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.     

Drifting response of elastic perfectly plastic oscillators under zero mean random load

The displacement response of an elastic perfectly plastic oscillator under a zero mean, stationary, broad band random load is known not to reach stationarity: asymptotically, its mean is zero but its variance linearly increases with time. Thus, as time passes the oscillator gradually drifts away from its initial position. A method is presented for estimating the time asymptotic behavior of this drifting. Developed within the context of stochastic averaging, the method is based on a generalized van der Pol transformation that differs from its classical counterpart by an extra term that is meant to capture the drifting. The introduction of this term makes it possible to successfully address the drifting by using a linearization technique, even when the excitation power spectrum vanishes at zero frequency. The results obtained with the method are in good agreement with Monte Carlo simulation estimates.     

Random response of integrable Duhem hysteretic systems under non-white excitation

In this study, an integrable Duhem hysteresis model is derived from the mathematical Duhem operator. This model can represent a wide category of hysteretic systems. The stochastic averaging method of energy envelope is then adapted for response analysis of the integrable Duhem hysteretic system subjected to non-white random excitation. Using the integrability of the proposed model, potential energy and dissipated energy of the hysteretic system can be represented in an integration form so that the hysteretic restoring force is separable into conservative and dissipative parts. Based on the equivalence of dissipated energy, a non-hysteretic non-linear system is obtained to substitute the original system, and the averaged Itô stochastic differential equation of total energy is derived with the drift and diffusion coefficients being expressed as Fourier series expansions in space averaging. The stationary probability density of total energy and response statistics are obtained by solving the Fokker–Planck–Kolmogorov (FPK) equation associated with the Itô equation. Verification is given by comparing the computational results with Monte Carlo simulations.     

Drift response of a bilinear hysteretic system to periodic excitation under sustained load effects

This paper presents an investigation of response characteristics for hysteretic systems idealized as a bilinear hysteretic model subjected to period excitations composed of a harmonic function and a sustained load. It is shown that the displacement solution can exhibit a drift sequence persistently repeated at a frequency identical to the excitation frequency in the case of zero post-yielding stiffness. The periodic-like drift sequence is further classified into three major types according to their different hysteretic looping behaviors. An approximate solution approach based on the method of weighted residuals is proposed to analyze the drift amplitude per response cycle. The assumed response shape is composed of two concatenated harmonic functions each with a frequency slightly detuned from the excitation frequency. The method is accompanied with a subsequent first-order analysis to obtain a closed-form approximation for the drift response. Good response predictions of the proposed solution method are demonstrated through both undamped and damped drift-frequency analyses.     

Random excitation of nonlinear coupled oscillators

This paper presents the experimental results of random excitation of a nonlinear two-degree-of-freedom system in the neighborhood of internal resonance. The random signals of the excitation and response coordinates are processed to estimate the mean squares, autocorrelation functions, power spectral densities, and probability density functions. The results are qualitatively compared with those predicted by the Fokker-Planck equation together with a non-Gaussian closure scheme. The effects of system damping ratios, nonlinear coupling parameter, internal detuning ratio, and excitation spectral density level are considered in both studies except the effect of damping ratios is not considered in the experimental investigation. Both studies reveal similar dynamic features such as autoparametric absorber effect and stochastic instability of the coupled system. The experimental results show that the autocorrelation function of the coupled system has the feature of ultra narrow band process and degenerates to a periodic one as the internal detuning departs from the exact internal resonance condition. The measured probability density functions of the response of the main system suggests that the Gaussian representation is sufticient as long as the excitation level is relatively low in the neighborhood of the system internal resonance condition.     

Prediction of the response of non-linear oscillators under stochastic parametric and external excitations

The method of equivalent external excitation is derived to predict the stationary variances of the states of non-linear oscillators subjected to both stochastic parametric and external excitations. The oscillator is interpreted as one which is excited solely by an external zero-mean stochastic process. The Fokker-Planck-Kolmogorov equation is then applied to solve for the density functions and match the stationary variances of the states. Four examples which include polynomial, non-polynomial, and Duffing type non-linear oscillators are used to illustrate this approach. The validity of the present approach is compared with some exact solutions and with Monte Carlo simulations.     

