能源供需随机系统的稳定性研究

研究了江苏省西部能源供需随机系统的稳定性.主要是基于一维扩散过程的奇异边界理论,应用摄动方法研究系统的随机分岔行为.研究结果表明随机因素以及参数的选择会使系统发生分岔行为,从而使系统的稳定性发生质的变化.于是,可以通过调节参数降低发生分岔的概率,使系统处于稳定的发展中.     

加性二值噪声激励下Duffing系统的随机分岔

研究了Duffing系统在加性二值噪声作用下的随机分岔现象.首先,根据二值噪声的统计特性,推导得到二值噪声状态间的跃迁概率,据此对二值噪声进行了数值模拟.其次,利用四阶Runge-Kutta(龙格-库塔)数值算法得到该系统位移和速率的稳态联合概率密度及位移的稳态概率密度.然后,通过对位移稳态概率密度单双峰结构变化的研究,发现加性二值噪声的状态和强度能够诱导系统产生随机分岔现象.最后,观察到随着系统非对称参数的逐渐变化,系统同样产生了随机分岔现象.     

非对称碰撞约束下形状记忆合金梁的随机响应与分岔

形状记忆合金(SMA)是二十一世纪具有形状记忆效应的新型智能材料.针对具有非对称约束的SMA梁,本文构造了碰撞振动系统.在无碰撞和有碰撞两种情况下,利用随机平均法给出了近似解析结果.数值模拟作为验证解析结果的工具.结果表明,系统能量的概率响应曲线具有非光滑特性.当约束位置发生变化时,系统会出现随机P分岔和D分岔.     

Gauss白噪声激励下的永磁同步电动机模型的分岔分析北大核心CSCD

针对永磁同步电动机(PMSM)模型引入Gauss白噪声,根据极坐标变换和随机平均法得到系统It8随机微分方程,并计算出系统概率密度函数,通过数值模拟揭示了系统P-分岔的机理.此外,探讨了系统在双参数空间中的复杂动力学,仿真结果表明在参数空间中出现了大量的“鱼”形周期区域,并且这些“鱼”形周期区域不可避免地受到噪声的影响变得紊乱.值得注意的是,从数值模拟结果中发现了一个新的现象,一定的噪声强度下,可以诱导系统在周期振荡区域内的收敛行为,这也表明了噪声对系统影响的双面性.     

随机参数作用下参激双势阱Duffing系统的随机动力学行为分析

基于正交多项式逼近理论,研究了在不同随机参数作用下参激双势阱Duffing系统的随机动力学行为.首先,借助Poincaré(庞加莱)截面分析系统的复杂动力学行为;其次,分别针对系统非线性项系数和阻尼项系数为随机参数的情况,运用正交多项式逼近法,将随机参数Duffing系统转化为与之等价的确定性扩阶系统,并证明其有效性;最后,运用等价确定性扩阶系统的集合平均响应,揭示随机系统的动力学特性,以及随机变量强度变化对系统产生的影响.数值结果表明,对于多吸引子共存情形,参激双势阱Duffing系统在随机非线性项系数影响下,其动力学行为较为稳定,共存吸引子与确定性情形保持一致;而当阻尼系数为随机参数时,随着随机变量强度的增加,部分共存吸引子将发生分岔现象.     

Gauss色噪声激励下含黏弹力摩擦系统的随机响应分析

研究了Gauss色噪声激励下含黏弹力、弱非线性阻尼的摩擦振子的随机响应.将适用于光滑系统的随机平均法推广到了非光滑摩擦系统,进而得到系统振幅、位移及速度的稳态概率密度函数.同时结合材料的黏弹性,研究了摩擦力和Gauss色噪声对系统响应的影响.研究表明,摩擦力、黏弹力及噪声项的相关参数均可引起随机P-分岔,并且在一定范围内系统响应对摩擦力极为敏感.此外,理论结果与Monte Carlo 模拟结果吻合较好,验证了方法的有效性.     

