Noise color influence on escape times in nonlinear oscillators - experimental and numerical results

The interplay between noise and nonlinearites can lead to escape dynamics. Associated nonlinear phenomena have been observed in various applications ranging from climatology to biology and engineering. For reasons of computational ease, in most studies, Gaussian white noise is used. However, this noise model is not physical due to the associated infinite energy content. Here, the authors present extensive experimental investigations and numerical simulations conducted to examine the impact of noise color on escape times in nonlinear oscillators. With a careful parameterization of the numerical simulations, the authors are able to make quantitative comparisons with experimental results. Through the experiments and simulations, it is illustrated that the noise color can drastically influence escape times and escape probability.     

Bifurcation in most probable phase portraits for a bistable kinetic model with coupling Gaussian and non-Gaussian noises

The phenomenon of stochastic bifurcation driven by the correlated non-Gaussian colored noise and the Gaussian white noise is investigated by the qualitative changes of steady states with the most probable phase portraits. To arrive at the Markovian approximation of the original non-Markovian stochastic process and derive the general approximate Fokker-Planck equation (FPE), we deal with the non-Gaussian colored noise and then adopt the uni¯ed colored noise approximation (UCNA). Subsequently, the theoretical equation concerning the most probable steady states is obtained by the maximum of the stationary probability density function (SPDF). The parameter of the uncorrelated additive noise intensity does enter the governing equation as a non-Markovian effect, which is in contrast to that of the uncorrelated Gaussian white noise case, where the parameter is absent from the governing equation, i.e., the most probable steady states are mainly controlled by the uncorrelated multiplicative noise. Additionally, in comparison with the deterministic counterpart, some peculiar bifurcation behaviors with regard to the most probable steady states induced by the correlation time of non-Gaussian colored noise, the noise intensity, and the non-Gaussian noise deviation parameter are discussed. Moreover, the symmetry of the stochastic bifurcation diagrams is destroyed when the correlation between noises is concerned. Furthermore, the feasibility and accuracy of the analytical predictions are verified compared with those of the Monte Carlo (MC) simulations of the original system.

     

Stochastic bifurcation in duffing system subject to harmonic excitation and in presence of random noise

A global analysis of stochastic bifurcation in a special kind of Duffing system, named as Ueda system, subject to a harmonic excitation and in presence of random noise disturbance is studied in detail by the generalized cell mapping method using digraph. It is found that for this dissipative system there exists a steady state random cell flow restricted within a pipe-like manifold, the section of which forms one or two stable sets on the Poincare cell map. These stable sets are called stochastic attractors (stochastic nodes), each of which owns its attractive basin. Attractive basins are separated by a stochastic boundary, on which a stochastic saddle is located. Hence, in topological sense stochastic bifurcation can be defined as a sudden change in character of a stochastic attractor when the bifurcation parameter of the system passes through a critical value. Through numerical simulations the evolution of the Poincare cell maps of the random flow against the variation of noise intensity is explored systematically. Our study reveals that as a powerful tool for global analysis, the generalized cell mapping method using digraph is applicable not only to deterministic bifurcation, but also to stochastic bifurcation as well. By this global analysis the mechanism of development, occurrence, and evolution of stochastic bifurcation can be explored clearly and vividly.     

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.     

Bifurcation analysis in the system with the existence of two stable limit cycles and a stable steady state

Van der Pol–Duffing oscillator, which can be used a model for many dynamical system, has been widely concerned. However, most of the systems by scholars are either stable steady states or limit cycles. Here, the self-sustained oscillator with the coexistence of steady state and limit cycles, which is famous for describing the flutter of airfoils with large span ratio in low-speed wind tunnels, is treated in this paper. Using the energy balance method, the deterministic bifurcation of the tristable system with time-delay feedback is investigated. The presence of time-delay feedback expands the bifurcation range of the parameters, making the bifurcation phenomenon more abundant. In addition, according to the stationary probability density function obtained by the stochastic averaging method, stochastic bifurcation of the system with time-delay feedback and noise is explored theoretically. The numerical results confirm the correctness of the theoretical analysis. Transition between the unimodal structure, the bimodal structure and the trimodal structure is found. Many rich bifurcations are available by adjusting the time-delay and noise intensity, which may be conductive to achieve the desired phenomenon in the real-world application.