Mitigation of structural vibrations by hysteretic oscillators in internal resonance

Nonlinear Dynamics - The present paper deals with the dynamics of a two-degrees-of freedom system consisting of a nonlinear absorber attached to a primary linear structure under external...     

Parametric random excitation of nonlinear coupled oscillators

The stochastic bifurcation and response statistics of nonlinear modal interaction under parametric random excitation are studied analytically, numerically and experimentally. Two basic definitions of stochastic bifurcation are first introduced. These are bifurcation in distribution and bifurcation in moments. bifurcation in moments is examined for the case of a coupled oscillator subjected to parametric filtered white noise. The center frequency of the excitation is selected to be close to either twice the first mode or second mode natural frequencies or the sum of the two. The stochastic bifurcation in moments is predicted using the Fokker-Planck equation together with gaussian and non-Gaussian closures and numerically using the Monte Carlo simulation. When one mode is parametrically excited it transfers energy to the other mode due to nonlinear modal interaction. The Gaussian closure solution gives close results to those predicted numerically only in regions well remote from bifurcation points. However, bifurcation points predicted by the non-Gaussian closure are in good agreement with those estimated by numerical simulation. Depending on the excitation level, the probability density of the excited mode is strongly non-Gaussian and exhibits multi-maxima as predicted by Monte Carlo simulation. Experimental tests are carried out at relatively low excitation levels. In the neighborhood of stochastic bifurcation in mean square the measured results exhibit different regimes of response characteristics including zero motion and occasional small random motion regimes. These two regimes are characterized by the phenomenon of on-off intermittency. Both regimes overlap and thus it is difficult to locate experimentally the bifurcation point.     

Rational study of hysteretic systems under stationary random excitation

The “trace” method together with a new definition of the normalization factor of the response distribution density related to a probable maximum peak value of the response, lead to quasi-deterministic results which seem to be more realistic and more rational than those given by other known methods. In the particular case of bilinear hysteresis, it is shown that the statistical properties obtained are bounded by those of two limit linear cases.     

Probability density function for stochastic response of non-linear oscillation system under random excitation

Probability density function (PDF) of stochastic responses is a critical topic in uncertainty analysis. In this paper, orthogonal decomposition technique was extended to discuss non-stationary response of non-linear oscillator under random excitation. The PDF of stochastic reponses is represented by a set of standardized multivariable orthogonal polynomials. According to the Galerkin scheme, the original problem, which has to solve the Fokker-Planck-Kolmogorov (FPK) equation, was converted to a first-order linear ordinary differential equation, in terms of unknown time-dependent coefficients. Then, stationary and non-stationary PDFs of uncertainty responses were obtained. In numerical examples, first-order and second-order non-linear systems exposed to the Gaussian white noise were considered. Finally, the accuracy of the proposed method was demonstrated through appropriate comparisons to Monte-Carlo simulation and analytical results.     

Chaotic motion and stochastic excitation

In this paper, one considers dynamic chaotic/stochastic systems and the associated Gibbs set. The behavior of these sets leads one to characterize the systems and to calculate the values of the Kolmogorov entropy. The ultimate objective is to extend an approach typical of the statistical mechanics to the analysis of systems of the mechanical engineering.     

非高斯随机激励下滞迟系统响应与首次穿越失效

针对由有界噪声、泊松白噪声和高斯白噪声共同构成的非高斯随机激励,通过Monte Carlo数值模拟方法研究了此激励作用下双线性滞迟系统和Bouc-Wen滞迟系统这两类经典滞迟系统的稳态响应与首次穿越失效时间。一方面,分析了有界噪声和泊松白噪声这两种分别具有连续样本函数和非连续样本函数的非高斯随机激励,在不同激励参数条件下对双线性滞迟系统和Bouc-Wen滞迟系统的稳态响应概率密度、首次穿越失效时间概率密度及其均值的不同影响;另一方面,揭示了在这类非高斯随机激励荷载作用下,双线性滞迟系统的首次穿越失效时间概率密度将出现与Bouc-Wen滞迟系统的单峰首次穿越失效时间概率密度截然不同的双峰形式。     

Steady-state response of a binon-linear hysteretic system

The steady-state responses are analyzed for a binon-linear hysteretic system using the method of slowly varying parameters. It is shown that the triple-valued and quintuple-valued response curves exist in this system in certain parameter ranges. The stability is studied for the steady-state responses. The results obtained show that the unstable region of response is divided into two regions in certain parameter range, and the distance between the two regions goes to infinity as the value of non-linearity parameter goes to zero.     

