Mathematical analysis of the stochastic dynamics of a spinning spherical satellite

The vector differential equation describing the motion of a spinning spherical satellite is here studied by assuming that the aerodynamical forces have random nature. The resulting evolution equation is a random differential equation with stochastic process coefficients which is solved by using a perturbation procedure and by following known methods of stochastic systems analysis. The solution process is therefore found in an approximated analytical form, which allows the determination of some statistical properties of the system.     

Asymptotics of Damped Periodic Motions with Random Initial Speed

We consider motion on the circle, possibly with friction and external forces, the initial velocity being a large random variable. We prove that under various assumptions the probability law of the stopping position of the motion converges to a distribution depending only on the motion equation. Here the time of stopping is either a constant or the first time instant at which the velocity vanishes, and the initial velocity is of the form αU + β, where U is a fixed random variable and α and/or β tend to infinity.     

Equilibrium analysis for a mass-conserving model in presence of cavitation

We study the existence of equilibrium positions for the load problem in Lubrication Theory. The problem consists of two surfaces in relative motion separated by a small distance filled by a lubricant. The system is described by the modified Reynolds equation (Elrod–Adams model) which describes the behavior of the lubricant and an extra integral equation given the balance of forces. The balance of forces allows to obtain the unknown position of the surfaces, defined with one degree of freedom.     

随机介质中扩散过程的尺度跃迁

本文考虑随机多孔介质中的示踪粒子的随机移动过程和相应的尺度跃迁问题 .假设当时间和空间进行适当的尺度跃迁时 ,其粒子的移运过程弱收敛于是 d-维中心布朗运动 ,具有协方差 D.随机介质对示踪粒子的作用可表示为小的扰动力 ,扰动过程收敛于具有相同协方差阵的布郎运动 ,但具有一个形如 M.a的附加漂移 .对于扰动的粒子的稀薄过程 ,我们证明了试验粒子的流度和协方差通过 Einstein公式相关联 .证明 Einstein公式所用的方法就是计算轨迹空间上的测度的 Radon-Nikodym导数 (Girsanov公式 ) .研究单个粒子在具有时间独立的随机非均匀性质的格上运动和在速度满足 Langevin方程的随机势场中的运动 ,关于尺度跃迁过程得到了一些特征性质和扩散矩阵和漂移之间的关系 .     

The evolution of the thermocapillary motion of three fluids in a plane layer

The unidirectional motion of three immiscible incompressible viscous heat-conducting liquids in a plane layer is considered. It is assumed that the motion occurs only under the action of thermocapillary forces from a state of rest. The analysis of the motion is reduced to solving linear conjugate initial boundary value problems for a system of parabolic equations. A non-stationary solution is sought by the Laplace transformation method and is obtained in the form of finite analytical expressions in transforms. It is proved that, as the time increases, the solution always reaches the steady state obtained earlier and an exponential estimate of the rate of convergence is given with an indicator which depends on the physical properties of the media and the layer thicknesses. The evolution of the velocity and temperature perturbation fields to a steady state for specific liquid media is obtained by numerical inversion of the Laplace transformation.     

The motion of a body with a plane of symmetry over a three-dimensional sphere under the action of a spherical analogue of Newtonian gravitation

The problem of the motion of a rigid body possessing a plane of symmetry over the surface of a three-dimensional sphere under the action of a spherical analogue of Newtonian gravitation forces is considered. Approaches to introducing spherical analogues of the concepts of centre of mass and centre of gravity are discussed. The spherical analogue of “satellite approach” in the problem of the motion of a rigid body in a central field, which arises on the assumption that the dimensions of the body are small compared with the distance to the gravitating centre, is studied. Within the framework of satellite approach, assuming plane motion of the body, the question of the existence and stability of steady motions is investigated. A spherical analogue of the equation of the plane oscillations of a body in an elliptic orbit is derived.     

Non-linear dynamic analysis of a flexible rotor supported on porous oil journal bearings

In the present paper, the non-linear dynamic analysis of a flexible rotor with a rigid disk under unbalance excitation mounted on porous oil journal bearings at the two ends is carried out. The system equation of motion is obtained by finite element formulation of Timoshenko beam and the disk. The non-linear oil-film forces are calculated from the solution of the modified Reynolds equation simultaneously with Darcy’s equation. The system equation of motion is then solved by the Wilson-θ method. Bifurcation diagrams, Poincaré maps, time response, journal trajectories, FFT-spectrum, etc. are obtained to study the non-linear dynamics of the rotor-bearing system. The effect of various non-dimensional rotor-bearing parameters on the bifurcation characteristics of the system is studied. It is shown that the system undergoes Hopf bifurcation as the speed increases. Further, slenderness ratio, material properties of the rotor, ratio of disk mass to shaft mass and permeability of the porous bush are shown to have profound effect on the bifurcation characteristics of the rotor-bearing system.     

