Stability Analysis of an Inverted Pendulum Subjected to Combined High Frequency Harmonics and Stochastic Excitations

Stability of vertical upright position of an inverted pendulum with its suspension point subjected to high frequency harmonics and stochastic excitations is investigated. Two classes of excitations, i.e., combined high frequency harmonic excitation and Gaussian white noise excitation, and high frequency bounded noise excitation, respectively, are considered. Firstly, the terms of high frequency harmonic excitations in the equation of motion of the system can be set equivalent to nonlinear stiffness terms by using the method of direct separation of motions. Then the stochastic averaging method of energy envelope is used to derive the averaged Ito stochastic differential equation for system energy. Finally, the stability with probability 1 of the system is studied by using the largest Lyapunov exponent obtained from the averaged Ito stochastic differential equation. The effects of system parameters on the stability of the system are discussed, and some examples are given to illustrate the efficiency of the proposed procedure.     

Energy diffusion controlled reaction rate in dissipative Hamiltonian systems

In this paper the energy diffusion controlled reaction rate in dissipative Hamiltonian systems is investigated by using the stochastic averaging method for quasi Hamiltonian systems. The boundary value problem of mean first-passage time (MFPT) of averaged system is formulated and the energy diffusion controlled reaction rate is obtained as the inverse of MFPT. The energy diffusion controlled reaction rate in the classical Kramers bistable potential and in a two-dimensional bistable potential with a heat bath are obtained by using the proposed approach respectively. The obtained results are then compared with those from Monte Carlo simulation of original systems and from the classical Kramers theory. It is shown that the reaction rate obtained by using the proposed approach agrees well with that from Monte Carlo simulation and is more accurate than the classical Kramers rate.     

Mean First-Passage Time in a Bistable Kinetic Model with Stochastic Potentials

The transient properties of a bistable system with the stochastic potentials are investigated. The explicit expressions of the mean first-passage time (MFPT) are obtained by using a steepest-descent approximation. The results show that the MFPT of the system increases with the amplitude Δ of the stochastic potential, decreases with the noise intensity D and the correlation length l. The stochastic potential makes against the particle moving towards the destination.     

Study on the mean first-passage time and stochastic resonance of a multi-stable system with colored correlated noises

The mean first-passage time (MFPT) and the weak signal detection method of stochastic resonance (SR) on multi-stable nonlinear system under color correlated noise are studied. Using the uniform color noise approximation method, the Fokker-Planck equation of the system is obtained, and the steady-state probability density function of the multi-stable system driven by the multiplicative noise and additive noise is derived. On the basis of this, the formula of MFPT is derived, and the influence of parameters on the MFPT is analyzed. The problem of weak signal detection under color noise background is studied based on multi-stable SR. The results of simulation and experiment show that the method can effectively extract the frequency feature of weak signal in the background of color noise.     

Stochastic stability of a fractional viscoelastic column under bounded noise excitation

The stability of a viscoelastic column under the excitation of stochastic axial compressive load is investigated in this paper. The material of the column is modeled using a fractional Kelvin–Voigt constitutive relation, which leads to that the equation of motion is governed by a stochastic fractional equation with parametric excitation. The excitation is modeled as a bounded noise, which is a realistic model of stochastic fluctuation in engineering applications. The method of stochastic averaging is used to approximate the responses of the original dynamical system by a new set of averaged variables which are diffusive Markov vector. An eigenvalue problem is formulated from the averaged equations, from which the moment Lyapunov exponent is determined for the column system with small damping and weak excitation. The effects of various parameters on the stochastic stability and significant parametric resonance are discussed and confirmed by simulation results.     

Exact c-number representation of non-Markovian quantum dissipation

The reduced dynamics of a quantum system interacting with a linear heat bath finds an exact representation in terms of a stochastic Schr?dinger equation. All memory effects of the reservoir are transformed into noise correlations and mean-field friction. The classical limit of the resulting stochastic dynamics is shown to be a generalized Langevin equation, and conventional quantum state diffusion is recovered in the Born-Markov approximation. The non-Markovian exact dynamics, valid at arbitrary temperature and damping strength, is exemplified by an application to the dissipative two-state system.     

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.     

First-passage failure of a business cycle model under time-delayed feedback control and wide-band random excitation

First-passage failure of a classical business cycle model subject to time-delayed feedback control and wide-band random excitation is investigated in this paper. First, we get the averaged equation by using a stochastic averaging method, and then a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. The conditional reliability function, the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations analytically and numerically with suitable initial and boundary conditions. The results show that time delay in the feedback control forces may remarkably reduce the conditional reliability and the mean first-passage time of the controlled economics system.     

Stochastic resonance and energy optimization in spatially extended dynamical systems

We investigate a class of nonlinear wave equations subject to periodic forcing and noise, and address the issue of energy optimization. Numerically, we use a pseudo-spectral method to solve the nonlinear stochastic partial differential equation and compute the energy of the system as a function of the driving amplitude in the presence of noise. In the fairly general setting where the system possesses two coexisting states, one with low and another with high energy, noise can induce intermittent switchings between the two states. A striking finding is that, for fixed noise, the system energy can be optimized by the driving in a form of resonance. The phenomenon can be explained by the Langevin dynamics of particle motion in a double-well potential system with symmetry breaking. The finding can have applications to small-size devices such as microelectromechanical resonators and to waves in fluid and plasma.     

Pulse trains propagating through excitable media subjected to external noise

We study the propagation of periodic pulse trains in excitable media exposed to external spatio-temporal noise using the light-sensitive Belousov-Zhabotinsky reaction with the underlying Oregonator model as representative example. In the weak noise approximation we find noise-induced transitions in the dispersion relation of pulse trains. We discuss noise-enhanced propagation of pulse trains within a certain wave-length range caused by external noise of moderate strength.     

