinary differential equations ( ODEs) must be solved. The precise integration algorithm of two-point boundary value problem was applied to solve the ODEs. Thereafter, the recently developed pseudo-excitation method for structural random vibration is extended to the solution of the stratified solid responses.     

Asymptotic Stability of a Stationary Solution to a Thermal Hydrodynamic Model for Semiconductors

The present paper concerns the existence and the asymptotic stability of a stationary solution to the initial boundary value problem for a one-dimensional heat-conductive hydrodynamic model for semiconductors. It is important to analyze thermal influence on the motion of electrons in semiconductor device to improve the reliability of devices by handling a hot carrier problem. We show the unique existence of the stationary solution satisfying a subsonic condition by using the Leray–Schauder and the Schauder fixed-point theorems. Then the asymptotic stability of the stationary solution is proved by deriving the a priori estimate uniformly in time. Here an energy form plays an essential role. We also prove that the solution converges to the stationary solution exponentially fast as time tends to infinity.     

Stationary and non-stationary probability density function for non-linear oscillators

A method for the evaluation of the stationary and non-stationary probability density function of non-linear oscillators subjected to random input is presented. The method requires the approximation of the probability density function of the response in terms of C-type Gram-Charlier series expansion. By applying the weighted residual method, the Fokker-Planck equation is reduced to a system of non-linear first order ordinary differential equations, where the unknowns are the coefficients of the series expansion. Furthermore, the relationships between the A-type and C-type Gram-Charlier series coefficient are derived.     

Global qualitative analysis of new Monod type chemostat model with delayed growth response and pulsed input in polluted environment

In this paper, we consider a new Monod type chemostat model with time delay and impulsive input concentration of the nutrient in a polluted environment. Using the discrete dynamical system determined by the stroboscopic map, we obtain a ＂microorganism-extinction＂ periodic solution. Further, we establish the sufficient conditions for the global attractivity of the microorganism-extinction periodic solution. Using new computational techniques for impulsive and delayed differential equation, we prove that the system is permanent under appropriate conditions. Our results show that time delay is ＂profitless＂.     

Delay effects in shimmy dynamics of wheels with stretched string-like tyres

The dynamics of wheel shimmy is studied when the self-excited vibrations are related to the elasticity of the tyre. The tyre is described by a classical stretched string model, so the tyre-ground contact patch is approximated by a contact line. The lateral deformation of this line is given via a nonholonomic constraint, namely, the contact points stick to the ground, i.e., they have zero velocities. The mathematical form of this constraint is a partial differential equation (PDE) with boundary conditions provided by the relaxation of deformation outside the contact region. This PDE is coupled to an integro-differential equation (IDE), which governs the lateral motion of the wheel. Although the conventional stationary creep force idea is not used here, the coupled PDE-IDE system can still be handled analytically. It can be rewritten as a delay differential equation (DDE) by assuming travelling wave solutions for the deformation of the contact line. This DDE expresses the intrinsic memory effect of the elastic tyre. The linear stability charts and the corresponding numerical simulations of the nonlinear system reveal periodic and quasi-periodic self-excited oscillations that are also confirmed by simple laboratory experiments. The observed quasi-periodic vibrations cannot be explained in single degree-of-freedom wheel models subject to a creep force.     

Stochastic finite element analysis of non-linear plane trusses

—This study considers the responses of geometrically and materially non-linear plane trusses under random excitations. The stress-strain law in the inelastic range is based on an explicit differential equation model. After a total Lagrangian finite element discretization, the nodal displacements satisfy a system of stochastic non-linear ordinary differential equations with right-hand-sides given by random functions of time. The exact solution of the above stochastic differential equation is generally difficult to obtain. To seek an approximate solution with good accuracy and reasonable computational effort, the stochastic linearization method is used to find the first and second statistical moments (i.e. the mean vector and the one-time covariance matrix) of the nodal displacements. Results of simple structures under Gaussian white-noise excitation indicate that the proposed method has good accuracy (generally underestimates the r.m.s. stationary response by 5–14%) and requires only a small fraction of the computation time of the time-history Monte-Carlo method.     

Existence of Stationary Supersonic Flows Past a Pointed Body

In this paper we study the mathematical aspects of the stationary supersonic flow past a non-axisymmetric curved pointed body. The flow is described by a steady potential flow equation, which is a quasilinear hyperbolic equation of second order. We prove the local existence of the solution to this problem with a pointed shock attached at the tip of the pointed body, provided the pointed body is a perturbation of a circular cone, and the vertex angle of the approximate cone of the pointed body is less than a critical value. The solution is smooth in between the shock and the surface of the body. Consequently, such a structure of flow near the tip of the pointed body and its stability is verified mathematically. Accepted October 13, 2000?Published online January 22, 2001     

Gauss白噪声外激下Rayleigh振子的平稳响应与首次穿越

研究了Rayleigh振子在Gauss白噪声外激下的平稳响应和首次穿越。首先利用随机平均法给出了系统随机平均It^o微分方程,对平均方程的稳态概率密度做了数值分析;然后建立了条件可靠性函数的后向Kolmogorov方程及首次穿越时间条件矩的Pontragin方程;最后对三组不同的参数值分析了首次穿越的概率统计特性。     

A singular perturbation analysis with applications to delay differential equations

We prove an approximation result for the solutions of a singularly perturbed, nonautonomous ordinary differential equation which has interesting applications to problems in higher dimensions. Here our result is applied to a singularly perturbed, delay differential equation with state dependent time-lags (i.e., aninfinite dimensional problem). We find a new dynamical system (also in infinite dimensions), which describes, in a certain sense, the dynamics of our delay equations for very small values of the singular parameter.     

