Slow Sinusoidal Modulation Through Bifurcations: The Effect of Additive Noise

We analyse the response of two oscillators with quadratic coupling that exhibit an internal resonance. With sinusoidal excitation, as the excitation amplitude increases, a bifurcation in the response occurs. The response of one oscillator changes from linear variation with excitation amplitude to a constant saturated value. The other mode changes from zero to large amplitude, the change sometimes being quite rapid as the excitation amplitude is very slowly increased. We consider slow sinusoidal variation of the excitation amplitude through this bifurcation. Noise must now be included in the model, as even very low-level amplitude noise can affect critically the value at which the jump occurs. Amplitude modulation can extend the range over which the zero response of one oscillator occurs, causing an effective stabilisation of that form of the response; noise on the other hand is destabilizing. We analyse these competing effects using matched asymptotic expansions. A nested set of three expansions is needed to describe the rapid jump; the innermost expansion describes how noise triggers the rapid jump. Excellent comparisons are obtained with numerical simulations. The analytic results can be used to find ranges and frequencies of the modulation and noise levels that control the system so that the zero-amplitude solution is maintained effectively at zero even into parameter ranges where the autonomous zero-amplitude solution is locally unstable.     

Bifurcations in a birhythmic biological system with time-delayed noise

We study the effects of recycled noise on the dynamics of a birhythmic biological system. This noise is generated by the superposition of a primary Gaussian white noise source with a second component (its replicas delayed of time τ). We find that under the influence of this kind of noise, the dynamics of the birhythmic biological system can be well characterized through the concept of stochastic bifurcation, consisting in a qualitative change of the stationary probability distribution. Analytical results are obtained following the quasiharmonic assumption through the Langevin and Fokker–Planck equations. Comparing the analytical and numerical results, we find good agreement when the frequencies of both attractors are equal, while the predictions of the analytic estimates deteriorate when the two frequencies depart. We also find that the increase of noise intensity leads to coherence resonance.     

Stochastic resonance in a harmonic oscillator with damping trichotomous noise

In this paper, the phenomenon of stochastic resonance (SR) in a prototype fluctuating damping harmonic oscillator with trichotomous Markovian noise is investigated. The exact expression of output amplitude gain has been calculated using the well-known Shapiro–Loginov formula. The phenomenon of SR has been found in a broad sense—that is, the non-monotonic behavior of output amplitude gain as a function of noise parameters. Then the influences of noise amplitude, noise switching rate, and noise flatness on the output amplitude gain have also been discussed. Finally, the reverse resonance phenomenon has been presented.     

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...     

含时滞反馈与涨落质量的记忆阻尼系统的随机共振

针对具有记忆效应的欠阻尼系统, 存在时滞反馈与涨落质量, 本文主要研究了其输出稳态响应振幅的随机共振效应. 首先通过引入新变量和运用小时滞近似展开理论, 将具有非马尔科夫特性的原系统转化为等价的两维马尔科夫线性系统, 再利用Shapiro-Loginov公式和Laplace变换获得了系统响应的一阶稳态矩和稳态响应振幅的解析表达式. 结果表明: 当系统参数满足Routh-Hurwitz稳定条件时, 稳态响应振幅随质量涨落噪声强度、周期驱动信号频率以及时滞的变化均存在随机共振现象, 其中随机多共振现象也被观察到. 在适当范围内, 通过控制时滞反馈, 系统的随机共振效应随着时滞的增大而增强, 而较长的记忆时间及增大阻尼参数均对共振行为呈现抑制作用.有效调控时滞反馈与记忆效应的变化关系将有助于增强系统对周期驱动信号的响应强度. 最后, 通过数值模拟计算验证了理论结果的有效性.      

Stochastic resonance phenomenon in an underdamped bistable system driven by weak asymmetric dichotomous noise

Stochastic resonance in an underdamped bistable system subjected to a weak asymmetric dichotomous noise is investigated numerically. Dichotomous noise is a non-Gaussian color noise and more complex than Gaussian white noise, whose waiting time complies with the exponential distribution. Utilizing an efficiently numerical algorithm, we acquire the asymmetric dichotomous noise accurately. Then the system responses and the averaged power spectrum as the signatures of the stochastic resonance are calculated by the fourth-order Runge?CKutta algorithm. The effects of the noise strength, the forcing frequency, and the asymmetry of dichotomous noise on the system responses and the effects of the forcing frequency on the averaged power spectrum are discussed, respectively. It is found that the increasing of the noise strength or the forcing frequency could strengthen the passage between the stable points of the system, and the system responses also display the asymmetry for the asymmetric dichotomous noise, which has not been discovered in other investigated results. Additionally, the averaged power spectrum exhibits the sharp peaks, which indicates the occurrence of stochastic resonance, and we also discover two critical forcing frequencies: one denoting the transformation of the peaks and another for the optimum on stochastic resonance.     

