Bifurcation and Chaos Analysis of Stochastic Duffing System Under Harmonic Excitations

The Chebyshev polynomial approximation is applied to the dynamic response problem of a stochastic Duffing system with bounded random parameters, subject to harmonic excitations. The stochastic Duffing system is first reduced into an equivalent deterministic non-linear one for substitution. Then basic non-linear phenomena, such as stochastic saddle-node bifurcation, stochastic symmetry-breaking bifurcation, stochastic period-doubling bifurcation, coexistence of different kinds of steady-state stochastic responses, and stochastic chaos, are studied by numerical simulations. The main feature of stochastic chaos is explored. The suggested method provides a new approach to stochastic dynamic response problems of some dissipative stochastic systems with polynomial non-linearity.     

Stochastic bifurcation in duffing system subject to harmonic excitation and in presence of random noise

A global analysis of stochastic bifurcation in a special kind of Duffing system, named as Ueda system, subject to a harmonic excitation and in presence of random noise disturbance is studied in detail by the generalized cell mapping method using digraph. It is found that for this dissipative system there exists a steady state random cell flow restricted within a pipe-like manifold, the section of which forms one or two stable sets on the Poincare cell map. These stable sets are called stochastic attractors (stochastic nodes), each of which owns its attractive basin. Attractive basins are separated by a stochastic boundary, on which a stochastic saddle is located. Hence, in topological sense stochastic bifurcation can be defined as a sudden change in character of a stochastic attractor when the bifurcation parameter of the system passes through a critical value. Through numerical simulations the evolution of the Poincare cell maps of the random flow against the variation of noise intensity is explored systematically. Our study reveals that as a powerful tool for global analysis, the generalized cell mapping method using digraph is applicable not only to deterministic bifurcation, but also to stochastic bifurcation as well. By this global analysis the mechanism of development, occurrence, and evolution of stochastic bifurcation can be explored clearly and vividly.     

Responses of Duffing oscillator with fractional damping and random phase

This paper aims to investigate dynamic responses of stochastic Duffing oscillator with fractional-order damping term, where random excitation is modeled as a harmonic function with random phase. Combining with Lindstedt–Poincaré (L–P) method and the multiple-scale approach, we propose a new technique to theoretically derive the second-order approximate solution of the stochastic fractional Duffing oscillator. Later, the frequency–amplitude response equation in deterministic case and the first- and second-order steady-state moments for the steady state in stochastic case are presented analytically. We also carry out numerical simulations to verify the effectiveness of the proposed method with good agreement. Stochastic jump and bifurcation can be found in the figures of random responses, and then we apply Monte Carlo simulations directly to obtain the probability density functions and time response diagrams to find the stochastic jump and bifurcation. The results intuitively show that the intensity of the noise can lead to stochastic jump and bifurcation.     

A kind of noise-induced transition to noisy chaos in stochastically perturbed dynamical system

We investigate a kind of noise-induced transition to noisy chaos in dynamical systems. Due to similar phenomenological structures of stable hyperbolic attractors excited by various physical realizations from a given stationary random process, a specific Poincar map is established for stochastically perturbed quasi-Hamiltonian system. Based on this kind of map, various point sets in the Poincar's cross-section and dynamical transitions can be analyzed. Results from the customary Duffing oscillator show that, the point sets in the Poincar's global cross-section will be highly compressed in one direction, and extend slowly along the deterministic period-doubling bifurcation trail in another direction when the strength of the harmonic excitation is fixed while the strength of the stochastic excitation is slowly increased. This kind of transition is called the noise-induced point-overspreading route to noisy chaos.     

含有界随机参数的双势井Duffing-Van der pol系统的对称破裂分岔

讨论谐和激励作用下含有界随机参数的双势井Duffing-Van der pol系统的对称破裂分岔现象。首先用Chebyshev多项式逼近法将随机系统化成与其等价的确定性系统,然后通过等价确定性系统来探索随机Duffing-Van der pol系统的对称破裂分岔现象。数值模拟显示随机Duffing-Van der pol系统与确定性均值参数系统有着类似的对称破裂分岔行为,文中的主要数值结果表明Chebyshev多项式逼近法是研究非线性随机参数系统动力学问题的一种有效方法。     

随机激励对软弹簧杜芬振子动力学的分散作用

讨论了有界噪声激励对软弹簧杜芬振子的倍周期分岔至混沌运动的影响。利用蒙特卡罗方法,通过对系统受侵蚀安全盆的变化状况进行了观察,并由此对后继动力学分析的初始点进行了选取。系统的相图、倍周期分岔图以及庞加莱映射图等方面的数值结果表明,外加随机激励的作用往往掩盖原确定性系统内在的规则运动,对原确定性系统的运动具有较典型的分散作用,可延缓系统的倍周期分岔,也可使得系统内在随机行为提前发生,即可使得系统更容易出现混沌运动。     

Dynamical responses of airfoil models with harmonic excitation under uncertain disturbance