Delay Model for a Cycling Transport Through Porous Medium

A solute transport through a porous medium is examined provided that the fluid leaving the porous sample returns back in a continuous way. The porous medium is thus included into a closed hydrodynamic circuit. This cycling process is suggested as an experimental tool to determine porous medium parameters describing transport. In the present paper the mathematical theory of this method is developed. For the advective type of transport with solute retention and degradation in porous medium, the system of transport equations in a closed circuit is transformed to a delay differential equation. The exact analytical solution to this equation is obtained. The solute concentration manifests both the oscillatory and monotonous behaviors depending on system parameters. The number of oscillation splashes is shown to be always finite. The maximum/minimum points are determined as solutions of a polynomial equation whose degree depends on the unknown solution itself. The cyclic methods to determine porous medium parameters as porosity and retention rate are developed.     

控制存在延时的建筑结构地震作用下的最优控制方法

直接从时滞微分方程进行控制律设计,对控制存在延时的建筑结构在地震作用下的最优控制方法进行了研究。在控制时滞量为采样周期的整数倍和非整数倍的两种情况下,通过采用零阶保持器,将包含时滞的连续系统转化为形式上不包含时滞的标准离散线性系统,然后进行控制律的设计。所得出的控制律表达式中,除了含有当前的状态反馈外,还包含有前若干步控制项的线形组合。最后对某三自由度结构模型进行了仿真计算,结果表明,延时对控制效果有较大的影响,延时并非愈短愈好。     

Response of quasi-integrable Hamiltonian systems with delayed feedback bang–bang control

The response of quasi-integrable Hamiltonian systems with delayed feedback bang–bang control subject to Gaussian white noise excitation is studied by using the stochastic averaging method. First, a quasi-Hamiltonian system with delayed feedback bang–bang control subjected to Gaussian white noise excitation is formulated and transformed into the Itô stochastic differential equations for quasi-integrable Hamiltonian system with feedback bang–bang control without time delay. Then the averaged Itô stochastic differential equations for the later system are derived by using the stochastic averaging method for quasi-integrable Hamiltonian systems and the stationary solution of the averaged Fokker–Plank–Kolmogorov (FPK) equation associated with the averaged Itô equations is obtained for both nonresonant and resonant cases. Finally, two examples are worked out in detail to illustrate the application and effectiveness of the proposed method and the effect of time delayed feedback bang–bang control on the response of the systems.     

Stationary Solutions for Stochastic Differential Equations Driven by Lévy Processes

In the paper, stationary solutions of stochastic differential equations driven by Lévy processes are considered. And the existence of these stationary solutions follows from the theory of random dynamical systems and their attractors. Moreover, under a one-sided Lipschitz continuity condition and a temperedness condition, Itô and Marcus stochastic differential equations driven by Lévy processes are proved to have stationary solutions. Besides, continuous dependence of stationary solutions on drift coefficients of these equations is presented.     

Periodic Delay Effects on Cutting Dynamics

We consider a delay equation whose delay is perturbed by a small periodic fluctuation. In particular, it is assumed that the delay equation exhibits a Hopf bifurcation when its delay is unperturbed. The periodically perturbed system exhibits more delicate bifurcations than a Hopf bifurcation. We show that these bifurcations are well explained by the Bogdanov-Takens bifurcation when the ratio between the frequencies of the periodic solution of the unperturbed system (Hopf bifurcation) and the external periodic perturbation is 1:2. Our analysis is based on center manifold reduction theory.     

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.     

考虑时滞的主动悬架系统控制策略对比研究全文替换

本文以二自由度四分之一汽车悬架系统为研究对象,采用不同控制策略对考虑时滞的悬架系统控制特性进行研究,并对控制效果进行对比分析．首先,采用第二类拉氏方程建立考虑时滞的二自由度悬架控制系统的动力学模型;然后分别基于状态变换法和H_∞控制理论,设计系统的时滞反馈控制律．其中状态变换法主要通过系统状态变量的转换,将系统时滞控制方程转换成不显含时滞的动力学方程,然后采用传统的二次型最优控制方法对系统进行控制．H_∞控制主要通过使用Lyapunov-Krasovskii泛函和自由权矩阵法,设计考虑时滞的H_∞控制律;最后在Matlab/Simulink平台上对控制系统进行仿真分析,并在相同时滞下对两种控制结果进行对比．研究表明,两种控制策略在考虑时滞的情况下均可保证系统的稳定性,且H_∞控制相比于状态变换法有更好的控制效果．