一类非线性系统在随机激励下的分叉

本文研究一类阻尼为线性，弹性恢复力为非线性的振动系统在随机外部激励作用下的随机分叉。文中采用广义稳态势和方法，求解系统响应的稳态联合概率密度函数。在此基础上根据由不变测度定义的随机分叉，讨论了具有权式分叉的确定性非线性系统在随机扰动下分叉行为。     

Stochastic averaging for nonlinear vibration energy harvesting system

A stochastic averaging technique for the nonlinear vibration energy harvesting system to Gaussian white noise excitation is developed to analytically evaluate the mean-square electric voltage and mean output power. By introducing the generalized harmonic transformation, the influence of the external circuit on the mechanical system is equivalent to a quasi-linear stiffness and a quasi-linear damping with energy-dependent coefficients, and then the equivalent nonlinear system with respect to the mechanical states is completely established. The Itô stochastic differential equation with respect to the mechanical energy of the equivalent nonlinear system is derived through the stochastic averaging technique. Solving the associated Fokker–Plank–Kolmogorov equation yields the stationary probability density of the mechanical states, and then the mean-square electric voltage and mean output power are analytically obtained through the approximate relation between the electric quantity and the mechanical states. The agreements between the analytical results and those from the moment method and from Monte Carlo simulations validate the effectiveness of the proposed technique.     

FIRST-PASSAGE FAILURE OF PREISACH HYSTERETIC SYSTEMS

The first-passage failure of a single-degree-of-freedom hysteretic system with non- local memory is investigated. The hysteretic behavior is described through a Preisach model with excitation selected as Gaussian white noise. First, the equivalent nonlinear non-hysteretic sys- tem with amplitude-dependent damping and stiffness coefficients is derived through generalized harmonic balance technique. Then, equivalent damping and stiffness coefficients are expressed as functions of system energy by using the relation of amplitude to system energy. The stochastic aver- aging of energy envelope is adopted to accept the averaged It5 stochastic differential equation with respect to system energy. The establishing and solving of the associated backward Kolmogorov equation yields the reliability function and probability density of first-passage time. The effects of system parameters on first-passage failure are investigated concisely and validated through Monte Carlo simulation.     

Stochastic Analysis of Self-Induced Vibrations

Vortex-induced vibrations of a structural element are modelled as a non-linear stochastic single-degree-of-freedom system. The deterministic part of the governing equation represents laminar flow conditions with a stationary non-zero solution corresponding to lock-in. Across-wind turbulence is included as an additive excitation and along-wind turbulence is introduced as a parametric excitation term, both assumed to be white noise processes. An approximate closed-form solution to the corresponding Fokker–Planck equation in terms of the stationary probability density of the energy is obtained. The auto spectral density of the position at a particular energy-level is approximated by the spectral density of a linear system with energy dependent damping. The spectral density is then obtained by integration of the energy conditional spectral density over all energies weighted by the probability density. The approximate theoretical expressions for the probability density of the energy and the auto spectral density of the position compare favourably with results obtained by numerical simulation.     

Stationary response of Duffing oscillator with hardening stiffness and fractional derivative

The stationary response of Duffing oscillator with hardening stiffness and fractional derivative under Gaussian white noise excitation is studied. First, the term associated with fractional derivative is separated into the equivalent quasi-linear dissipative force and quasi-linear restoring force by using the generalized harmonic balance technique, and the original system is replaced by an equivalent nonlinear stochastic system without fractional derivative. Then, the stochastic averaging method of energy envelope is applied to the equivalent nonlinear stochastic system to yield the averaged Itô equation of energy envelope, from which the corresponding Fokker–Planck–Kolmogorov (FPK) equation is established and solved to obtain the stationary probability densities of the energy envelope and the amplitude envelope. The accuracy of the analytical results is validated by those from the Monte Carlo simulation of original system.     