任意流场中稀疏颗粒运动方程及其性质

通过研究和比较稀疏刚性颗凿相对流体运动时所受到的各种人艇力,并考虑在不同流动条件下各作用修正问题从而得到了任意流场中稀疏颗粒运动方程的一般形式,然后分析了该方程的数学性质,采用积分变换方法对该方程的基本形式进行了理论解析,最后探讨了闰物理性质对其运动规律的影响,以及几种典型流场中稀疏颗粒的运动特性,得到了一些有意义的结论     

Chaotic behavior in differential equations driven by a Brownian motion

In this paper, we investigate the chaotic behavior of ordinary differential equations with a homoclinic orbit to a saddle fixed point under an unbounded random forcing driven by a Brownian motion. We prove that, for almost all sample paths of the Brownian motion in the classical Wiener space, the forced equation admits a topological horseshoe of infinitely many branches. This result is then applied to the randomly forced Duffing equation and the pendulum equation.     

Ein kinetisches Stabilitätsproblem bei stochastischer Erregung

Summary An example is given for the kinetic instability of an elastic system under random time-dependent forces. A circular ring, loaded by forces of constant direction, is examined by means of the theory of stability of an elastic motion which was given byE. Mettler in 1947. If certain relations exist between the critical frequencies of the ring, the problem can be reduced to the solution of a differential equation with random coefficients already discussed byF. Weidenhammer. Stability occurs if damping is of order , while in deterministic cases damping must be of order ¹, where denotes the magnitude of the excitation.     

受弹性点支的任意形状的膜的振动

本文提供了一个求解受弹性点支的任意形状的膜的振动的新方法.将弹性点支反力看作是作用于膜上的未知外力,求出了包含有未知反力的运动方程的精确解,利用弹性点支处位移和反力的线性关系导出频率方程.最后以受弹性点支的圆膜为例给出了其频率方程的具体计算公式,并数值计算了受两个对称弹性点支的圆膜的固有振动频率.     

基于Clough-Penzien谱激励的指数型非黏滞阻尼结构随机地震动响应简明封闭解

非黏滞阻尼模型相比传统黏滞阻尼模型能更准确描述结构材料的耗能行为,其本构关系常用核函数为指数函数的卷积形式表示．针对目前非黏滞阻尼结构的随机地震动响应分析方法所得结果较为复杂,该文提出了一种基于Clough-Penzien(C-P)谱的结构响应0~2阶谱矩分析的简明封闭解法．该方法首先提出非黏滞阻尼结构的精确等效微分本构关系式,并利用其与C-P谱滤波微分方程重构了结构的地震动方程;再基于随机振动理论获得了结构随机响应0~2阶谱矩的简明封闭解,并基于得到的0~2阶谱矩采用首次超越破坏准则和Markov分布规则进行了结构动力可靠度分析;最后通过算例论证了该简明封闭解的准确性及高效性.     

The motion in a perfect fluid of a body containing a moving point mass

The motion of a system (a rigid body, symmetrical about three mutually perpendicular planes, plus a point mass situated inside the body) in an unbounded volume of a perfect fluid, which executes vortex-free motion and is at rest at infinity, is considered. The motion of the body occurs due to displacement of the point mass with respect to the body. Two cases are investigated: (a) there are no external forces, and (b) the system moves in a uniform gravity field. An analytical investigation of the dynamic equations under conditions when the point performs a specified plane periodic motion inside the body showed that in case (a) the system can be displaced as far as desired from the initial position. In case (b) it is proved that, due to the permanent addition of energy of the corresponding relative motion of the point, the body may float upwards. On the other hand, if the velocity of relative motion of the point is limited, the body will sink. The results of numerical calculations, when the point mass performs random walks along the sides of a plane square grid rigidly connected with the body, are presented.     

Stochastic wave equation simulating the behavior of random variables whose mean values obey a system of ordinary first-order differential equations

We suggest a theory of stochastic waves that describe the behavior of random vectors satisfying a set of ordinary first-order differential equations. The equation for the stochastic waves is given for the case where the mean values are described by a differential model. The relationship between this equation and the Liouville equation is considered and analogue of the Ehrenfest theorem is proved. For the covariance of a component of a random vector, we obtain an ordinary first-order differential equation. Interpretation of Planck’s constant is discussed. Conditions are formulated under which wave packets propagate with increasing or decreasing covariance. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 111, No. 3, pp. 356–368, June, 1997.     

