Parametric Resonance of a Two-Dimensional System Under Bounded Noise Excitation

The dynamic stability of a two-dimensional system under bounded noise excitation with a narrow band characteristic is studied through the determination of the pth moment Lyapunov exponent and the Lyapunov exponent. The case when the system is in primary parametric resonance in the absence of noise is considered and the effect of noise on the parametric resonance is investigated. The partial differential eigenvalue problem governing the moment Lyapunov exponent is established. For small amplitudes of the bounded noise, a method of singular perturbation is applied to determine analytical expansions of the moment Lyapunov exponents and Lyapunov exponents, which are shown to be in excellent agreement with those obtained using numerical approaches.     

The moment Lyapunov exponent of a Timoshenko beam under bounded noise excitation

The moment Lyapunov exponents and the Lyapunov exponent of a two-dimensional system under bounded noise excitation are studied in this paper. The method regular perturbation is applied to obtain the small noise expansion of the pth moment Lyapunov exponent and the Lyapunov exponent. The results are applied to the study of the almost-sure and moment stability of the stationary solutions of the elastic beam subjected to the stochastic axial load. The boundaries of the almost-sure and moment stability of the elastic beam as the function of the damping coefficient and characteristics of the stochastic force are obtained.     

Moment Lyapunov exponent and stochastic stability of binary airfoil driven by non-Gaussian colored noise

In this paper, the moment Lyapunov exponent and stochastic stability of binary airfoil subjected to non-Gaussian colored noise are investigated. The noise is simplified to an Ornstein?CUhlenbeck process by applying a path-integral approach. Via the singular perturbation method, the second-order expansions of the moment Lyapunov exponent are obtained, which agree with the results obtained using the Monte Carlo simulation well. Finally, the effects of the noise and system parameters on the stochastic stability of the binary airfoil system are discussed.     

Moment Lyapunov exponent for three-dimensional system under real noise excitation

The pth moment Lyapunov exponent of a two-codimension bifurcation system excited parametrically by a real noise is investigated. By a linear stochastic transformation, the differential operator of the system is obtained. In order to evaluate the asymptotic expansion of the moment Lyapunov exponent, via a perturbation method, a ralevant eigenvalue problem is obtained. The eigenvalue problem is then solved by a Fourier cosine series expansion, and an infinite matrix is thus obtained, whose leading eigenvalue is the second-order of the asymptotic expansion of the moment Lyapunov exponent. Finally, the convergence of procedure is numerically illustrated, and the effects of the system and the noise parameters on the moment Lyapunov exponent are discussed.     

Dynamic stability of a viscoelastic rotating shaft under parametric random excitation

This paper deals with dynamic stability of a viscoelastic rotating shaft subjected to a parametric random axial compressive thrust, by using moment Lyapunov exponents and the largest Lyapunov exponents as indicators. The equation of motion for the shaft is derived, which is a system of gyroscopic stochastic differential equations. The method of stochastic averaging is used to decouple the governing equations into Itô equations, from which the moment Lyapunov exponent is obtained by using mathematical transformations only. The largest Lyapunov exponent is obtained through its relation with moment Lyapunov exponents. The effects of various parameters on the stochastic dynamic stability are discussed. The approximate analytical results are confirmed by Monte Carlo simulation.     

Noise-induced chaos in the elastic forced oscillators with real-power damping force

The chaotic behavior of the elastic forced oscillators with real-power exponents of damping and restoring force terms under bounded noise is investigated. By using random Melnikov method, a mean square criterion is used to detect the necessary conditions for chaotic motion of this stochastic system. The results show that the threshold of bounded noise amplitude for the onset of chaos in the system increases as the intensity of the random frequency increases, and decrease as the real-power exponent of damping term increase. The threshold of bounded noise amplitude for the onset of chaos is determined by the numerical calculation via the largest Lyapunov exponents. The effects of bounded noise and real-power exponent of damping term on bifurcation and Poincaré map are also investigated. Our results may provide a valuable guidance for understanding the effect of bounded noise on a class of generalized double well system.     

Stochastic stability of a fractional viscoelastic plate driven by non-Gaussian colored noise

Nonlinear Dynamics - In this paper, the moment Lyapunov exponent and stochastic stability of a fractional viscoelastic plate driven by non-Gaussian colored noise is investigated. Firstly, the...     