带有双噪声的随机SI传染病模型的稳定性与分岔

建立一个带有双噪声的随机SI传染病模型,运用随机平均法及非线性动力学理论对模型进行化简．通过Lyapunov指数和奇异边界理论,得到模型的局部随机稳定性和全局随机稳定性的条件．根据不变测度的Lyapunov指数和平稳概率密度,分析模型的随机分岔．结果表明,系统在随机因素作用下变得更敏感、更不稳定.     

分段线性非线性汽车悬架系统的分岔行为

建立了由主、副簧组成的分段线性非线性悬架系统动力学模型,应用奇异性理论研究了两个自由度汽车悬架系统共振解的分岔,得到系统的转迁集和40组分岔图,发现了非常复杂的局部分岔,分岔图全面展示了这一系统的分岔特性.由系统参数与该系统的拓扑分岔解之间的联系,分析并得到了不同参数下系统的运动特性,为实现悬架参数的优化控制提供了理论依据.     

随机能源Logistic反馈控制系统的分岔研究

建立了非线性随机动力模型—带噪声的能源Logistic反馈控制模型,应用随机平均法对随机动力模型进行了简化,得到了一个二维的扩散过程.二维过程满足Ito型随机微分方程,应用不变测度理论研究了该模型的随机分岔.最后,给出了数值实验验证了相应的结论.     

Duffing系统在双参数平面上的分岔演化过程

给出了参数空间上最大Lyapunov指数的计算方法,数值计算了Duffing系统在双参数平面上的最大Lyapunov指数.结合单参数最大Lyapunov指数、分岔图、相图以及时间历程图,讨论了Duffing系统在双参数平面上的分岔以及随系统控制参数变化的分岔演化过程.结果发现在双参数平面上系统发生叉式分岔,出现具有缺边现象的两个不同区域,该区域内系统对初值有较强的敏感性,存在两吸引子共存现象;系统运动经过周期跳跃曲线时振动幅值突然减小;系统外激励频率较小时常引起颤振运动.此外,在两个具有缺边现象的区域内,随刚度系数的不断增加,系统出现了倍周期分岔曲线环,而且倍周期分岔曲线环内不断嵌套新的倍周期分岔曲线环,导致系统最终经倍周期分岔序列进入混沌状态,随着控制参数的变化,系统在双参数平面上的动力学特性变得非常复杂.     

Modelling algal densities in harmful algal blooms (HAB) with stochastic dynamics

In this paper, we consider the growth of densities of two kinds of typical HAB algae: diatom and dianoflagellate on some coasts of China’s mainland. Since there exist many random factors that cause the change of the algae densities, we shall develop a new nonlinear dynamical model with stochastic excitations on the algae densities. Applying a stochastic averaging method on the model, we obtain a two-dimensional diffusion process of averaged amplitude and phase. Then we investigate the stability and the Hopf bifurcation of the stochastic system with FPK (Fokker Planck–Kolmogorov) theory and obtain the stationary transition probability density of the process. We obtain the critical values of parameters for the occurrences of Hopf bifurcation in terms of probability. We also investigate numerically the effects of various parameters on the stationary transition probability density of the occurrences of Hopf bifurcation. The numerical results are in good correlation with the analysis. We draw the conclusion that if the Hopf bifurcation occurs with a radius large enough, i.e., if the densities of the HAB algae reach a high value, the HAB will take place with comparatively high probability.     

Hopf bifurcation of the stochastic model on HAB nonlinear stochastic dynamics

A nonlinear stochastic dynamical model on a typical HAB algae diatom and dianoflagellate densities was created and presented in this paper. Simplifying the model through a stochastic averaging method, we obtained a two-dimensional diffusion process of averaged amplitude and phase. The singular boundary theory of diffusion process and the invariant measure theory were applied in analyzing the bifurcation of stability and the Hopf bifurcation of the stochastic system. The critical value of the stochastic Hopf bifurcation parameter was obtained and the conclusion that the position of Hopf bifurcation drifting with the parameter increase is presented as a result.     

Explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations

Our aim in this article is to establish explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations. We use these formulas to examine the sample-path stability of a linear stochastic differential equations arising in fluid dynamics and of a model of stochastic Hopf bifurcation.     