On the response of purely nonlinear oscillators: An Ateb-type solution for motion and an Ateb-type external excitation

This study is concerned with free and forced undamped purely nonlinear oscillators. First, the exact closed-form solution for free vibrations given in terms of the Ateb function is discussed. An insight is provided with respect to the period of vibrations and the harmonic content of the response. Then, forced purely nonlinear oscillators with an Ateb-type external excitation are considered. The exact solution for the forced response is obtained, the amplitude-frequency equation derived and frequency-response curves investigated. It is also shown how one can adjust the system parameters to cause a constant frequency/period of the forced response.     

Non-linear response of a string to random excitation

The mean square deflection of a non-linear string subjected to nonplanar Gaussian white noise excitation is determined by the perturbation method. It is shown that increase in tension due to stretching, and transverse transverse mode coupling tend to reduce the mean square deflection; while longitudinal-transverse mode coupling tends to counter this effect to some extent. These results are in conformity with the trend observed in the case of periodic excitation.     

Response and stability of strongly non-linear oscillators under wide-band random excitation

A new stochastic averaging procedure for single-degree-of-freedom strongly non-linear oscillators with lightly linear and (or) non-linear dampings subject to weakly external and (or) parametric excitations of wide-band random processes is developed by using the so-called generalized harmonic functions. The procedure is applied to predict the response of Duffing–van der Pol oscillator under both external and parametric excitations of wide-band stationary random processes. The analytical stationary probability density is verified by digital simulation and the factors affecting the accuracy of the procedure are analyzed. The proposed procedure is also applied to study the asymptotic stability in probability and stochastic Hopf bifurcation of Duffing–van der Pol oscillator under parametric excitations of wide-band stationary random processes in both stiffness and damping terms. The stability conditions and bifurcation parameter are simply determined by examining the asymptotic behaviors of averaged square-root of total energy and averaged total energy, respectively, at its boundaries. It is shown that the stability analysis using linearized equation is correct only if the linear stiffness term does not vanish.     

Random excitation of coupled oscillators with single and simultaneous internal resonances

The primary objective of this paper is to examine the random response characteristics of coupled nonlinear oscillators in the presence of single and simultaneous internal resonances. A model of two coupled beams with nonlinear inertia interaction is considered. The primary beam is directly excited by a random support motion, while the coupled beam is indirectly excited through autoparametric coupling and parametric excitation. For a single one-to-two internal resonance, we used Gaussian and non-Gaussian closures, Monte Carlo simulation, and experimental testing to predict and measure response statistics and stochastic bifurcation in the mean square. The mean square stability boundaries of the coupled beam equilibrium position are obtained by a Gaussian closure scheme. The stochastic bifurcation of the coupled beam is predicted theoretically and experimentally. The stochastic bifurcation predicted by non-Gaussian closure is found to take place at a lower excitation level than the one predicted by Gaussian closure and Monte Carlo simulation. It is also found that above a certain excitation level, the solution obtained by non-Gaussian closure reveals numerical instability at much lower excitation levels than those obtained by Gaussian and Monte Carlo approaches. The experimental observations reveal that the coupled beam does not reach a stationary state, as reflected by the time evolution of the mean square response. For the case of simultaneous internal resonances, both Gaussian and non-Gaussian closures fail to predict useful results, and attention is focused on Monte Carlo simulation and experimental testing. The effects of nonlinear coupling parameters, internal detuning ratios, and excitation spectral density level are considered in both investigations. It is found that both studies reveal common nonlinear features such as bifurcations in the mean square responses of the coupled beam and modal interaction in the neighborhood of internal resonances. Furthermore, there is an upper limit for the excitation level above which the system experiences unbounded response in the neighborhood of simultaneous internal resonances.     

Asymptotic dynamic modeling and response of hysteretic nanostructured beams

Nonlinear Dynamics - The nonlinear dynamic response of carbon nanotube (CNT)/polymer nanocomposite beams to harmonic base excitations is investigated asymptotically via the method of multiple...