A stochastic averaging method for analyzing vibro-impact systems under Gaussian white noise excitations

A new stochastic averaging method for predicting the response of vibro-impact (VI) systems to random perturbations is proposed. First, the free VI system (without damping and random perturbation) is analyzed. The impact condition for the displacement is transformed to that for the system energy. Thus, the motion of the free VI systems is divided into periodic motion without impact and quasi-periodic motion with impact according to the level of system energy. The energy loss during each impact is found to be related to the restitution factor and the energy level before impact. Under the assumption of lightly damping and weakly random perturbation, the system energy is a slowly varying process and an averaged Itô stochastic differential equation for system energy can be derived. The drift and diffusion coefficients of the averaged Itô equation for system energy without impact are the functions of the damping and the random excitations, and those for system energy with impact are the functions of the damping, the random excitations and the impact energy loss. Finally, the averaged Fokker–Plank–Kolmogorov (FPK) equation associated with the averaged Itô equation is derived and solved to yield the stationary probability density of system energy. Numerical results for a nonlinear VI oscillator are obtained to illustrate the proposed stochastic averaging method. Monte-Carlo simulation (MCS) is also conducted to show that the proposed stochastic averaging method is quite effective.     

Scaling behavior of a nonlinear oscillator with additive noise,white and colored

We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time. For Gaussian white noise, an analytical expression for the probability distribution function of the energy is obtained in the long-time limit. In the case of colored, Ornstein-Uhlenbeck noise, a self-consistent calculation leads to (different) anomalous diffusion exponents. Dimensional analysis yields the qualitative behavior of the prefactors (generalized diffusion constants) as a function of the correlation time. Received 10 October 2002 Published online 6 March 2003 RID="a" ID="a"e-mail: mallick@spht.saclay.cea.fr     

Response and stability of a SDOF strongly nonlinear stochastic system with light damping modeled by a fractional derivative

A stochastic averaging procedure for a single-degree-of-freedom (SDOF) strongly nonlinear system with light damping modeled by a fractional derivative under Gaussian white noise excitations is developed by using the so-called generalized harmonic functions. The approximate stationary probability density and the largest Lyapunov exponent of the system are obtained from the averaged Itô stochastic differential equation of the system. It is shown that the approximate stationary solutions obtained by using the stochastic averaging procedure agree well with those from the numerical simulation of original systems. The effects of system parameters on the approxiamte stationary probability density and the largest Lyapunov exponent of the system are also discussed.     

Quantum Brownian motion and the second law of thermodynamics

We consider a single harmonic oscillator coupled to a bath at zero temperature. As is well-known, the oscillator then has a higher average energy than that given by its ground state. Here we show analytically that for a damping model with arbitrarily discrete distribution of bath modes and damping models with continuous distributions of bath modes with cut-off frequencies, this excess energy is less than the work needed to couple the system to the bath, therefore, the quantum second law is not violated. On the other hand, the second law may be violated for bath modes without cut-off frequencies, which are, however, physically unrealistic models. An erratum to this article is available at .     

Stochastic Simulation of Turing Patterns

We investigate the effects of intrinsic noise on Turing pattern formation near the onset of bifurcation from the homogeneous state to Turing pattern in the reaction-diffusion Brusselator. By performing stochastic simulations of the master equation and using Gillespie＇s algorithm, we check the spatiotemporal behaviour influenced by internal noises. We demonstrate that the patterns of occurrence frequency for the reaction and diffusion pro- cesses are also spatially ordered and temporally stable. Turing patterns are found to be robust against intrinsic fluctuations. Sfochastic simulations also reveal that under the influence of intrinsic noises, the onset of Turing instability is advanced in comparison to that predicted deterministically.     

SQUID ratchets: basics and experiments

Superconducting quantum interference devices (SQUIDs) are very well suited for experimental investigations of ratchet effects. This is due to the periodicity of the Josephson coupling energy with respect to the phase difference δ of the superconducting macroscopic wave function across a Josephson junction. We show first that, within the resistively and capacitively shunted junction model, the equation of motion for δ is equivalent to the motion of a particle in the so-called tilted washboard potential, and we derive the conditions which have to be satisfied to build a ratchet potential based on asymmetric dc SQUIDs. We then present results from numerical simulations and experimental investigations of dc SQUID ratchets with critical-current asymmetry under harmonic excitation (periodically rocking ratchets). We discuss the impact of important properties like damping or thermal noise on the operation of SQUID ratchets in various regimes, such as adiabatically slow or fast nonadiabatic excitation. Received: 22 November 2001 / Accepted: 14 January 2002 / Published online: 22 April 2002     

Stochastic resonance: influence of a f-κ noise spectrum

With the aim of studying stochastic resonance (SR) in a double-well potential when the noise source has a spectral density of the form f^-κ (with varying κ), we have extended a procedure introduced by Kaulakys et al. (Phys. Rev. E 70, 020101 (2004)). In order to achieve an analytical understanding of the results, we have obtained an effective Markovian approximation that allows us to make a systematic study of the effect of such noise on the SR phenomenon. A comparison of the numerical and analytical results shows an excellent qualitative agreement indicating that the effective Markovian approximation is able to correctly describe the general trends.     

Entropic Stochastic Resonance Driven by Colored Noise

The phenomenon of entropic stochastic resonance （ESR） in a two-dimensional confined system driven by a transverse periodic force is investigated when the colored fluctuation is included in the system. Applying the method of unified colored noise approximation, the approximate Fokker-Planck equation can be derived in the absence of the periodic force. Through the escaping rate of the Brownian particle from one well to the other, the power spectral amplification can be obtained. It is found that increasing the values of the noise correlation time and the signal frequency can suppress the ESR of the system.