Stochastic chaos in a Duffing oscillator and its control

Stochastic chaos discussed here means a kind of chaotic responses in a Duffing oscillator with bounded random parameters under harmonic excitations. A system with random parameters is usually called a stochastic system. The modifier ‘stochastic’ here implies dependent on some random parameter. As the system itself is stochastic, so is the response, even under harmonic excitations alone. In this paper stochastic chaos and its control are verified by the top Lyapunov exponent of the system. A non-feedback control strategy is adopted here by adding an adjustable noisy phase to the harmonic excitation, so that the control can be realized by adjusting the noise level. It is found that by this control strategy stochastic chaos can be tamed down to the small neighborhood of a periodic trajectory or an equilibrium state. In the analysis the stochastic Duffing oscillator is first transformed into an equivalent deterministic nonlinear system by the Gegenbauer polynomial approximation, so that the problem of controlling stochastic chaos can be reduced into the problem of controlling deterministic chaos in the equivalent system. Then the top Lyapunov exponent of the equivalent system is obtained by Wolf’s method to examine the chaotic behavior of the response. Numerical simulations show that the random phase control strategy is an effective way to control stochastic chaos.     

Cubic Nonlinearity in Elastic Materials: Theoretical Prediction and Computer Modelling of New Wave Effects

Our object of interest is nonlinear interaction of waves in elastic materials. The new model of a material is proposed that takes into account the mechanism of simultaneous quadratic and cubic nonlinear deformations. Introduction of cubic nonlinearity into the model makes the general wave picture more complicated and creates new possibilities for the wave analysis. We present four possibilities for the evolution of profiles of plane harmonic waves. It is noted that quadratic and cubic nonlinearities emerge first of all in the second and third harmonics generation, respectively. Further, we discuss the results of computer modelling of the wave profile evolution. The influence of the progress of second and third harmonics on the wave profile evolution is studied separately. We study separately how second and third harmonics influence the evolution of the wave profile. We also investigate how the progress of harmonics depends on the initial frequency and amplitude. We find two distinct schemes of the evolution progress: the scheme (in) with four stages for the second harmonics and the scheme with three stages for the third harmonics. As a result the influence of both harmonics could be observed simultaneously, and such a case is demonstrated in the paper. Nevertheless this phenomenon is not necessarily present in every material which explains the absence of experimental observations of the third harmonics by this time.     

Optimal nonlinear feedback control of quasi-Hamiltonian systems

An innovative strategy for optimal nonlinear feedback control of linear or nonlinear stochastic dynamic systems is proposed based on the stochastic averaging method for quasi-Hamiltonian systems and stochastic dynamic programming principle. Feedback control forces of a system are divided into conservative parts and dissipative parts. The conservative parts are so selected that the energy distribution in the controlled system is as requested as possible. Then the response of the system with known conservative control forces is reduced to a controlled diffusion process by using the stochastic averaging method. The dissipative parts of control forces are obtained from solving the stochastic dynamic programming equation. Project supported by the National Natural Science Foundation of China (Grant No. 19672054) and Cao Guangbiao High Science and Technology Development Foundation of Zhejiang University.     

Effect of environmental fluctuation on a detritus based ecosystem

Present paper deals with the stochastic perturbation analysis on a detritus based three dimensional food-chain in presence of gestation delays and recycling delay. We have perturbed some demographic parameters by white noise and coloured noise and then extensive numerical simulations are performed to understand the effect of fluctuating environment on the dynamics of the model system for different values of forcing intensities. We have explained how stochastic perturbation terms can be introduced in the model system. Mathematical analysis reveals the fact that the internal dynamics have no ability to suppress the environmental stochasticity and rhythmic oscillation does not persist in presence of environmental driving forces rather oscillate in a irregular fashion.     

三维斯托克斯流动在扁球坐标系中的基本解及其应用

通过把Lamb基本解中的调和函数转换为扁球坐标系下的表达式,这项研究成功地得到了一个新的Stokes流动三维基本解.此基本解可用于解决任意多个扁椭球处于任意位置和方向时的流动问题.应用最小二乘法,三维流动问题中常遇到的收敛性差的困难在此得以完全克服.结果表明该方法具有准确度高,收敛性好和计算量小的特点.由于扁球可用于模拟从圆盘到圆球的多种物体形状,此基本解被用于系统地分析了各种几何因素对两个扁球所受力和力矩的影响.为了显示此方法的通用性,该基本解还用于研究了两例三个扁球的问题.     

