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.     

Analysis of period-doubling bifurcation in double-well stochastic Duffing system via Laguerre polynomial approximation

The Laguerre polynomial approximation method is applied to study the stochastic period-doubling bifurcation of a double-well stochastic Duffing system with a random parameter of exponential probability density function subjected to a harmonic excitation. First, the stochastic Duffing system is reduced into its equivalent deterministic one, solvable by suitable numerical methods. Then nonlinear dynamical behavior about stochastic period-doubling bifurcation can be fully explored. Numerical simulations show that similar to the conventional period-doubling phenomenon in the deterministic Duffing system, stochastic period-doubling bifurcation may also occur in the stochastic Duffing system, but with its own stochastic modifications. Also, unlike the deterministic case, in the stochastic case the intensity of the random parameter should also be taken as a new bifurcation parameter in addition to the conventional bifurcation parameters, i.e. the amplitude and the frequency of harmonic excitation.     

Analysis of nonlinear oscillators under stochastic excitation by the Fokker-Planck-Kolmogorov equation

The paper deals with the analysis of stochastic mechanical systems with one degree of freedom and proposes a simple procedure to obtain a representation of the dynamical response. In particular, approximate solution of the FPK equation is obtained for a system subjected to a stochastic force term. The resolving procedure is implemented with reference to a polynomial expansion of the restoring force function. Numerical tests are performed with reference to Duffing and van der Pol oscillators, showing good agreement with simulated response.     

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。     

Bifurcation and Chaos in the Duffing Oscillator with a PID Controller

We discuss in this paper the bifurcation, stability and chaos of the non-linear Duffing oscillator with a PID controller. Hopf bifurcation can occur and we show that there is a global stable fixed point. The PID controller works well in some fields of the parameter space, but in other fields of the parameter space, or if the reference input is not equal to zero, chaos is common for hard spring type system and so is fractal basin boundary for soft spring system. The Melnikov method is used to obtain the criterion of fractal basin boundary.     

Exceedance probability criterion based stochastic optimal polynomial control of Duffing oscillators

An optimal polynomial control strategy is developed in the context of the physical stochastic optimal control scheme of structures that is well-adapted to randomly-driven non-linear dynamical systems. A class of Duffing oscillators with polynomial active tendons subjected to random ground motions is investigated for illustrative purposes. Numerical studies reveal that using an exceedance probability criterion with the minimum of the failure probability of system quantities in energy trade-off sense, a linear control with the 1st-order controller suffices even for strongly non-linear systems. This bypasses the need to utilize non-linear controls with the higher-order controller which may be associated with dynamical instabilities due to time delay and computational dynamics. The statistical variability, meanwhile, of system responses gains an obvious reduction, and the system performance is significantly improved. The 1st-order controller, however, does not have the same control effect to the higher-order controller when control criteria currently in used are employed, e.g. system second-order statistics evaluation and Lyapunov asymptotic stability condition, as indicated in the comparative studies of the exceedance probability criterion against the two control criteria. Besides, the proposed optimal polynomial control is insensitive to the non-linearity strength of the class of base-excited non-linear oscillators whereby a robust control of systems can be implemented, while the LQG control in conjunction with the statistical linearization technique, using a band-limited white noise input, does not have this advantage.     

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.     

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.     

Response of Duffing system with delayed feedback control under bounded noise excitation

This paper presents a procedure for predicting the response of Duffing system with time-delayed feedback control under bounded noise excitation by using stochastic averaging method. First, the time-delayed feedback control force is expressed approximately in terms of the system state variables without time delay. Then, the averaged It? stochastic differential equations for the system are derived by using the stochastic averaging method. Finally, the response of the system is obtained by solving the Fokker?CPlank?CKolmogorov equation associated with the averaged It? equations. It is shown that the time delay in feedback control will deteriorate the control effectiveness and cause bifurcation of stochastic jump of Duffing system. The validity of the proposed method is confirmed by digital simulation.     

Energy Based Stochastic Estimation of Nonlinear Oscillators with Parametric Random Excitation

A new energy-based system identification method is developed, applicable in situations where the dynamic response of a structure is measurable but the excitation is unmeasurable and describable only in terms of a stochastic process. It is shown that, in the case of a non-linear single degree of freedom system subjected to purely parametric, non-white random excitation, the power spectrum of the excitation can be identified through an estimation of the diffusion coefficient relating to the energy envelope of the response process. Through an estimation of the drift coefficient an identification of the system damping is also possible. The method is validated through application to simulated data relating to a Duffing oscillator with non-linear damping.     

An approach to the problem of closure in non-linear stochastic mechanics

An approach combining the method of moment equations and the statistical linearization technique is proposed for analysis of the response of non-linear mechanical systems to random excitation. The adaptive statistical linearization procedure is developed for obtaining a more accurate mean square of responses. For these, a Duffing oscillator and an oscillator with cubic non-linear damping subject to white noise excitation are considered. It is shown that the adaptive statistical linearization proposed yields good accurate results for both weak and strong non-linear stochastic systems.Presented at the First European Solid Mechanics Conference, September 9–13, 1991. Munich, Germany     

基于侵入混沌多项式法的随机多孔介质内顺磁性流体热磁对流不确定度量化

目前流体流动与传热问题的研究大都基于确定性工况条件,而现实流体流动与传热问题中存在着大量不确定性因素,计算流体力学的不确定性量化提供了一种理解流体物性、边界条件与初始条件等不确定性因素对模拟结果影响的能力.为揭示随机多孔介质内顺磁性流体热磁对流的传播规律与演化特征,本文发展了一种基于侵入式多项式混沌展开法的热磁对流不确...     