Longtime behavior for the occupation time process of a super-Brownian motion with random immigration

Longtime behavior for the occupation time of a super-Brownian motion with immigration governed by the trajectory of another super-Brownian motion is considered. Central limit theorems are obtained for dimensions d⩾3 that lead to some Gaussian random fields: for 3⩽d⩽5, the field is spatially uniform, which is caused by the randomness of the immigration branching; for d⩾7, the covariance of the limit field is given by the potential operator of the Brownian motion, which is caused by the randomness of the underlying branching; and for d=6, the limit field involves a mixture of the two kinds of fluctuations. Some extensions are made in higher dimensions. An ergodic theorem is proved as well for dimension d=2, which is characterized by an evolution equation.     

Features of the Formation of Composite Materials in Anisotropic Liquid Systems with Elongated Suspended Particles

The equations of rotational motion of nondeformable spherical and axisymmetric elongated particles and a rheologic equation for stresses in arbitrary gradient flows of dilute suspensions of such particles in an anisotropic carrying fluid are obtained within the framework of a structural-phenomenological approach. As a rheologic model of the suspension-carrying fluid and a hydrodynamic model of the suspended particles, we use the Ericksen simple anisotropic fluid and a symmetric triaxial dumbbell, respectively. The constitutive equations obtained are used to study the effect of anisotropy of the carrying fluid on the dynamics of suspended particles and on the rheologic properties of suspensions in a simple shear flow. A stationary orientation of the elongated suspended particles under the action of hydrodynamic forces is discovered. The possibility of applying this phenomenon to the formation of composite materials is discussed.     

Stochastic stabilization of first-passage failure of Rayleigh oscillator under Gaussian White-Noise parametric excitations

Stochastic stabilization of first-passage failure of Rayleigh oscillator under Gaussian White-Noise parametric excitation is studied. The equation of motion of the system is first reduced to an averaged Itô stochastic differential equation by using the stochastic averaging method. Then, a backward Kolmogorov equation governing the conditional reliability function of first-passage failure is established. The conditional reliability function, and the conditional probability density are obtained by solving the backward Kolmogorov equation with boundary conditions. Finally, the cost function and optimal control forces are determined by the requirements of stabilizing the system by evaluating the maximal Lyapunov exponent. The numerical results show that the procedure is effective and efficiency.     

Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces

We consider a process X solution of a semilinear stochastic evolution equation in a Hilbert space. Assuming that X has an invariant measure ν, we investigate its regularity properties. Logarithmic derivatives of ν in certain directions, are shown to exist under appropriate conditions on the nonlinear term in the equation. A set of directions of differentiability for ν is explicitly described in terms of the coefficients of the equation. In some cases, logarithmic derivatives are represented as conditional expectations of random variables related to an appropriate stationary process. An application to a system of stochastic partial differential equations in one space variable is given     

一类含五次非线性恢复力的Duffing系统共振与分岔特性分析

考虑一类含有外激力和五次非线性恢复力的Duffing系统,运用多尺度法求解得到该系统的幅频响应方程,给出不同参数变化下的幅频特性曲线及变化规律,同时利用奇异性理论得到该系统在3种情形下的转迁集及对应的拓扑结构.其次确定系统的不动点,运用Hamilton函数给出该系统的异宿轨,在此基础上,利用Melnikov方法得到该系统在Smale马蹄意义下发生混沌的阈值.而后通过数值仿真给出了系统随外激力、五次非线性项系数变化下的动态分岔与混沌行为,发现存在周期运动、倍周期运动、拟周期运动及混沌等非线性现象.最后运用Lyapunov指数、相轨图和Poincaré截面等非线性方法对理论的正确性进行验证.上述研究结论为进一步提升对Duffing系统非线性特性及其演化规律的认识提供了一定的理论参考.     

Stability and Asymptotic Analysis of a Fluid-Particle Interaction Model

We are interested in coupled microscopic/macroscopic models describing the evolution of particles dispersed in a fluid. The system consists in a Vlasov–Fokker–Planck equation to describe the microscopic motion of the particles coupled to the Euler equations for a compressible fluid. We investigate dissipative quantities, equilibria and their stability properties and the role of external forces. We also study some asymptotic problems, their equilibria and stability and the derivation of macroscopic two-phase models.