Response of quasi-integrable Hamiltonian systems with delayed feedback bang–bang control

The response of quasi-integrable Hamiltonian systems with delayed feedback bang–bang control subject to Gaussian white noise excitation is studied by using the stochastic averaging method. First, a quasi-Hamiltonian system with delayed feedback bang–bang control subjected to Gaussian white noise excitation is formulated and transformed into the Itô stochastic differential equations for quasi-integrable Hamiltonian system with feedback bang–bang control without time delay. Then the averaged Itô stochastic differential equations for the later system are derived by using the stochastic averaging method for quasi-integrable Hamiltonian systems and the stationary solution of the averaged Fokker–Plank–Kolmogorov (FPK) equation associated with the averaged Itô equations is obtained for both nonresonant and resonant cases. Finally, two examples are worked out in detail to illustrate the application and effectiveness of the proposed method and the effect of time delayed feedback bang–bang control on the response of the systems.     

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.     

Time-delayed stochastic optimal control of strongly non-linear systems with actuator saturation by using stochastic maximum principle

A time-delayed stochastic optimal bounded control strategy for strongly non-linear systems under wide-band random excitations with actuator saturation is proposed based on the stochastic averaging method and the stochastic maximum principle. First, the partially averaged Itô equation for the system amplitude is derived by using the stochastic averaging method for strongly non-linear systems. The time-delayed feedback control force is approximated by a control force without time delay based on the periodically random behavior of the displacement and velocity of the system. The partially averaged Itô equation for the system energy is derived from that for the system amplitude by using Itô formula and the relation between system amplitude and system energy. Then, the adjoint equation and maximum condition of the partially averaged control problem are derived based on the stochastic maximum principle. The saturated optimal control force is determined from maximum condition and solving the forward–backward stochastic differential equations (FBSDEs). For infinite time-interval ergodic control, the adjoint variable is stationary process and the FBSDE is reduced to a ordinary differential equation. Finally, the stationary probability density of the Hamiltonian and other response statistics of optimally controlled system are obtained from solving the Fokker–Plank–Kolmogorov (FPK) equation associated with the fully averaged Itô equation of the controlled system. For comparison, the optimal control forces obtained from the time-delayed bang–bang control and the control without considering time delay are also presented. An example is worked out to illustrate the proposed procedure and its advantages.     

Stochastic Hopf bifurcation of quasi-nonintegrable-Hamiltonian systems

A new procedure for analyzing the stochastic Hopf bifurcation of quasi-non-integrable-Hamiltonian systems is proposed. A quasi-non-integrable-Hamiltonian system is first reduced to an one-dimensional Itô stochastic differential equation for the averaged Hamiltonian by using the stochastic averaging method for quasi-non-integrable-Hamiltonian systems. Then the relationship between the qualitative behavior of the stationary probability density of the averaged Hamiltonian and the sample behaviors of the one-dimensional diffusion process of the averaged Hamiltonian near the two boundaries is established. Thus, the stochastic Hopf bifurcation of the original system is determined approximately by examining the sample behaviors of the averaged Hamiltonian near the two boundaries. Two examples are given to illustrate and test the proposed procedure.     

Optimal bounded control for minimizing the response of quasi-integrable Hamiltonian systems

A procedure for designing optimal bounded control to minimize the response of quasi-integrable Hamiltonian systems is proposed based on the stochastic averaging method for quasi-integrable Hamiltonian systems and the stochastic dynamical programming principle. The equations of motion of a controlled quasi-integrable Hamiltonian system are first reduced to a set of partially completed averaged Itô stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, the dynamical programming equation for the control problems of minimizing the response of the averaged system is formulated based on the dynamical programming principle. The optimal control law is derived from the dynamical programming equation and control constraints without solving the dynamical programming equation. The response of optimally controlled systems is predicted through solving the Fokker-Planck-Kolmogrov equation associated with fully completed averaged Itô equations. Finally, two examples are worked out in detail to illustrate the application and effectiveness of the proposed control strategy.     

First-passage failure of strongly non-linear oscillators with time-delayed feedback control under combined harmonic and wide-band noise excitations

A procedure for studying the first-passage failure of strongly non-linear oscillators with time-delayed feedback control under combined harmonic and wide-band noise excitations is proposed. First, the time-delayed feedback control forces are 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. A backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. An example is worked out in detail to illustrate the proposed procedure. The effects of time delay in feedback control forces on the conditional reliability function, conditional probability density and moments of first-passage time are analyzed. The validity of the proposed method is confirmed by digital simulation.     

