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.     

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.     

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.     

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 averaging of quasi-integrable Hamiltonian systems under combined harmonic and white noise excitations

A stochastic averaging method is proposed to predict approximately the response of quasi-integrable Hamiltonian systems to combined harmonic and white noise excitations. According to the proposed method, an n+α+β-dimensional averaged Fokker-Planck-Kolmogorov (FPK) equation governing the transition probability density of n action variables or independent integrals of motion, α combinations of angle variables and β combinations of angle variables and excitation phase angles can be constructed when the associated Hamiltonian system has α internal resonant relations and the system and harmonic excitations have β external resonant relations. The averaged FPK equation is solved by using the combination of the finite difference method and the successive over relaxation method. Two coupled Duffing-van der Pol oscillators under combined harmonic and white noise excitations is taken as an example to illustrate the application of the proposed procedure and the stochastic jump and its bifurcation as the system parameters change are examined.     

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.     

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.     

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…     

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.     

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.     

Nonlinear Random Response of Ocean Structures Using First- and Second-Order Stochastic Averaging

This paper deals with the dynamic response of nonlinear elastic structure subjected to random hydrodynamic forces and parametric excitation using a first- and second-order stochastic averaging method. The governing equation of motion is derived by using Hamilton's principle, taking into account inertia and curvature nonlinearities and work done due to hydrodynamic forces. Within the framework of first-order stochastic averaging, the system response statistics and stability boundaries are obtained. Unfortunately, the effects of nonlinear inertia and curvature are not reflected in the final results, since the contribution of these nonlinearities is lost during the averaging process. In the absence of hydrodynamic forces, the method fails to give bounded response statistics, and the analysis yields stability conditions. It is the second-order stochastic averaging which can capture the influence of stiffness and inertia nonlinearities that were lost in the first-order averaging process. The results of the second-order averaging are compared with those predicted by Gaussian and non-Gaussian closures and by Monte Carlo simulation. In the absence of parametric excitation, the non-Gaussian closure solutions are in good agreement with Monte Carlo simulation. On the other hand, in the absence of hydrodynamic forces, second-order averaging gives more reliable results in the neighborhood of stochastic bifurcation. However, under pure parametric random excitation, the stochastic averaging and Monte Carlo simulation predict the on-off intermittency phenomenon near bifurcation point, in addition to stochastic bifurcation in probability.     

Response analysis of a pitch–plunge airfoil with structural and aerodynamic nonlinearities subjected to randomly fluctuating flows

This study focuses on numerically investigating the response dynamics of a pitch–plunge airfoil with structural nonlinearity under dynamic stall conditions. The aeroelastic responses are investigated for both deterministic and randomly time varying flow conditions. To that end, a pitch–plunge airfoil under dynamic stall condition is considered and the nonlinear aerodynamic loads are computed using a Leishman–Beddoes formulation. It is shown that the presence of structural nonlinearities can give rise to a variety of dynamical responses in the pre-flutter regime. Next, a response analysis under the presence of a randomly fluctuating wind is carried out. It is demonstrated that the route to flutter occurs via a regime of pre-flutter oscillations called intermittency. Finally, the manifestation of these stochastic responses is characterized by invoking stochastic bifurcation concepts. The route to flutter via intermittency is presented in terms of topological changes occurring in the joint-probability density function of the state variables.     

Dynamic analysis of two-degree-of-freedom airfoil with freeplay and cubic nonlinearities in supersonic flow

The nonlinear aeroelastic response of a two-degree-of-freedom airfoil with freeplay and cubic nonlinearities in supersonic flows is investigated. The second-order piston theory is used to analyze a double-wedge airfoil. Then, the fold bifurcation and the amplitude jump phenomenon are detected by the averaging method and the multi-variable Floquet theory. The analytical results are further verified by numerical simulations. Finally, the influence of the freeplay parameters on the aeroelastic response is analyzed in detail.     

随机干扰与随机参数激励联合作用下的Hopf分叉

本文研究van der Pol-Duffing型的非线性振子在随机干扰和随机参数联合作用下的Hopf分叉现象。本文所得结果证实了当系统处在于Hopf分叉点附近时,对系统的参数的变化具有敏感性。在研究过程中,我们利用Markov扩散过程逼近系统的随机响应,得到了沿稳定矩的概率1稳定和矩稳定的条件。对于非线性振子,我们得到了振幅过程的稳态概论密度函数。研究发现,确定性系统的Hopf分叉点在随机参数作用下具有漂移现象,这种漂移是由系统的性质所决定的,当分叉点为超临界的,分叉点向前漂移;而当分叉点为亚临界时,这种漂移是向后的。当系统处在外部随机干扰作用下时,系统出现非零响应。另外我们发现,稳态矩的分叉与其阶数无关。     

Stochastic minimax semi-active control for MDOF nonlinear uncertain systems under combined harmonic and wide-band noise excitations using MR dampers

A stochastic minimax semi-active control strategy for multi-degrees-of-freedom (MDOF) strongly nonlinear systems under combined harmonic and wide-band noise excitations is proposed. First, a stochastic averaging procedure is introduced for controlled uncertain strongly nonlinear systems using generalized harmonic functions and the control forces produced by Magneto-rheological (MR) dampers are split into the passive part and the active part. Then, a worst-case optimal control strategy is derived by solving a stochastic differential game problem. The worst-case disturbances and the optimal semi-active controls are obtained by solving the Hamilton–Jacobi–Isaacs (HJI) equations with the constraints of disturbance bounds and MR damper dynamics. Finally, the responses of optimally controlled MDOF nonlinear systems are predicted by solving the Fokker–Planck–Kolmogorov (FPK) equation associated with the fully averaged Itô equations. Two examples are worked out in detail to illustrate the proposed control strategy. The effectiveness of the proposed control strategy is verified by using the results from Monte Carlo simulation.     