Stochastic bifurcations in a nonlinear tri-stable energy harvester under colored noise

In this paper, the stochastic bifurcations and the performance analysis of a strongly nonlinear tri-stable energy harvesting system with colored noise are investigated. Using the stochastic averaging method, the averaged Fokker–Plank–Kolmogorov equation and the stationary probability density (SPD) of the amplitude are obtained, respectively. Meanwhile, the Monte Carlo simulations are performed to verify the effectiveness of the theoretical results. D-bifurcation is studied through the largest Lyapunov exponent calculations, which implies the system undergoes D-bifurcation twice with increasing the nonlinear stiffness coefficients. The effects of the nonlinear stiffness coefficients, noise intensity and correlation time on P-bifurcation are discussed by the qualitative changes of the SPD. Moreover, the relationship between D- and P-bifurcation is explored. If the strength of stochastic jump has obvious gap with respect to the two statuses before and after the occurrence of P-bifurcation, the D-bifurcation will happen, too. Finally, the performance and the capability of harvesting energy from ambient random excitation are analyzed.     

Numerical optimisation of a classical stochastic system for targeted energy transfer

The paper studies stochastic dynamics of a two-degree-of-freedom system, where a primary linear system is connected to a nonlinear energy sink with cubic stiffness nonlinearity and viscous damping. While the primary mass is subjected to a zero-mean Gaussian white noise excitation, the main objective of this study is to maximise the efficiency of the targeted energy transfer in the system. A surrogate optimisation algorithm is proposed for this purpose and adopted for the stochastic framework. The optimisations are conducted separately for the nonlinear stiffness coefficient alone as well as for both the nonlinear stiffness and damping coefficients together. Three different optimisation cost functions, based on either energy of the system’s components or the dissipated energy, are considered. The results demonstrate some clear trends in values of the nonlinear energy sink coefficients and show the effect of different cost functions on the optimal values of the nonlinear system’s coefficients.     

Nonstationary probability densities of system response of strongly nonlinear single-degree-of-freedom system subject to modulated white noise excitation

The nonstationary probability densities of system response of a single-degree-of -freedom system with lightly nonlinear damping and strongly nonlinear stiffness subject to modulated white noise excitation are studied.Using the stochastic averaging method based on the generalized harmonic functions,the averaged Fokker-Planck-Kolmogorov equation governing the nonstationary probability density of the amplitude is derived. The solution of the equation is approximated by the series expansion in terms of a set...     

A stochastic interrogation method for experimental measurements of global dynamics and basin evolution: Application to a two-well oscillator

An experimental study of local and global bifurcations in a driven two-well magneto-mechanical oscillator is presented. A detailed picture of the local bifurcation structure of the system is obtained using an automated bifurcation data acquisition system. Basins of attractions for the system are obtained using a new experimental technique: an ensemble of initial conditions is generated by switching between stochastic and deterministic excitation. Using this stochastic interrogation method, we observe the evolution of basins of attraction in the nonlinear oscillator as the forcing amplitude is increased, and find evidence for homoclinic bifurcation before the onset of chaos. Since the entire transient is collected for each initial condition, the same data can be used to obtain pictures of the flow of points in phase space. Using Liouville's Theorem, we obtain damping estimates by calculating the contraction of volumes under the action of the Poincaré map, and show that they are in good agreement with the results of more conventional damping estimation methods. Finally, the stochastic interrogation data is used to estimate transition probability matrices for finite partitions of the Poincaré section. Using these matrices, the evolution of probability densities can be studied.     

Estimation of stochastic nonlinear dynamic response of rock-fill dams with uncertain material parameters for non-stationary random seismic excitation

This research investigates the effect of uncertain material parameters on the stochastic, dynamic response of a rock-fill dam-foundation system subjected to non-stationary random excitation. The uncertain material parameter of particular interest is the shear modulus, developed from a lognormal distribution model. The stochastic seismic response model of the dam-foundation system, with uncertain material parameters and subjected to random loads is the result of a Monte Carlo simulation method. The nonlinear behavior model arises from an equivalent linear method, which considers the nonlinear variation of soil shear modulus and soil damping as a function of shear strain. Specification of the non-stationary stochastic process arises from a simulation method, which generates artificial earthquake accelerograms obtained from the product of a deterministic function of time and a stationary process. The artificial earthquake ground acceleration records reflect the characteristics of soft, medium and firm soil types. Comparison of the numerical results from these approaches provides stochasticity in earthquake seismic excitation and randomness in material parameter (shear modulus) cases. Further, the results indicate that both these cases generally influence the nonlinear dynamic response of rock-fill dams to a non-stationary seismic excitation.     