Stochastic fractional optimal control of quasi-integrable Hamiltonian system with fractional derivative damping

A stochastic fractional optimal control strategy for quasi-integrable Hamiltonian systems with fractional derivative damping is proposed. First, equations of the controlled system are reduced to a set of partially averaged It $\hat{o}$ stochastic differential equations for the energy processes by applying the stochastic averaging method for quasi-integrable Hamiltonian systems and a stochastic fractional optimal control problem (FOCP) of the partially averaged system for quasi-integrable Hamiltonian system with fractional derivative damping is formulated. Then the dynamical programming equation for the ergodic control of the partially averaged system is established by using the stochastic dynamical programming principle and solved to yield the fractional optimal control law. Finally, an example is given to illustrate the application and effectiveness of the proposed control design procedure.     

Double Hopf bifurcation of time-delayed feedback control for maglev system

This paper undertakes an analysis of a double Hopf bifurcation of a maglev system with time-delayed feedback. At the intersection point of the Hopf bifurcation curves in velocity feedback control gain and time delay space, the maglev system has a codimension 2 double Hopf bifurcation. To gain insight into the periodic solution which arises from the double Hopf bifurcation and the unfolding, we calculate the normal form of double Hopf bifurcation using the method of multiple scales. Numerical simulations are carried out with two pairs of feedback control parameters, which show different unfoldings of the maglev system and we verify the theoretical analysis.     

Optimal bounded control of stochastically excited MDOF nonlinear viscoelastic systems

A new procedure for designing optimal bounded control of stochastically excited multi-degree-of-freedom (MDOF) nonlinear viscoelastic systems is proposed based on the stochastic averaging method and the stochastic maximum principle. First, the system is formulated as a quasi-integrable Hamiltonian system with viscoelastic terms and each viscoelastic term is replaced approximately by an elastically restoring force and a visco-damping force based on the randomly periodic behavior of the motion of quasi-integrable Hamiltonian system. Thus, a stochastically excited MDOF nonlinear viscoelastic system is converted to an equivalent quasi-integrable Hamiltonian system without viscoelastic terms. Then, by applying stochastic averaging, the system is further reduced to a partially averaged system of less dimension. The adjoint equation and maximum condition for the optimal control problem of the partially averaged system are derived by using the stochastic maximum principle, and the optimal bounded control force is determined from the maximum condition. Finally, the probability and statistics of the stationary response of optimally controlled system are obtained by solving the Fokker–Plank–Kolmogorov equation (FPK) associated with the fully averaged Itô equation of the controlled system. An example is worked out to illustrate the proposed procedure and its effectiveness.     

Stability and Hopf bifurcation of a two-dimensional supersonic airfoil with a time-delayed feedback control surface

The time-delayed feedback control for a supersonic airfoil results in interesting aeroelastic behaviors. The effect of time delay on the aeroelastic dynamics of a two-dimensional supersonic airfoil with a feedback control surface is investigated. Specifically, the case of a 3-dof system is considered in detail, where the structural nonlinearity is introduced in the mathematical model. The stability analysis is conducted for the linearized system. It is shown that there is a small parameter region for delay-independently stability of the system. Once the controlled system with time delay is not delay-independently stable, the system may undergo the stability switches with the variation of the time delay. The nonlinear aeroelastic system undergoes a sequence of Hopf bifurcations if the time delay passes the critical values. Using the normal form method and center manifold theory, the direction of the Hopf bifurcation and stability of Hopf-bifurcating periodic solutions are determined. Numerical simulations are performed to illustrate the obtained results.     

Stochastic stability of quasi-integrable and non-resonant Hamiltonian systems under parametric excitations of combined Gaussian and Poisson white noises

A procedure for calculating the largest Lyapunov exponent and determining the asymptotic Lyapunov stability with probability one of multi-degree-of-freedom (MDOF) quasi-integrable and non-resonant Hamiltonian systems under parametric excitations of combined Gaussian and Poisson white noises is proposed. The averaged stochastic differential equations (SDEs) of quasi-integrable and non-resonant Hamiltonian systems subject to parametric excitations of combined Gaussian and Poisson white noises are first derived by using the stochastic averaging method for quasi-Hamiltonian systems and the stochastic jump-diffusion chain rule. Then, the expression for the largest Lyapunov exponent is obtained by generalizing Khasminskii's procedure to the averaged SDEs and the stochastic stability of the original systems is determined approximately. An example is given to illustrate the application of the proposed procedure and its effectiveness is verified by comparing with the results from Monte Carlo simulation.     