     

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.     

Nonlinear response of an imperfect microcantilever static and dynamically actuated considering uncertainties and noise

The motion of a slender, clamped-free, imperfect, electrically actuated microbeam is investigated. Special attention is given to the influence of imperfections and noise on the bifurcations and instabilities of the structure, a problem not tackled in the previous literature on the subject. To this end, a geometrically nonlinear theory is adopted for the microbeam retaining geometric nonlinear terms up to the third order and considering in a consistent way the effect of initial geometric imperfections. Also, additive white noise is considered to model forcing uncertainties, and the Galerkin discretization method, using as interpolating functions the linear vibration modes, is used to obtain a modal stochastic differential equation of Itô type, which is solved by the stochastic Runge–Kutta method. A parametric analysis clarifies the influence of geometric imperfections and noise level on the natural frequencies, resonance curves, and pull-in instability. Additionally, the global dynamics is examined through the generalized cell mapping, showing the effects of uncertainties on the attractor’s probability density functions and basins of attraction.

     

The maximal Lyapunov exponent of a co-dimension two-bifurcation system excited by a bounded noise

In the present paper,the maximal Lyapunov exponent is investigated for a co-dimension two bifurcation system that is on a three-dimensional central manifold and subjected to parametric excitation by a bounded noise.By using a perturbation method,the expressions of the invariant measure of a one-dimensional phase diffusion process are obtained for three cases,in which different forms of the matrix B,that is included in the noise excitation term,are assumed and then,as a result,all the three kinds of singular boundaries for one-dimensional phase diffusion process are analyzed.Via Monte-Carlo simulation,we find that the analytical expressions of the invariant measures meet well the numerical ones.And furthermore,the P-bifurcation behaviors are investigated for the one-dimensional phase diffusion process.Finally,for the three cases of singular boundaries for one-dimensional phase diffusion process,analytical expressions of the maximal Lyapunov exponent are presented for the stochastic bifurcation system.     

A stochastic complex model with random imaginary noise

In this paper, we study a stochastic complex beam–beam interaction model subjected to random imaginary noise. The general procedure is presented to obtain the Fokker–Planck–Kolmogorov equation (FPK) using stochastic averaging method in the case of a special example. The exact stationary probability of FPK is examined theoretically under certain conditions and then the first and second moments for the amplitude are expressed analytically. Finally, a numerical simulation is performed to verify the theoretical results of moments and excellent agreement can be observed between these two results.     

结构随机动力稳定性的定量分析方法

提出了结构随机动力稳定性的定量分析方法,讨论了经典的随机动力稳定性概念,指出结构动力稳定性不仅与结构参数有关,也与作用在结构上的外部载荷密切相关,据此引入了一种判定结构动力稳定性的新准则,明确了结构随机动力稳定性的基本涵义.在概率守恒原理基础上,推导了概率耗散系统的广义概率密度演化方程.引入结构动力失稳的物理机制作为引起概率耗散的驱动力,利用概率耗散系统概率密度演化方程、可以方便获得结构响应的概率密度演化过程,从而定量求解结构的动力稳定概率.据此,可以定量评价结构系统依概率为1或依给定概率意义上的结构随机动力稳定性.采用本文所建议方法对典型结构动力系统进行了随机动力稳定性分析,并与蒙特卡洛方法计算结果进行对比.数值结果表明了所建议方法的有效性.      