Moment Lyapunov exponents of the stochastic parametrical Hill’s equation

The Lyapunov exponent and moment Lyapunov exponents of Hill’s equation with frequency and damping coefficient fluctuated by white noise stochastic process are investigated. A perturbation approach is used to obtain explicit expressions for these exponents in the presence of small intensity noises. The results are applied to the study of the almost-sure and the moment stability of the stationary solutions of the thin simply supported beam subjected to axial compressions and time-varying damping which are small intensity stochastic excitations.     

Lyapunov exponent and stochastic stability of quasi-non-integrable Hamiltonian systems

An n degree-of-freedom (DOF) non-integrable Hamiltonian system subject to light damping and weak stochastic excitation is called quasi-non-integrable Hamiltonian system. In the present paper, the stochastic averaging of quasi-non-integrable Hamiltonian systems is briefly reviewed. A new norm in terms of the square root of Hamiltonian is introduced in the definitions of stochastic stability and Lyapunov exponent and the formulas for the Lyapunov exponent are derived from the averaged Itô equations of the Hamiltonian and of the square root of Hamiltonian. It is inferred that the Lyapunov exponent so obtained is the first approximation of the largest Lyapunov exponent of the original quasi-non-integrable Hamiltonian systems and the necessary and sufficient condition for the asymptotic stability with probability one of the trivial solution of the original systems can be obtained approximately by letting the Lyapunov exponent to be negative. This inference is confirmed by comparing the stability conditions obtained from negative Lyapunov exponent and by examining the sample behaviors of averaged Hamiltonian or the square root of averaged Hamiltonian at trivial boundary for two examples. It is also verified by the largest Lyapunov exponent obtained using small noise expansion for the second example.     

Influence of the mode number on the stochastic stability regions of the elastic beam

The moment Lyapunov exponents and Lyapunov exponent of a two-dimensional system under stochastic parametric excitation are studied. A perturbation approach is used to obtain explicit expressions for these exponents in the presence of small intensity noises. Approximate analytical results for the pth moment Lyapunov exponents are compared with the numerical values obtained by the Monte Carlo simulation approach. The results are applied to the study of the almost-sure and the moment stability of the stationary solutions of the elastic beam subjected to the stochastic axial load. The boundaries of the almost-sure and the moment stability of the elastic beam as the function of the damping coefficient, spectral density of the stochastic force and mode number are obtained.     

The maximal Lyapunov exponent of a co-dimension two-bifurcation system excited by a bounded noise

In the present paper,the maximal Lyapunov exponent is investigated for a co-dimension two bifurcation system that is on a three-dimensional central manifold and subjected to parametric excitation by a bounded noise.By using a perturbation method,the expressions of the invariant measure of a one-dimensional phase diffusion process are obtained for three cases,in which different forms of the matrix B,that is included in the noise excitation term,are assumed and then,as a result,all the three kinds of singular boundaries for one-dimensional phase diffusion process are analyzed.Via Monte-Carlo simulation,we find that the analytical expressions of the invariant measures meet well the numerical ones.And furthermore,the P-bifurcation behaviors are investigated for the one-dimensional phase diffusion process.Finally,for the three cases of singular boundaries for one-dimensional phase diffusion process,analytical expressions of the maximal Lyapunov exponent are presented for the stochastic bifurcation system.     

二自由度耦合线性随机系统的最大Lyapunov指数和稳定性

利用摄动方法和Fokker-Planck算子及其伴随算子的特征函数展开法,讨论了两个模态都处于临介状态的耦合二自由度振动系统,在小强度的非高斯噪声参数激励下系统运动的稳定性,获得了系统扩散过程的稳态概率密度的渐近表达式,建立了系统最大Lyapunov指数的渐近表达式,由此获得了系统运动模态几乎必然稳定的充分必要条件。     

二自由度耦合非线性随机系统的最大Lyapunov指数和稳定性

利用摄动方法讨论了一类耦合二自由度非线性系统，在小强度白噪声参数激励下系统运动模态的稳定性，获得了系统扩散过程的稳态概率密度的渐近表达式，由此获得了系统运动模态几乎必然稳定的充分必要条件。     

Moment Lyapunov exponent and stochastic stability for a binary airfoil driven by an ergodic real noise

This paper presents a new method, through which the pth moment stability of a binary airfoil subjected to an ergodic real noise is obtained. The excitation included is assumed to be an integrable function of an n-dimensional Ornatein–Uhlenbeck vector process that is the output of a linear filter system and for which the strong mixing condition and the delicate balance condition are removed in the present study. By using a perturbation method and the spectrum representations of both the Fokker–Planck operator and its adjoint operator of the linear filter system, the asymptotic expressions of the pth moment Lyapunov exponent are obtained, and the results of which match the numerical results.     