Comparison of techniques for assessing effects of loading uncertainty upon a long term phosphorous model

This paper compares the feasibility of applying three stochastic techniques to a linear water quality model. The Monte Carlo, first order analysis, and generation of moment equation techniques are applied to a long term phosphorus model of Lake Washington. The effect of uncertainty of the phosphorus loading term on simulated phosphorus levels is analysed. The simulated concentrations of phosphorus in the water column are very responsive to uncertainty in annual phosphorus loading, but the sediment concentrations are relatively insensitive. All three stochastic techniques produced identical results, but the level of preparatory and computational effort required varies considerably. The Monte Carlo technique requires the most computation time of the three stochastic techniques examined. The first order analysis and generation of moment equation techniques are shown to be precise and efficient methods of stochastic analysis. In this application they required less than one-thousandth the computer time of the Monte Carlo technique     

Study of non-linear dynamic behavior of open cracked functionally graded Timoshenko beam under forced excitation using harmonic balance method in conjunction with an iterative technique

The nonlinear modeling and subsequent dynamic analysis of cracked Timoshenko beams with functionally graded material (FGM) properties is investigated for the first time using harmonic balance method followed by an iterative technique. Crack is assumed to be open throughout. During modeling, nonlinear strain–displacement relation is considered. Rotational spring model is adopted in order to model the open cracks. Energy formulations are established using Timoshenko beam theory. Nonlinear governing differential equations of motion are derived using Lagrange's equation. In order to incorporate the influence of higher order harmonics, harmonic balance method is employed. This reduces the governing differential equations into nonlinear set of algebraic equations. These equations are solved using two different iterative techniques. Methodology is computationally easier and efficient as well. This is observed that although assumption of simple harmonic motion (SHM) simplifies the problem, it yields to erroneous results at higher amplitude of motion. However, accuracy of the solution is improved considerably when the contribution of higher order harmonic terms are considered in the analysis. Results are compared with the available results, which confirm the validity of the methodology. Subsequent to that a parametric study on influence of forcing term, material indices and crack parameters on large amplitude vibration of Timoshenko beams is performed for two different boundary conditions.     

Elliptic harmonic balance method for two degree-of-freedom self-excited oscillators

Elliptic harmonic balance (EHB) method as an analytical method is widely used for strongly non-linear oscillators with a single degree-of-freedom (DOF). The oscillation equations are expressed by elliptic functions, and then the expressions are expanded as harmonics of elliptic type while only the first harmonic is retained. To the best of our knowledge, however, it seems that the EHB method has not been found applications in two or multiple DOFs systems. One possible reason is that the EHB method may cause a difficult problem that the number of equations obtained by harmonic balancing is not equal to that of unknowns. To this end, in the present paper, the EHB method is therefore extended to study a class of strongly self-excited oscillators with two DOFs. Prior to harmonic balancing, an additional equation is established to tackle the aforementioned problem. Illustrative examples show that solutions of limit cycles obtained by the proposed method are in good agreement with the numerical solutions.     

Response of Duffing system with delayed feedback control under combined harmonic and real noise excitations

This paper presents a procedure for predicting the response of Duffing system with delayed feedback bang–bang control under combined harmonic and real noise excitations by using the stochastic averaging method. First, the time-delayed feedback bang–bang control force is expressed approximately in terms of the system state variables without time delay. Then the averaged Itô 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–Plank–Kolmogorov (FPK) equation associated with the averaged Itô equations. It is shown that the time delay in feedback control can deteriorate the control effectiveness and cause bifurcation of stochastic jump of Duffing system. The validity of the proposed method is confirmed by digital simulation.     

The influence of sampling frequency,non-linear interaction,and frictional effects upon the accuracy of the harmonic analysis of tidal simulations

A two dimensional tidal model of the northwest European shelf is used to examine the influence of sampling rate, number of harmonic constituents analysed for, and length of data upon the accuracy of tidal constituents. Calculations show that in shallow water, where non-linear interactions give rise to higher harmonics, an accurate analysis can be obtained from a short span of data provided the higher harmonics are included in the analysis. In very shallow water where the tidal range is comparable to the water depth, asymmetry in the tidal signal due to substantial differences in friction at times of high and low water produces a number of semi-diurnal constituents in particular ν₂ and L₂ that must be included in the harmonic analysis. When these constituents together with the “classical” shallow water constituents are used in the harmonic analysis then an accurate analysis can be performed on a short span of data. The significant saving in computer time, particularly for a fine grid three dimensional model of using frequent sampling and analysing for a full set of constituents is stressed.     

Stochastic response of a class of self-excited systems with Caputo-type fractional derivative driven by Gaussian white noise

The stochastic response of a class of self-excited systems with Caputo-type fractional derivative driven by Gaussian white noise is considered. Firstly, the generalized harmonic function technique is applied to the fractional self-excited systems. Based on this approach, the original fractional self-excited systems are reduced to equivalent stochastic systems without fractional derivative. Then, the analytical solutions of the equivalent stochastic systems are obtained by using the stochastic averaging method. Finally, in order to verify the theoretical results, the two most typical self-excited systems with fractional derivative, namely the fractional van der Pol oscillator and fractional Rayleigh oscillator, are discussed in detail. Comparing the analytical and numerical results, a very satisfactory agreement can be found. Meanwhile, the effects of the fractional order, the fractional coefficient, and the intensity of Gaussian white noise on the self-excited fractional systems are also discussed in detail.     

