Noise and stability in differential delay equations

We study the stability of linear stochastic differential delay equations in the presence of additive or multiplicative white and colored noise. Using a stochastic analog of the second Liapunov method, sufficient conditions for mean square and stochastic stability are derived.     

Analysis of Unsteady Motion with Respect to Noise Sources in a Gas Turbine Combustor: Isothermal Flow Case

In order to evaluate the direct and indirect contributions to the total combustion noise emission, a combustion chamber consisting of a swirl burner and an exit nozzle of Laval-shape, representing a gas turbine combustor, is investigated by means of experiments and large eddy simulation. Focused on the isothermal flow case first and encouraged by a good overall agreement between the LES and the experimental data for the flow field, a first characterisation of the flow with respect to noise sources is performed. To analyse acoustic properties of the flow, time and length scales are evaluated inside the combustor. Furthermore, the evidence for the existence of a precessing vortex core (PVC), typical for configurations with swirl, is revealed. Finally, the effect of the PVC on the flow inside the Laval nozzle is discussed.     

有界噪声激励下单摆-谐振子系统的混沌运动

研究了具有同宿轨道和周期轨道的可积单摆-谐振子系统在弱Hamilton摄动(即弱耦合摄动)和弱非Hamilton摄动(即阻尼和有界噪声微扰)下的混沌运动．用Melnikov方程预测Hamilton系统中可能存在混沌运动的参数域，并用Poincare截面验证解析结果．用数值方法计算了有阻尼与有界噪声激励下系统的最大Lyapun0V指数和Poincare截面，结果表明有界噪声在频率上的扩散减小了引发系统产生混沌运动的效应。     

First-Passage Time of Duffing Oscillator under Combined Harmonic and White-Noise Excitations

The first-passage time of Duffing oscillator under combined harmonic andwhite-noise excitations is studied. The equation of motion of the system is firstreduced to a set of averaged Itô stochastic differential equations by using thestochastic averaging method. Then, a backward Kolmogorov equation governing theconditional reliability function and a set of generalized Pontryagin equationsgoverning the conditional moments of first-passage time are established. Finally, theconditional reliability function, and the conditional probability density and momentsof first-passage time are obtained by solving the backward Kolmogorov equation andgeneralized Pontryagin equations with suitable initial and boundary conditions.Numerical results for two resonant cases with several sets of parameter values areobtained and the analytical results are verified by using those from digital simulation.     

Identification of stiffness, dissipation and input parameters of randomly excited non-linear systems: Capability of restricted potential models (RPM)

A dynamic identification technique in the time domain for time invariant systems under random external forces is presented. This technique is based on the use of the class of restricted potential models (RPM), which are characterized by a non-linear stiffness and a special form of damping, that is a product of the input power spectral density (PSD) matrix and the velocity gradient of a non-linear function of the total mechanical energy. By applying stochastic differential calculus and by specific analytical manipulations, some algebraic equations, depending on the response statistics and on the mechanic parameters that characterize RPM, are obtained. These equations can be used for the dynamic identification of the above mechanic parameters once the response statistics of the system to be identified are evaluated. The proposed technique allows one to identify single-degree-of-freedom or multi-degrees-of-freedom systems in the case of unmeasurable input. Further, the probabilistic characteristics of the external forces can be completely estimated in terms of PSD matrix.     

PATH INTEGRAL SOLUTION OF NONLINEAR DYNAMIC BEHAVIOR OF STRUCTURE UNDER WIND EXCITATION

IntroductionThe dynamic behavior of the nonlinear structure under wind excitation has beenobserved very complicated.Taking guyed masts as an example,only a few collapsingaccidents occurred under extreme atmospheric conditions[1],many took place under mild…     

机抖激光陀螺随机噪声注入方法研究

机抖激光陀螺通过在抖动驱动信号中注入一定强度的随机噪声来消除动态闭锁误差.为了适应机抖激光陀螺小型化和其控制电路数字化的发展,设计了在以抖动驱动信号采用方波形式的基础上,其随机噪声的注入采取了应用寄存器产生的伪随机噪声-m序列按照对方波占空比进行调制的方式,并建立了抖动机构的数学模型,应用所建立的模型通过Matlab中的Simulink进行了仿真.依照随机噪声注入效率的计算方法,文中采用的方式其噪声注入效率要高于以往采用的应用高斯白噪声对交变正弦波驱动信号进行幅值调制的方式,对此进行了实验验证,证明这种随机噪声注入方式效果良好.     

结构声振研究的功率流方法

功率流方法是近年来研究柔性结构动态特性的主要手段, 其计算可分为低频段、中频段和高 频段. 本文讨论了有限元法、导纳功率流法、统计能量分析法、能量有限元法、参数化统计 能量分析法、子结构法、Lagrange乘子混合法、有限元/统计能量分析混合法、有限元/功 率流有限元混合法等方法, 各种方法适用频段各不相同, 综合应用这些方法, 可以解决绝大 多数声振预测问题.