DYNAMICS ANALYSIS OF STOCHASTIC SPATIAL FLEXIBLE MULTIBODY SYSTEM 1)

轻质、高精度的柔性多体系统被广泛应用于实际工程领域中.由于实际设计公差、制造误差及环境温度等多种不确定因素的存在,使得柔性多体系统的结构参数(物理参数和几何参数)表现出随机性.具有随机结构参数的动力学模型能够客观地反映出真实系统的动力学行为,且结构参数的不确定性对空间柔性多体系统动力学响应的影响是不容忽视的.针对具有多个随机参数的空间柔性多体系统,提出了一种基于广义alpha算法的非侵入式随机柔性多体系统动力学计算方法.采用绝对节点坐标公式(absolute node coordinate formulation, ANCF)来描述柔性体, 推导建立多体系统动力学模型.利用混沌多项式展开(polynomial chaos expansion, PCE)法构建系统随机动力学方程的代理模型,然后将随机响应面法(stochastic response surface method, SRSM)嵌入广义-alpha方法中,分别采用改进抽样的回归方法(regression method of improved sampling, RMIS)和单项求容积法则(Monte Carlo simulation, MCR)来确定样本点.将数值计算结果与蒙特卡洛模拟(Monte Carlo simulation, MCS)结果进行对比, 验证了所提算法的有效性.在相同的定积分精度的条件下,根据单项求容积法则确定的样本点的计算结果稳定性更强, 且其计算效率更高.     

Resonance and Bifurcation in a Nonlinear Duffing System with Cubic Coupled Terms

The dynamic behaviors of two-degree-of-freedom Duffing system with cubic coupled terms are studied. First, the steady-state responses in principal resonance and internal resonance of the system are analyzed by the multiple scales method. Then, the bifurcation structure is investigated as a function of the strength of the driving force F. In addition to the familiar routes to chaos already encountered in unidimensional Duffing oscillators, this model exhibits symmetry-breaking, period-doubling of both types and a great deal of highly periodic motion and Hopf bifurcation, many of which occur more than once. We explore the chaotic behaviors of our model using three indicators, namely the top Lyapunov exponent, Poincaré cross-section and phase portrait, which are plotted to show the manifestation of coexisting periodic and chaotic attractors.     

精细积分时域平均法和随机扩阶系统法

讨论含随机参数结构的动力响应的计算问题,发展了精细积分时域平均法（ＴＡＰＩＭ）,它可以用来计算确定性系统受到随机激励时的动力响应;结合随机扩阶系统方法与随机有限元法,将ＴＡＰＩＭ方法应用于计算随机参数结构的动力响应,取得了较好的结果。结出了数值算例,结果表明随机扩阶系统法,随机有限元法与精细积分时域平均法的结合是计算 随机参数结构动力响应的有效方法。     

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。     

Stochastic jump and bifurcation of Duffing oscillator with fractional derivative damping under combined harmonic and white noise excitations

The stochastic jump and bifurcation of Duffing oscillator with fractional derivative damping of order α (0<α<1) under combined harmonic and white noise excitations are studied. First, the system state is approximately represented by two-dimensional time-homogeneous diffusive Markov process of amplitude and phase difference using the stochastic averaging method. Then, the method of reduced Fokker–Plank–Kolmogorov (FPK) equation is used to predict the stationary response of the original system. The phenomenon of stochastic jump and bifurcation as the fractional orders' change is examined.     

Homoclinic bifurcation and chaos attractor in elastic two-bar truss

In this paper, we present a dynamic bifurcation analysis of the non-linear Duffing's equation on a simple elastic structure. The structure is a two-bar elastic truss with a damper, and possesses geometrical non-linear stiffness. We consider the dynamic instability of its structure based on Duffing's oscillation, which shows bifurcation behavior of the homoclinic orbit. We could numerically forecast the trajectory near the invariant saddle point of homoclinic bifurcation on this model, and we found that it is possible to solve dynamic bifurcation and strange attractors (chaos) on this non-linear structure. On this truss, we could investigate the dynamic stability of the strange attractor using Lyapunov exponents under the frequency and/or the amplitude parameter of periodic load.     

非线性随机动力系统的稳定性和分岔研究

在随机动力系统中的分岔──噪声导致的跃迁行为，是一种有别于确定性系统分岔与混沌的独特的非线性复杂现象．本文全面评述非线性随机系统的稳定性问题、离出问题、随机动力系统理论和随机分岔等各项研究的发展历史、基本的思想方法以及主要的研究成果．     

Efficient stochastic finite element methods for flow in heterogeneous porous media. Part 2: Random lognormal permeability

Efficient and robust iterative methods are developed for solving the linear systems of equations arising from stochastic finite element methods for single phase fluid flow in porous media. Permeability is assumed to vary randomly in space according to some given correlation function. In the companion paper, herein referred to as Part 1, permeability was approximated using a truncated Karhunen-Loève expansion (KLE). The stochastic variability of permeability is modeled using lognormal random fields and the truncated KLE is projected onto a polynomial chaos basis. This results in a stochastic nonlinear problem since the random fields are represented using polynomial chaos containing terms that are generally nonlinear in the random variables. Symmetric block Gauss-Seidel used as a preconditioner for CG is shown to be efficient and robust for stochastic finite element method.