Stochastic resonance in a bias monostable system driven by a periodic rectangular signal and uncorrelated noises

The stochastic resonance in a bias monostable system driven by a periodic rectangular signal and uncorrelated noises is investigated by using the theory of signal-to-noise (SNR) in the adiabatic limit. The analytic expression of the SNR is obtained for arbitrary signal amplitude without being restricted to small amplitudes. The SNR is a nonmonotonic function of intensities of multiplicative and additive noises and the noise intensity ratio R=D/Q, so stochastic resonance exhibits in the bias monostable system. We investigate the effect of any system parameter (such as D,Q,R,r) on the SNR. It is shown that the SNR is a nonmonotonic function of the static asymmetry r, also; the SNR is decreased when |r| is increased. Moreover, the SNR is increased when the noise intensity ratio R=D/Q is increased.     

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...     

Stationary response of strongly non-linear oscillator with fractional derivative damping under bounded noise excitation

The stochastic averaging method for strongly non-linear oscillators with lightly fractional derivative damping of order α (0<α≤1) subject to bounded noise excitations is proposed by using the generalized harmonic function. The system state is approximated by a two-dimensional time-homogeneous diffusion Markov process of amplitude and phase difference using the proposed stochastic averaging method. The approximate stationary probability density of response is obtained by solving the reduced Fokker–Planck–Kolmogorov (FPK) equation using the finite difference method and successive over relaxation method. A Duffing oscillator is taken as an example to show the application and validity of the method. In the case of primary resonance, the stochastic jump of the Duffing oscillator with fractional derivative damping and its P-bifurcation as the system parameters change are examined for the first time using the stationary probability density of amplitude.     

含噪双稳杜芬振子矩方程的分岔与随机共振

研究了含噪声的双稳杜芬振子矩方程的分岔与随机共振的关系，并根据它们的关系, 从另 一个角度揭示了随机共振发生的机制. 首先在It?方程的基础上，导出了双稳杜芬振子在白噪声和弱周期信号作用下的矩方程，其次以噪声强度 为分岔参数分析了矩方程的分岔特性，再次分析了矩方程的分岔与双稳杜芬振子随机共振 之间的关系，最后根据该对应关系从另一种观点提出了双稳杜芬振子随机共振的机制，该 机制是由于以噪声强度为分岔参数的矩方程发生了分岔，而分岔使得原系统响应均值的能量分布发生了转移，使能 量向频率等于输入信号频率的分量处集中，使得弱信号得到了放大，随机共振发生了.     

一类分段光滑隔振系统的非线性动力学设计方法

分段光滑隔振系统是一类具备分段刚度或阻尼的非线性动力学系统,在振动控制领域中具有广泛代表性,诸如限位隔振系统、分级汽车悬挂等. 分段光滑的刚度或阻尼特性能够实现隔振系统的特定动力学性能及提升隔振性能,如抑制共振响应、提升共振区隔振性能等,但是亦会给隔振系统的动力学行为带来诸多不利影响. 以分段双线性分段光滑隔振系统为理论模型,系统研究了摒除不利于隔振的非线性动力学现象设计方法,包括幅值跳跃、周期运动的倍周期分岔等. 首先,利用平均法与奇异性理论给出了主共振频响曲线拓扑特征的完整拼图. 研究结果表明,参数空间分为4 个区域,其中2 个区域存在幅值跳跃,而其产生跳跃原因分别由鞍结分岔与擦边分岔所导致;基于此提出避免主共振跳跃的设计方法. 其次,建立了隔振有效区内周期运动的庞加莱映射,通过特征值分析给出了避免倍周期分岔发生的条件,证实增大阻尼可以抑制倍周期分岔的发生. 最后通过数值仿真分析了噪声对多稳态运动的影响. 研究结果发现在噪声影响下,分段光滑隔振系统的响应会在不同稳态间跃迁,非常不利于隔振. 因此,在完成跳跃与倍周期分岔的防治设计后,应采用数值仿真校验系统是否存在多稳态运动.      

Dynamics of stochastic Lorenz–Stenflo system

This paper discusses the Lorenz–Stenflo system under the influence of L \(\acute{\hbox {e}}\) vy noise. We find conditions under which the solution to stochastic Lorenz–Stenflo system is exponentially stable. We then investigate the estimation of the global attractive set and stochastic bifurcation behavior of the stochastic Lorenz–Stenflo system. Results show that the jump noise can make the solution stable, the bounds and bifurcation to undergo change under some conditions. Numerical results show the effectiveness and advantage of our methods.     

Studies on structural safety in stochastically excited Duffing oscillator with double potential wells

The effects of the Gaussian white noise excitation on structural safety due to erosion of safe basin in Duffing oscillator with double potential wells are studied in the present paper. By employing the well-developed stochastic Melnikov condition and Monte–Carlo method, various eroded basins are simulated in deterministic and stochastic cases of the system, and the ratio of safe initial points (RSIP) is presented in some given limited domain defined by the system’s Hamiltonian for various parameters or first-passage times. It is shown that structural safety control becomes more difficult when the noise excitation is imposed on the system, and the fractal basin boundary may also appear when the system is excited by Gaussian white noise only. From the RSIP results in given limited domain, sudden discontinuous descents in RSIP curves may occur when the system is excited by harmonic or stochastic forces, which are different from the customary continuous ones in view of the first-passage problems. In addition, it is interesting to find that RSIP values can even increase with increasing driving amplitude of the external harmonic excitation when the Gaussian white noise is also present in the system. The project supported by the National Natural Science Foundation of China (10302025 and 10672140). The English text was polished by Yunming Chen.     