The sliding mode control for an airfoil system driven by harmonic and colored Gaussian noise excitations

This paper addresses a sliding mode control (SMC) for an airfoil model excited by a combination of harmonic force and colored Gaussian noise. Firstly, to reveal effects of random factors, the airfoil model with colored Gaussian noise is established. Next, via a perturbation technique and the stochastic averaging method, an analytical expression for the time-averaging mean square response is derived, which agrees well with results by Monte Carlo simulations. Additionally, we uncover that colored noise can induce a stochastic jump phenomenon, which can cause a catastrophic structural failure of the airfoil or even a disintegration of the aircraft. Subsequently, the SMC strategy is employed to design an effective controller for suppressing such a jump phenomenon of the stochastic airfoil system. In the case of the proposed stochastic airfoil system, we introduce concepts of ultimately reachability with an arbitrary small bound and a mean square practical stability to realize the reachability of the sliding mode and the stability of the system state. Finally, several numerical results are presented to demonstrate the effectiveness of the proposed SMC algorithm. We show that the jump phenomenon can be suppressed efficiently to avoid a catastrophic failure of the wing structure due to large deformation/deflection, and the energy cost is discussed to analyze the SMC approach.     

Vibration analysis of quasi-symmetric structures

An efficient computational procedure is presented for the free vibration analysis of structures with unsymmetric geometry. The procedure is based on approximating the unsymmetric vibrational response of the structure by a linear combination of a few symmetric and antisymmetric modes (global approximation vectors), each obtained using approximately half the degrees of freedom of the original model. The three key elements of the procedure are: (a) use of mixed finite element models having independent shape functions for the internal forces (stress resultants) and generalized displacements, with the internal forces allowed to be discontinuous at interelement boundaries, (b) operator splitting, or additive decomposition of the different arrays in the governing finite element equations to delineate the contributions to the symmetric and antisymmetric response vectors, and (c) use of a reduction method through successive application of the finite element method and the classical Bubnov-Galerkin technique. The finite element method is first used to generate a few symmetric and antisymmetric global approximation response vectors. Then, the classical Bubnov-Galerkin technique is used to substantially reduce the size of the eigenvalue problem.

An initial set of global approximation vectors is selected to be a few symmetric and antisymmetric eigenvectors, and their various-order derivatives with respect to a tracing parameter identifying all the correction terms to the symmetric (and antisymmetric) eigenvectors. A modified (improved) set of approximation vectors is obtained by using the inverse iteration procedure. The effectiveness of the proposed procedure is demonstrated by means of a numerical example.     

A generalized probabilistic edge-based smoothed finite element method for elastostatic analysis of Reissner–Mindlin plates

Probabilistic analysis is becoming more important in mechanical science and real-world engineering applications. In this work, a novel generalized stochastic edge-based smoothed finite element method is proposed for Reissner–Mindlin plate problems. The edge-based smoothing technique is applied in the standard FEM to soften the over-stiff behavior of Reissner–Mindlin plate system, aiming to improve the accuracy of predictions for deterministic response. Then, the generalized nth order stochastic perturbation technique is incorporated with the edge-based S-FEM to formulate a generalized probabilistic ES-FEM framework (GP_ES-FEM). Based upon a general order Taylor expansion with random variables of input, it is able to determine higher order probabilistic moments and characteristics of the response of Reissner–Mindlin plates. The significant feature of the proposed approach is that it not only improves the numerical accuracy of deterministic output quantities with respect to a given random variable, but also overcomes the inherent drawbacks of conventional second-order perturbation approach, which is satisfactory only for small coefficients of variation of the stochastic input field. Two numerical examples for static analysis of Reissner–Mindlin plates are presented and verified by Monte Carlo simulations to demonstrate the effectiveness of the present method.     