Effects of excitation probability distribution on system responses

For a system subjected to a random excitation, the probability distribution of the excitation may affect behaviors of the system responses. Such effects are investigated for a variety of dynamical systems, including a linear oscillator, an oscillator of cubic non-linearity in both damping and stiffness, and a non-linear oscillator of the van der Pol type. The random excitations are assumed to be stationary stochastic processes, sharing the same spectral density, but with different probability distributions. Each excitation process is generated by passing a Brownian motion process through a non-linear filter, which is governed by an Ito stochastic differential equation. Monte Carlo simulations are carried out to obtain the transient and stationary properties of the system response in each case. It is shown that, under different excitations, the transient behaviors of the system response can be markedly different. The differences tend to reduce, however, as time of exposure to the excitations increases and the system reaches the stationary state.     

不确定动力系统平稳随机响应分析

由于设计、建造以及测量等诸多不确定因素的影响,通常的有限元力学分析模型只是原型结构的一种均值近似,采用随机结构模型是更为合理的.本文应用随机矩阵模拟不确定线性动力系统有限元模型中质量阵、阻尼阵和刚度阵的随机不确定性,并进一步建立此类非参数概率系统在平稳随机外载作用下动力响应的虚拟激励高效求解算法.数值结果表明,均值有限元模型和随机矩阵模型的动力响应具有很大的差异.对于精细制造,模型的随机性是不能忽略的,本文提出的算法为此类问题求解提供了一条有效途径.     

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.     

Optimal bounded control for nonlinear stochastic smart structure systems based on extended Kalman filter

An optimal bounded control strategy for smart structure systems as controlled Hamiltonian systems with random excitations and noised observations is proposed. The basic dynamic equations for a smart structure system with smart sensors and actuators are firstly given. The nonlinear stochastic control system with noised observations is then obtained from the simplified smart structure system, and the system is expressed by generalized Hamiltonian equations with control, random excitation and dissipative forces. The optimal control problem for nonlinear stochastic systems with noised observations includes two parts: optimal state estimation and optimal response control based on estimated states, which are coupled each other. The probability density of optimally estimated systems has generally infinite dimensions based on the separation theorem. The proposed optimal control strategy gives an approximate separate solution. First, the optimally estimated system state is determined by the observations based on the extended Kalman filter, and the estimated nonlinear system with controls and stochastic excitations is obtained which has finite-dimensional probability density. Second, the dynamical programming equation for the estimated system is determined based on the stochastic dynamical programming principle. The control boundedness due to actuator saturation is considered, and the optimal bounded control law is obtained by the programming equation with the bounded control constraint. The optimal control depends on the estimated system state which is determined by noised observations. The proposed optimal bounded control strategy is finally applied to a single-degree-of-freedom nonlinear stochastic system with control and noised observation. The remarkable vibration control effectiveness is illustrated with numerical results. Thus the proposed optimal bounded control strategy is promising for application to nonlinear stochastic smart structure systems with noised observations.     

加性和乘性三值噪声激励下周期势系统的动力学分析

周期势系统是一类在机械工程、物理、化学、神经生物等领域应用十分广泛的系统,其随机动力学特性的研究是非线性科学的一个热点和难点问题.三值噪声是真实噪声的典型模型, 不仅包含二值噪声和高斯白噪声情形,而且能更好地描述自然界中随机环境扰动的多样性,本文研究了由加性和乘性三值噪声驱动的周期势系统中概率密度的演化和随机共振.通过计算系统的平均稳态联合概率密度函数和瞬态联合概率密度函数,发现随着外周期力振幅的增大, 单自由度系统在多个稳态之间跃迁,其平均稳态联合概率密度具有多峰结构. 此外,利用随机能量法揭示了系统的随机共振,发现存在最优的噪声强度和外周期力振幅使得平均输入能量曲线存在一个极大值,即出现随机共振现象. 对于仅考虑加性噪声或乘性噪声激励的情况,平均输入能量曲线随噪声转迁率是否出现共振现象依赖于外周期激励振幅的大小.特别是仅考虑加性噪声的情形, 对于较小的外周期激励振幅,加性噪声转迁率诱导产生抑制共振现象, 而对于较大的外周期激励振幅,加性噪声转迁率诱导产生随机共振现象.      