In this paper, we investigate nonlinear dynamical responses of two-degree-of-freedom airfoil (TDOFA) models driven by harmonic excitation under uncertain disturbance. Firstly, based on the deterministic airfoil models under the harmonic excitation, we introduce stochastic TDOFA models with the uncertain disturbance as Gaussian white noise. Subsequently, we consider the amplitude–frequency characteristic of deterministic airfoil models by the averaging method, and also the stochastic averaging method is applied to obtain the mean-square response of given stochastic TDOFA systems analytically. Then, we carry out numerical simulations to verify the effectiveness of the obtained analytic solution and the influence of harmonic force on the system response is studied. Finally, stochastic jump and bifurcation can be found through the random responses of system, and probability density function and time history diagrams can be obtained via Monte Carlo simulations directly to observe the stochastic jump and bifurcation. The results show that noise can induce the occurrence of stochastic jump and bifurcation, which will have a significant impact on the safety of aircraft.     

Bifurcations in a forced softening duffing oscillator

The response of a damped Duffing oscillator of the softening type to a harmonic excitation is analyzed in a two-parameter space consisting of the frequency and amplitude of the excitation. An approximate procedure is developed for the generation of the bifurcation diagram in the parameter space of interest. It is a combination of second-order perturbation solutions of the system in the neighborhood of its non-linear resonances and Floquet analysis. The results show that the proposed scheme is capable of predicting symmetry-breaking and period-doubling bifurcations as well as Jumps to either bounded or unbounded motions. The results obtained are validated using analogand digital-computer simulations, which show chaos and unbounded motions, among other behaviors.     

Bifurcation and route-to-chaos analyses for Mathieu–Duffing oscillator by the incremental harmonic balance method

Bifurcations and route to chaos of the Mathieu–Duffing oscillator are investigated by the incremental harmonic balance (IHB) procedure. A new scheme for selecting the initial value conditions is presented for predicting the higher order periodic solutions. A series of period-doubling bifurcation points and the threshold value of the control parameter at the onset of chaos can be calculated by the present procedure. A sequence of period-doubling bifurcation points of the oscillator are identified and found to obey the universal scale law approximately. The bifurcation diagram and phase portraits obtained by the IHB method are presented to confirm the period-doubling route-to-chaos qualitatively. It can also be noted that the phase portraits and bifurcation points agree well with those obtained by numerical time-integration.     

Hopf bifurcation of nonlinear system with multisource stochastic factors

The article mainly explores the Hopf bifurcation of a kind of nonlinear system with Gaussian white noise excitation and bounded random parameter. Firstly, the nonlinear system with multisource stochastic factors is reduced to an equivalent deterministic nonlinear system by the sequential orthogonal decomposition method and the Karhunen–Loeve (K-L) decomposition theory. Secondly, the critical conditions about the Hopf bifurcation of the equivalent deterministic system are obtained. At the same time the influence of multisource stochastic factors on the Hopf bifurcation for the proposed system is explored. Finally, the theorical results are verified by the numerical simulations.     

含噪双稳杜芬振子矩方程的分岔与随机共振

研究了含噪声的双稳杜芬振子矩方程的分岔与随机共振的关系，并根据它们的关系, 从另 一个角度揭示了随机共振发生的机制. 首先在It?方程的基础上，导出了双稳杜芬振子在白噪声和弱周期信号作用下的矩方程，其次以噪声强度 为分岔参数分析了矩方程的分岔特性，再次分析了矩方程的分岔与双稳杜芬振子随机共振 之间的关系，最后根据该对应关系从另一种观点提出了双稳杜芬振子随机共振的机制，该 机制是由于以噪声强度为分岔参数的矩方程发生了分岔，而分岔使得原系统响应均值的能量分布发生了转移，使能 量向频率等于输入信号频率的分量处集中，使得弱信号得到了放大，随机共振发生了.     

Investigating the stabilizing effect of stochastic excitation on a chaotic dynamical system

The response of an interactive Mathieu–Duffing system in R ⁴, subjected to a harmonic excitation is investigated. For a deterministic circular frequency, chaotic behavior is observed. Subsequently it is shown that when the excitation becomes stochastic, chaos is subsided and trajectories tend to a diffused attracting set. The stabilizing effect of stochastic excitation is verified by finding the largest Lyapunov exponent for the two cases.     