A nonlinear fracture differential kinetic model to depict chaotic atom motions at a fatigue crack tip based on the differentiable manifold methodology

A nonlinear differential kinetic model describing dynamical behaviours of an atom at a fatigue crack tip is developed in this paper. It is assumed that the forces acted on this atom by its surrounding atoms consist of the following three components: (1) an elastic restoring force governed by Leonard-Jones potential, which describes the elastic interaction between atoms; (2) a nonlinear damping force proportional to its velocity through a linear function of its displacement as a coefficient that empirically simulates the energy loss from the crack tip to its surroundings; (3) an external remote driving force to represent thermally activated energy supplied to the crack tip from the surroundings. Based on these assumptions of the interaction forces between the atoms around the crack tip, a nonlinear dynamic equation describing the motion of the atom at a crack tip using the Newton’s second principle is derived. For a periodic external force and a random one influenced by parameters omitted, deterministic and a stochastic analyses on the dynamic equation obtained above are completed. Based on the theories of the Hopf bifurcation, global bifurcation and stochastic bifurcation, the extent and some possible implications of the existence of atomic-scale chaotic and stochastic bifurcative motions involving the fracture behaviour of actual materials are systematically and qualitatively discussed and the extreme sensitivity of chaotic motions to minute changes in initial conditions is explored. As demonstrated in the paper, chaotic behaviour may be observed in the case of a larger amplitude of the driving force and a smaller damping constant. The white noise introduced in the atomistic motion process may leads to a drift of the divergence point of the nonlinear stochastic differential kinetic system in contrast to the homoclinic divergence of the nonlinear deterministic differential kinetic system.     

Stochastic optimal time-delay control of quasi-integrable Hamiltonian systems

A nonlinear stochastic optimal time-delay control strategy for quasi-integrable Hamiltonian systems is proposed. First, a stochastic optimal control problem of quasi-integrable Hamiltonian system with time-delay in feedback control subjected to Gaussian white noise is formulated. Then, the time-delayed feedback control forces are approximated by the control forces without time-delay and the original problem is converted into a stochastic optimal control problem without time-delay. After that, the converted stochastic optimal control problem is solved by applying the stochastic averaging method and the stochastic dynamical programming principle. As an example, the stochastic time-delay optimal control of two coupled van der Pol oscillators under stochastic excitation is worked out in detail to illustrate the procedure and effectiveness of the proposed control strategy.     

All good things come in threes—Three beads learn to swim with lattice Boltzmann and a rigid body solver

We simulate the self-propulsion of devices in a fluid in the regime of low Reynolds numbers. Each device consists of three bodies (spheres or capsules) connected with two damped harmonic springs. Sinusoidal driving forces compress the springs which are resolved within a rigid body physics engine. The latter is consistently coupled to a 3D lattice Boltzmann framework for the fluid dynamics. In simulations of three-sphere devices, we find that the propulsion velocity agrees well with theoretical predictions. In simulations where some or all spheres are replaced by capsules, we find that the asymmetry of the design strongly affects the propelling efficiency.     

Multi-harmonic measurements and numerical simulations of nonlinear vibrations of a beam with non-ideal boundary conditions

This study presents a direct comparison of measured and predicted nonlinear vibrations of a clamped–clamped steel beam with non-ideal boundary conditions. A multi-harmonic comparison of simulations with measurements is performed in the vicinity of the primary resonance. First of all, a nonlinear analytical model of the beam is developed taking into account non-ideal boundary conditions. Three simulation methods are implemented to investigate the nonlinear behavior of the clamped–clamped beam. The method of multiple scales is used to compute an analytical expression of the frequency response which enables an easy updating of the model. Then, two numerical methods, the Harmonic Balance Method and a time-integration method with shooting algorithm, are employed and compared one with each other. The Harmonic Balance Method enables to simulate the vibrational stationary response of a nonlinear system projected on several harmonics. This study then proposes a method to compare numerical simulations with measurements of all these harmonics. A signal analysis tool is developed to extract the system harmonics’ frequency responses from the temporal signal of a swept sine experiment. An evolutionary updating algorithm (Covariance Matrix Adaptation Evolution Strategy), coupled with highly selective filters is used to identify both fundamental frequency and harmonic amplitudes in the temporal signal, at every moment. This tool enables to extract the harmonic amplitudes of the output signal as well as the input signal. The input of the Harmonic Balance Method can then be either an ideal mono-harmonic signal or a multi-harmonic experimental signal. Finally, the present work focuses on the comparison of experimental and simulated results. From experimental output harmonics and numerical simulations, it is shown that it is possible to distinguish the nonlinearities of the clamped–clamped beam and the effect of the non-ideal input signal.     

夹层椭圆形板的1/3亚谐解

研究了夹层椭圆形板的非线性强迫振动问题。在以5个位移分量表示的夹层椭圆板的运动方程的基础上,导出了相应的非线性动力方程。提出一类强非线性动力系统的叠加-叠代谐波平衡法。将描述动力系统的二阶常微分方程,化为基本解为未知函数的基本微分方程和派生解为未知函数的增量微分方程。通过叠加-叠代谐波平衡法得出了椭圆板的1/3亚谐解。同时,对叠加-叠代谐波平衡法和数值积分法的精度进行了比较。并且讨论了1/3亚谐解的渐近稳定性。