脑科学中若干非线性动力学问题

对近年发展起来的脑科学中的非线性问题作一介绍.这些问题得到脑科学界的广泛注意.它们是同步, 混沌与混沌周游, 噪声与随机共振.在很多不同背景下的神经生理实验表明脑皮层的振荡活动都存在同步与去同步现象.混沌在人与动物的脑中扮演着重要的角色, 混沌周游与Freeman模型被认为与联想记忆或记忆的动态连接有关.适当噪声强度导致信噪比的极大提高------随机共振是脑神经系统能检测到极其微弱信号的工作机制.噪声也导致同步态并使之稳定.此外,噪声的一些其他作用也在本文中提及.      

基于随机共振的数字闭环光纤陀螺死区现象抑制

为抑制数据闭环光纤陀螺中死区现象引致的非线性性,实验研究了随机共振效应对系统信噪比的影响。实验结果表明,以电阻热噪声作为原始噪声源,配合适当的电路设计,可获得带宽可调、零均值、正态分布的随机噪声;在陀螺闭环反馈环节中的A/D转换器前,引入相应随机噪声,利用二值量化系统的非线性性,基于随机共振效应,可以提高系统信噪比,将陀螺的死区阈值从0.37o/h降至0.15o/h。此外,对于给定的陀螺系统,噪声强度、带宽和采样频率的选择不同,抑制死区现象的效果亦不同。进一步的理论分析表明,该方法可以广泛适用于基于数字闭环结构的微弱信号检测系统。     

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.     

Random impacts of a complex damped system

We investigated the random impacts of a complex damped system. Firstly the interested deterministic complex damped system was revisited and the unstable periodic attractors could be found by means of Poincaré map, time evolution and phase plot since the top Lyapunov exponent could not be applied to decide the unstable states of the proposed system. Secondly the stochastic complex damped system was examined and random impacts would be discovered, namely, the initial deterministic system will be stabilized using the stochastic force properly. The top Lyapunov exponent versus the noise intensity will be observed and one can find the change of dynamical behaviors from instability to stability. Also we implemented Poincaré map analysis, time history and phase plot to confirm the obtained results of top Lyapunov exponent, and we can find excellent agreement between these results. Therefore random noise can be applied to control the dynamical behaviors.     

Nonlinear normal modes of a self-excited system driven by parametric and external excitations

Vibrations of nonlinear coupled parametrically and self-excited oscillators driven by an external harmonic force are presented in the paper. It is shown that if the force excites the system inside the principal parametric resonance then for a small excitation amplitude a resonance curve includes an internal loop. To find the analytical solutions, the problem is reduced to one degree of freedom oscillators by applications of Nonlinear Normal Modes (NNMs). The NNMs are formulated on the basis of free vibrations of a nonlinear conservative system as functions of amplitude. The analytical results are validated by numerical simulations and an essential difference between linear and nonlinear modes is pointed out.     

Responses of Duffing oscillator with fractional damping and random phase

This paper aims to investigate dynamic responses of stochastic Duffing oscillator with fractional-order damping term, where random excitation is modeled as a harmonic function with random phase. Combining with Lindstedt–Poincaré (L–P) method and the multiple-scale approach, we propose a new technique to theoretically derive the second-order approximate solution of the stochastic fractional Duffing oscillator. Later, the frequency–amplitude response equation in deterministic case and the first- and second-order steady-state moments for the steady state in stochastic case are presented analytically. We also carry out numerical simulations to verify the effectiveness of the proposed method with good agreement. Stochastic jump and bifurcation can be found in the figures of random responses, and then we apply Monte Carlo simulations directly to obtain the probability density functions and time response diagrams to find the stochastic jump and bifurcation. The results intuitively show that the intensity of the noise can lead to stochastic jump and bifurcation.     

双稳杜芬振子的随机共振及其动力学机制

把矩方法应用于高斯白噪声和弱周期信号驱动的双稳杜芬振子,发现矩方法的收敛快慢与阻尼系数的大小有关,即在固定非线性参数的前提下,阻尼系数越大,收敛速度越快。在阻尼系数较大的情形,对于不同频率的弱周期输入信号,系统输出功率谱增益因子的演化防噪声强度呈单峰或双峰结构,亦即对于不同的激励频率,系统可表现出单峰或者重峰随机共振结构。为了解释这些共振结构,通过考察由波动谱密度定义的非零频率峰对噪声强度依赖性,发现重峰随机共振的发生在于噪声一方面抑制了井内运动,另一方面诱发了势垒上振动。研究结果为已有结论的修正,在统计力学等方面具有显著意义。