一类三维随机动力系统的最大Lyapunov指数

基于一维扩散过程的奇异边界理论,使用摄动方法研究了白噪声参激的一类余维二分岔系统的最大Lyapunov指数渐近表达式和数值解,主要讨论了一维相扩散过程同时存在两类奇异边界以及FPK方程存在平稳解的一般性条件. 通过对参激噪声作用项系数矩阵的分析,给出了不变测度的解析解及其相应的Monte Carlo数值仿真结果,并导出了一维相扩散过程P分岔点的确定方法. 对于一类特殊情形,给出了最大Lyapunov指数的渐近表达式;对于参激噪声作用项系数矩阵的一般情形,则给出了系统最大Lyapunov指数的数值结果.      

Random impacts of a complex damped system

We investigated the random impacts of a complex damped system. Firstly the interested deterministic complex damped system was revisited and the unstable periodic attractors could be found by means of Poincaré map, time evolution and phase plot since the top Lyapunov exponent could not be applied to decide the unstable states of the proposed system. Secondly the stochastic complex damped system was examined and random impacts would be discovered, namely, the initial deterministic system will be stabilized using the stochastic force properly. The top Lyapunov exponent versus the noise intensity will be observed and one can find the change of dynamical behaviors from instability to stability. Also we implemented Poincaré map analysis, time history and phase plot to confirm the obtained results of top Lyapunov exponent, and we can find excellent agreement between these results. Therefore random noise can be applied to control the dynamical behaviors.     

Maximal Lyapunov exponent of a co-dimension two bifurcation system excited by a white noise

In this paper, we evaluate the maximal Lyapunov exponent for a co-dimension two bifurcation system, which is on a three-dimensional central manifold and is subjected to a parametric excitation by a white noise. Through a perturbation method, we obtain the explicit asymptotic expressions of the maximal Lyapunov exponent for three cases, in which different forms of the coefficient matrix that are included in the noise excitation term are assumed.     

Asymptotic Lyapunov stability with probability one of quasi linear systems subject to multi-time-delayed feedback control and wide-band parametric random excitation

The asymptotic Lyapunov stability with probability one of multi-degree-of-freedom quasi linear systems subject to multi-time-delayed feedback control and multiplicative (parametric) excitation of wide-band random process is studied. First, the multi-time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay and the system is converted into ordinary quasi linear system. Then, the averaged Itô stochastic differential equations are derived by using the stochastic averaging method for quasi linear systems and the expression for the largest Lyapunov exponent of the linearized averaged Itô equations is derived. Finally, the necessary and sufficient condition for the asymptotic Lyapunov stability with probability one of the trivial solution of the original system is obtained approximately by letting the largest Lyapunov exponent to be negative. An example is worked out in detail to illustrate the application and validity of the proposed procedure and to show the effect of the time delay in feedback control on the largest Lyapunov exponent and the stability of system.     

Research on parametric resonance in a stochastic van der Pol oscillator under multiple time delayed feedback control

Analytical derivations and numerical calculations are employed to gain insight into the parametric resonance of a stochastically driven van der Pol oscillator with delayed feedback. This model is the prototype of a self-excited system operating with a combination of narrow-band noise excitation and two time delayed feedback control. A slow dynamical system describing the amplitude and phase of resonance, as well as the lowest-order approximate solution of this oscillator is firstly obtained by the technique of multiple scales. Then the explicit asymptotic formula for the largest Lyapunov exponent is derived. The influences of system parameters, such as magnitude of random excitation, tuning frequency, gains of feedback and time delays, on the almost-sure stability of the steady-state trivial solution are discussed under the direction of the signal of largest Lyanupov exponent. The non-trivial steady-state solution of mean square response of this system is studied by moment method. The results reveal the phenomenon of multiple solutions and time delays induced stabilization or unstabilization, moreover, an appropriate modulation between the two time delays in feedback control may be acted as a simple and efficient switch to adjust control performance from the viewpoint of vibration control. Finally, theoretical analysis turns to a validation through numerical calculations, and good agreements can be found between the numerical results and the analytical ones.     

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.