Dynamical properties of a stochastic predator-prey model with functional response

A stochastic prey-predator model with functional response is investigated in this paper. A complete threshold analysis of coexistence and extinction is obtained. Moreover, we point out that the stochastic predator-prey model undergoes a stochastic Hopf bifurcation from the viewpoint of numerical simulations. Some numerical simulations are carried out to support our results.     

Dynamical Analysis for a General Jerky Equation with Random Excitation

A general jerky equation with random excitation is investigated in this paper. Before introducing the random excitation term, the equation is reduced to a two-dimensional model when undergoing a Hopf bifurcation. Then the model with the parametric excitation and external excitation is converted to a stochastic differential equation with singularity based on the stochastic average theory. For the equation, its dynamical behaviors are analyzed in different parameters'' spaces, including the stability, stochastic bifurcation and stationary solution. Besides, numerical simulations are given to show the asymptotic behavior of the stationary solution.     

Dynamical analysis of a delayed singular prey–predator economic model with stochastic fluctuations

This article studies a delayed singular prey–predator economic model with stochastic fluctuations, which is described by differential‐algebraic equations due to a economic theory. Local stability and Hopf bifurcation condition are described on the delayed singular prey–predator economic model within deterministic environment. It reveals the sensitivity of the model dynamics on gestation time delay. A phenomenon of Hopf bifurcation occurs as the gestation time delay increases through a certain threshold. Subsequently, a singular stochastic prey–predator economic model with time delay is obtained by introducing Gaussian white noise terms to the above deterministic model system. The fluctuation intensity of population and harvest effort are calculated by Fourier transforms method. Numerical simulations are carried out to substantiate these theory analysis. © 2013 Wiley Periodicals, Inc. Complexity 19: 23–29, 2014     

Stochastic resonance induced by novel random transitions of motion of FitzHugh–Nagumo neuron model

In contrast to the previous studies which have dealt with stochastic resonance induced by random transitions of system motion between two coexisting limit cycle attractors in the FitzHugh–Nagumo (FHN) neuron model after Hopf bifurcation and which have dealt with the phenomenon of stochastic resonance induced by external noise when the model with periodic input has only one attractor before Hopf bifurcation, in this paper we have focused our attention on stochastic resonance (SR) induced by a novel transition behavior, the transitions of motion of the model among one attractor on the left side of bifurcation point and two attractors on the right side of bifurcation point under the perturbation of noise. The results of research show: since one bifurcation of transition from one to two limit cycle attractors and the other bifurcation of transition from two to one limit cycle attractors occur in turn besides Hopf bifurcation, the novel transitions of motion of the model occur when bifurcation parameter is perturbed by weak internal noise; the bifurcation point of the model may stochastically slightly shift to the left or right when FHN neuron model is perturbed by external Gaussian distributed white noise, and then the novel transitions of system motion also occur under the perturbation of external noise; the novel transitions could induce SR alone, and when the novel transitions of motion of the model and the traditional transitions between two coexisting limit cycle attractors after bifurcation occur in the same process the SR also may occur with complicated behaviors types; the mechanism of SR induced by external noise when FHN neuron model with periodic input has only one attractor before Hopf bifurcation is related to this kind of novel transition mentioned above.     

Stochastic stability and bifurcation in a macroeconomic model

On the basis of the work of Goodwin and Puu, a new business cycle model subject to a stochastically parametric excitation is derived in this paper. At first, we reduce the model to a one-dimensional diffusion process by applying the stochastic averaging method of quasi-nonintegrable Hamiltonian system. Secondly, we utilize the methods of Lyapunov exponent and boundary classification associated with diffusion process respectively to analyze the stochastic stability of the trivial solution of system. The numerical results obtained illustrate that the trivial solution of system must be globally stable if it is locally stable in the state space. Thirdly, we explore the stochastic Hopf bifurcation of the business cycle model according to the qualitative changes in stationary probability density of system response. It is concluded that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simply way on the potential applications of stochastic stability and bifurcation analysis.