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.     

On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems

The finite element method is applied to the solution of the transient Fokker-Planck equation for several often cited nonlinear stochastic systems accurately giving, for the first time, the joint probability density function of the response for a given initial distribution. The method accommodates nonlinearity in both stiffness and damping as well as both additive and multiplicative excitation, although only the former is considered herein. In contrast to the usual approach of directly solving the backward Kolmogorov equation, when appropriate boundary conditions are prescribed, the probability density function associated with the first passage problem can be directly obtained. Standard numerical methods are employed, and results are shown to be highly accurate. Several systems are examined, including linear, Duffing, and Van der Pol oscillators.     

简谐激励下黏弹性非线性能量阱的研究

黏弹性材料作为一种良好的减振材料,广泛应用于机械、航空和土木等领域.本文用黏弹性Maxwell器件代替传统非线性能量阱中的阻尼元件,提出一种新型的黏弹性非线性能量阱,并对该模型在简谐激励下的减振性能进行分析.首先,根据牛顿第二定律建立系统的动力学方程,采用谐波平衡法求解系统的幅频响应曲线,并利用MATLAB中的Runge-Kutta数值方法验证解析解的正确性,结果吻合良好.然后,分析黏弹性非线性能量阱的减振性能和参数的影响.最后,分析了不同质量比下非线性刚度比和阻尼比同时变化时减振效果的变化趋势,并讨论了黏弹性非线性能量阱的最佳取值范围.研究结果表明:主系统的最大振幅随着非线性刚度的增加先减小后增大;当参数选取恰当时,黏弹性非线性能量阱比传统非线性能量阱的减振效果更优;另外,随着质量比的增加,主系统最大振幅的最小值出现先减小后趋于不变的现象,且非线性刚度比和阻尼比的最佳取值范围有所增大.以上结论对黏弹性非线性能量阱的实际应用提供了一定的理论依据.     

STOCHASTIC P-BIFURCATION OF TRI-STABLE VAN DER POL-DUFFING OSCILLATOR

分析了乘性和加性噪声作用下三稳态Van der Pol-Duffing振子的随机P分岔. 首先用随机平均法得到系统的随机微分方程,求得系统响应幅值的稳态概率密度函数. 然后应用分岔分析的奇异性理论,求得随机P分岔发生的临界参数条件,得到多种定性不同的稳态概率密度曲线. 讨论了2种激励噪声强度和系统阻尼对响应稳态概率密度曲线峰的个数、各峰值相对大小的影响. 通过Monte-Carlo数值模拟对理论计算结果进行了验证.该方法可用于其他系统的随机P分岔分析.     

Stochastic averaging of energy harvesting systems

A stochastic averaging method is proposed for nonlinear energy harvesters subjected to external white Gaussian noise and parametric excitations. The Fokker–Planck–Kolmogorov equation of the coupled electromechanical system of energy harvesting is a three variables nonlinear parabolic partial differential equation whose exact stationary solutions are generally hard to find. In order to overcome difficulties in solving higher dimensional nonlinear partial differential equations, a transformation scheme is applied to decouple the electromechanical equations. The averaged Itô equations are derived via the standard stochastic averaging method, then the FPK equations of the decoupled system are obtained. The exact stationary solution of the averaged FPK equation is used to determine the probability densities of the displacement, the velocity, the amplitude, the joint probability densities of the displacement and velocity, and the power of the stationary response. The effects of the system parameters on the output power are examined. The approximate analytical outcomes are qualitatively and quantitatively supported by the Monte Carlo simulations.