Asymptotic Lyapunov stability with probability one of quasi linear systems subject to multi-time-delayed feedback control and wide-band parametric random excitation

The asymptotic Lyapunov stability with probability one of multi-degree-of-freedom quasi linear systems subject to multi-time-delayed feedback control and multiplicative (parametric) excitation of wide-band random process is studied. First, the multi-time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay and the system is converted into ordinary quasi linear system. Then, the averaged Itô stochastic differential equations are derived by using the stochastic averaging method for quasi linear systems and the expression for the largest Lyapunov exponent of the linearized averaged Itô equations is derived. Finally, the necessary and sufficient condition for the asymptotic Lyapunov stability with probability one of the trivial solution of the original system is obtained approximately by letting the largest Lyapunov exponent to be negative. An example is worked out in detail to illustrate the application and validity of the proposed procedure and to show the effect of the time delay in feedback control on the largest Lyapunov exponent and the stability of system.     

One-to-three resonant Hopf bifurcations of a maglev system

This paper studies the dynamics of a maglev system around 1:3 resonant Hopf–Hopf bifurcations. When two pairs of purely imaginary roots exist for the corresponding characteristic equation, the maglev system has an interaction of Hopf–Hopf bifurcations at the intersection of two bifurcation curves in the feedback control parameter and time delay space. The method of multiple time scales is employed to drive the bifurcation equations for the maglev system by expressing complex amplitudes in a combined polar-Cartesian representation. The dynamics behavior in the vicinity of 1:3 resonant Hopf–Hopf bifurcations is studied in terms of the controller’s parameters (time delay and two feedback control gains). Finally, numerical simulations are presented to support the analytical results and demonstrate some interesting phenomena for the maglev system.     

Time-delayed feedback control of dynamical small-world networks at Hopf bifurcation

We show that time-delayed feedback methods, which have successfully been used to control unstable steady states or periodic orbits, provide a tool to control Hopf bifurcation for a small-world network model with nonlinear interactions and time delays. We choose the interaction strength parameter as a bifurcation parameter. Without control, bifurcation will occur early; meanwhile, the model can maintain a stationary total influenced volume only in a certain domain of the interaction strength parameter. However, outside of this domain the model still possesses a stable total influenced volume that can be guaranteed by delayed feedback perturbation, and the onset of the Hopf bifurcation is postponed. The feedback perturbation vanishes if the stabilization is successful and thus the domain of stability can be extended under only small control force. We present an analytical investigation of the feedback scheme using characteristic equation and discuss effects of both a low-pass filter included in the control loop and nonzero latency times associated with generation and injection of the feedback signal.

     

Optimal Bounded Control of First-Passage Failure of Quasi-Integrable Hamiltonian Systems with Wide-Band Random Excitation

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged Itô equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.     

Hybrid control of Hopf bifurcation in a dual model of Internet congestion control system

In this paper, a hybrid control strategy using both state feedback and parameter perturbation is applied to control the Hopf bifurcation in a dual model of Internet congestion control system. By choosing communication delay as a bifurcation parameter, it is proved that when it passes through a critical value, a Hopf bifurcation occurs. However, by adjusting the control parameters of the hybrid control strategy, the Hopf bifurcation has been delayed without changing the original equilibrium point of the system. Theoretical analysis and numerical results show that this method can delay the onset of bifurcation effectively. Therefore, it can extend the stable range in parameter space and improve the performance of congestion control system.     

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.     

Controlling Hopf�CHopf interaction bifurcations of?a?two-degree-of-freedom self-excited system with?dry?friction

The feedback control problem of designing Hopf?CHopf interaction bifurcations into a dry friction system at a pre-specified parameter point is addressed. A new bifurcation criterion without using eigenvalues is established to preferably determine the control gains. Numerical simulation shows that the torus solution of Hopf?CHopf interaction bifurcation can be created in the friction system at a desired parameter location.     

Hopf bifurcation control for stochastic dynamical system with nonlinear random feedback method

Hopf bifurcation control in nonlinear stochastic dynamical system with nonlinear random feedback method is studied in this paper. Firstly, orthogonal polynomial approximation is applied to reduce the controlled stochastic nonlinear dynamical system with nonlinear random controller to the deterministic equivalent system, solvable by suitable numerical methods. Then, Hopf bifurcation control with nonlinear random feedback controller is discussed in detail. Numerical simulations show that the method provided in this paper is not only available to control the stochastic Hopf bifurcation in nonlinear stochastic dynamical system, but is also superior to the deterministic nonlinear feedback controller.     

Time-delayed feedback control optimization for quasi linear systems under random excitations

A strategy for time-delayed feedback control optimization of quasi linear systems with random excitation is proposed. First, the stochastic averaging method is used to reduce the dimension of the state space and to derive the stationary response of the system. Secondly, the control law is assumed to be velocity feedback control with time delay and the unknown control gains are determined by the performance indices. The response of the controlled system is predicted through solving the Fokker-Plank-Kolmogorov equation associated with the averaged Ito equation. Finally, numerical examples are used to illustrate the proposed control method, and the numerical results are confirmed by Monte Carlo simulation .