谐和与随机噪声联合作用下非线性系统的响应

研究了Duffing振子在谐和与随噪声联合激励下的响应和稳应性问题。用谐波平均法分析了系统在确定性谐和激励和随机激励联合作用下的响应,用随机平均法讨论了随机扰动项对系统晌应的影响。在一定条件下,系统具有两个均方响应值和跳跃现象。数值模拟表明本文提出的方法是有效的。     

Duffing-van der Pol系统的随机分岔

应用广义胞映射图论方法(GCMD)研究了在谐和激励与随机噪声共同作用下的Duffing-van der Pol系统的随机分岔现象. 系统参数选择在多个吸引子与混沌鞍共存的范围内. 研究发现, 随着随机激励强度的增大,该系统存在两种分岔现象: 一种为随机吸引子与吸引域边界上的鞍碰撞, 此时随机吸引子突然消失; 另一种为随机吸引子与吸引域内部的鞍碰撞, 此时随机吸引子突然增大. 研究证实, 当随机激励强度达到某一临界值时, 该系统还会发生D-分岔(基于Lyapunov指数符号的改变而定义), 此类分岔点不同于上述基于系统拓扑性质改变所得的分岔点.     

Hopf bifurcation control for stochastic dynamical system with nonlinear random feedback method

Hopf bifurcation control in nonlinear stochastic dynamical system with nonlinear random feedback method is studied in this paper. Firstly, orthogonal polynomial approximation is applied to reduce the controlled stochastic nonlinear dynamical system with nonlinear random controller to the deterministic equivalent system, solvable by suitable numerical methods. Then, Hopf bifurcation control with nonlinear random feedback controller is discussed in detail. Numerical simulations show that the method provided in this paper is not only available to control the stochastic Hopf bifurcation in nonlinear stochastic dynamical system, but is also superior to the deterministic nonlinear feedback controller.     

谐和与窄带随机噪声联合作用下Duffing系统的参数主共振

研究了Ｄｕｆｉｎｇ振子在谐和与窄带随机噪声联合激励下的参数主共振响应和稳定性问题．用多尺度法分离了系统的快变项，并求出了系统的最大Ｌｙａｐｕｎｏｖ指数．本文还分析了失稳及跳跃现象，及系统的阻尼项、非线性项、随机项、确定性参激强度对系统响应的影响．数值模拟表明本文提出的方法是有效的．     

Studies on structural safety in stochastically excited Duffing oscillator with double potential wells

The effects of the Gaussian white noise excitation on structural safety due to erosion of safe basin in Duffing oscillator with double potential wells are studied in the present paper. By employing the well-developed stochastic Melnikov condition and Monte–Carlo method, various eroded basins are simulated in deterministic and stochastic cases of the system, and the ratio of safe initial points (RSIP) is presented in some given limited domain defined by the system’s Hamiltonian for various parameters or first-passage times. It is shown that structural safety control becomes more difficult when the noise excitation is imposed on the system, and the fractal basin boundary may also appear when the system is excited by Gaussian white noise only. From the RSIP results in given limited domain, sudden discontinuous descents in RSIP curves may occur when the system is excited by harmonic or stochastic forces, which are different from the customary continuous ones in view of the first-passage problems. In addition, it is interesting to find that RSIP values can even increase with increasing driving amplitude of the external harmonic excitation when the Gaussian white noise is also present in the system. The project supported by the National Natural Science Foundation of China (10302025 and 10672140). The English text was polished by Yunming Chen.     

Response of nonlinear oscillator under narrow-band random excitation

IntroductionThestudyoftheresponseofnonlinearsystemstonarrow_bandrandomexcitationofconsiderableimportance.Forexample ,theexcitationofsecondarysystemwouldbeanarrow_bandrandomprocessiftheprimarysystemcouldbemodeledasasingle_degree_of_freedomsystemwithlightdampingsubjecttowide_bandexcitation .Inthetheoryofnonlinearrandomvibration ,mostresultsobtainedsofarareattributedtotheresponseofnonlinearoscillatorstowide_bandrandomexcitation .Incomparison ,resultsontheeffectofnarrow_bandexcitationonnonlinearos…     

Visco-elastic systems under both deterministic harmonic and random excitation

IntroductionForlinearviscoelasticsystemsunderbothadditiveandmultiplicativebroad_bandexcitationexcitations,Ariaratnam[1]studiedthestochasticstabilityofthesystembyusingthemethodofstochasticaveragingprocedure .Itwasshownthatthevisco_elasticforcecontributedtowarddamping ,hence ,stabilityofthesystem .However,thestiffnesseffectofthevisco_elasticcomponentwasnotfullyaccountedfor.FurthermoreAriaratnam[2 ]studiedthestochasticstabilityofthesystembutthemodelislinear.Inthetheoryofnonlinearrandomvibration…     

ON DOUBLE PEAK PROBABILITY DENSITY FUNCTIONS OF DUFFING OSCILLATOR TO COMBINED DETERMINISTIC AND RANDOM EXCITATIONS

The principal resonance of Duffing oscillator to combined deterministic and random external excitation was investigated. The random excitation was taken to be white noise or harmonic with separable random amplitude and phase. The method of multiple scales was used to determine the equations of modulation of amplitude and phase. The one peak probability density function of each of the two stable stationary solutions was calculated by the linearization method. These two one-peak-density functions were combined using the probability of realization of the two stable stationary solutions to obtain the double peak probability density function. The theoretical analysis are verified by numerical results.