Slow Sinusoidal Modulation Through Bifurcations: The Effect of Additive Noise

We analyse the response of two oscillators with quadratic coupling that exhibit an internal resonance. With sinusoidal excitation, as the excitation amplitude increases, a bifurcation in the response occurs. The response of one oscillator changes from linear variation with excitation amplitude to a constant saturated value. The other mode changes from zero to large amplitude, the change sometimes being quite rapid as the excitation amplitude is very slowly increased. We consider slow sinusoidal variation of the excitation amplitude through this bifurcation. Noise must now be included in the model, as even very low-level amplitude noise can affect critically the value at which the jump occurs. Amplitude modulation can extend the range over which the zero response of one oscillator occurs, causing an effective stabilisation of that form of the response; noise on the other hand is destabilizing. We analyse these competing effects using matched asymptotic expansions. A nested set of three expansions is needed to describe the rapid jump; the innermost expansion describes how noise triggers the rapid jump. Excellent comparisons are obtained with numerical simulations. The analytic results can be used to find ranges and frequencies of the modulation and noise levels that control the system so that the zero-amplitude solution is maintained effectively at zero even into parameter ranges where the autonomous zero-amplitude solution is locally unstable.     

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.     

Bifurcation characteristics of a two-dimensional structurally non-linear airfoil in turbulent flow

The dynamics of a structurally non-linear two-dimensional airfoil in turbulent flow is investigated numerically using a Monte Carlo approach. Both the longitudinal and vertical components of turbulence, corresponding to parametric (multiplicative) and external (additive) excitation, respectively, are modelled. The properties of the airfoil are chosen such that the underlying non-excited, deterministic system exhibits binary flutter; the loss of stability of the equilibrium point due to flutter then leads to a limit cycle oscillation (LCO) via a supercritical Hopf bifurcation. For the random system, the results are examined in terms of the probability structure of the response and the largest Lyapunov exponent. The airfoil response is interpreted from the point of view of the concepts of D- and P-bifurcations, as defined in random bifurcation theory. It is found that the bifurcation is characterized by a change in shape of the response probability structure, while no discontinuity in the variation of the largest Lyapunov exponent with airspeed is observed. In this sense, the trivial bifurcation obtained for the deterministic airfoil, where the D- and P-bifurcations coincide, appears only as a P-bifurcation for the random case. At low levels of turbulence intensity, the Gaussian-like bell-shaped bi-dimensional PDF bifurcates into a crater shape; this is interpreted as a random fixed point bifurcating into a random LCO. At higher levels of turbulence intensity, the post-bifurcation PDF loses its underlying deterministic LCO structure. The crater is transformed into a two-peaked shape, with a saddle at the origin. From a more universal point of view, the robustness of the random bifurcation scenario is critiqued in light of the relative importance of the two components of turbulent excitation.     

Nonlinearly damped systems under simultaneous broad-band and harmonic excitations

The probability distribution of the response of a nonlinearly damped system subjected to both broad-band and harmonic excitations is investigated. The broad-band excitation is additive, and the harmonic excitations can be either additive or multiplicative. The frequency of a harmonic excitation can be either near or far from a resonance frequency of the system. The stochastic averaging method is applied to obtain the Itô type stochastic differential equations for an averaged system described by a set of slowly varying variables, which are approximated as components of a Markov vector. Then, a procedure based on the concept of stationary potential is used to obtain the exact stationary probability density for a class of such averaged systems. For those systems not belonging to this class, approximate solutions are obtained using the method of weighted residuals. Application of the exact and approximate solution procedures are illustrated in two specific cases, and the results are compared with those obtained from Monte Carlo simulations.     

Resonant response of a non-linear vibro-impact system to combined deterministic harmonic and random excitations

The resonant resonance response of a single-degree-of-freedom non-linear vibro-impact oscillator, with cubic non-linearity items, to combined deterministic harmonic and random excitations is investigated. The method of multiple scales is used to derive the equations of modulation of amplitude and phase. The effects of damping, detuning, and intensity of random excitations are analyzed by means of perturbation and stochastic averaging method. The theoretical analyses verified by numerical simulations show that when the intensity of the random excitation increases, the non-trivial steady-state solution may change from a limit cycle to a diffused limit cycle. Under certain conditions, impact system may have two steady-state responses. One is a non-impact response, and the other is either an impact one or a non-impact one.