Morris-Lecar系统中通道噪声诱导的自发性动作电位研究

在生物物理学中, 越来越多的现象是由于分段确定性的动力系统与连续时间马氏过程之间的耦合作用而产生的. 因为这种耦合性, 相关的数学模型更适合取为随机混合系统而不是扩散过程(基于It?随机微分方程). 本文从理论上和数值上研究了在弱噪声条件下无鞍点状态的随机混合Morris-Lecar系统中, 由通道噪声诱导的自发性放电现象. 一个动作电位的初始阶段可视为噪声诱导的逃逸事件, 其最优路径和拟势可由辅助Hamilton系统给出. 由于系统不存在鞍点, 因此可选择虚拟分界线(ghost separatrix)为阈值, 研究噪声诱导的自静息态的逃逸事件. 通过计算在阈值处的拟势, 便可发现其值有一个明显的最小值, 其作用类似于鞍点. 通过改进的Monte Carlo模拟方法, 计算了历程概率分布, 其结果对初始阶段和兴奋阶段的理论解均给出了验证. 此外, 基于前人将拟势等高线作为阈值的另一种选择, 我们对两种阈值取法的优劣性进行了比较. 最后, 本文研究了钠离子和钾离子通道噪声的不同组合对最优路径和拟势的影响. 结果表明: 钾离子通道噪声在自发性放电过程中起主导作用, 且两种噪声强度存在一个最优比例能使总的噪声强度达到最小.      

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.     

基于大偏差理论的随机动力学研究

本文介绍了大偏差理论的基本思想、基本概念以及大偏差理论在离出问题研究中的应用.本文评述了有关离出问题的三个重要指标:平均首次离出时间、离出位置分布和最优离出路径相关研究的思路和方法,而其中对最优离出路径的刻化是结构性的难题. 针对平均首次离出时间,本文介绍了它与拟势的关系,并应用平均首次离出时间的结论分析了随机共振以及自诱导随机共振中的时间匹配机制.对于离出位置分布, 本文介绍了提高蒙特卡罗模拟速度的相关算法,并重点评述了其中的概率演化算法和相关的算例. 最后,对于最优离出路径的研究, 本文讨论了几类计算方法,分析了最优路径满足的辅助哈密尔顿系统轨线由于非线性多值性形成的拉格朗日流形拓扑结构的奇异性及其动力学含义,并进一步给出了有限噪声强度激励条件下的作用量修正方法. 最后,给出了大偏差理论应用发展的一些开放性问题的展望.      

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.     

Stochastic simulations of particle-laden isotropic turbulent flow

Numerical simulations are performed of dispersion and polydispersity of particles in isotropic incompressible turbulence. The mass loading of the particles is assumed to be small; thus the effects of particles on turbulence is neglected (one-way coupling). A stochastic model is employed to simulate the carrier phase. The results of the simulations are compared with direct numerical simulation (DNS) data and theoretical results. The stochastic model predicts most of the trends as portrayed by DNS and theory. However, the continuity effect associated with the crossing trajectories effect is not captured. Also, the peaking in the variation of the particle asymptotic diffusivity coefficient with the particle time constant is not observed. For evaporating particles, the stochastic model predicts thinner probability density functions (pdfs) for the particle diameter as compared with DNS generated pdfs. The model is implemented to investigate the effects of gravity on evaporation. It is shown that the depletion rate increases with increase of the drift velocity at short and intermediate times, but an opposite trend is observed at long times. The standard deviation and skewness of the particle diameter indicate peak values in their variations with the drift velocity. Dispersion of evaporating particles decreases with respect to that of non-evaporating particles at small drift velocities; an opposite trend is observed at large drift velocities. The effects of the initial evaporation rate and the particle Schmidt number on the evaporation in the gravity environment are also studied.     

Uncertainty quantification of a graphite nitridation experiment using a Bayesian approach

In this paper, a stochastic system based Bayesian approach is applied to estimate different model parameters and hence quantify the uncertainty of a graphite nitridation experiment. The Bayesian approach is robust due to its ability to characterize modeling uncertainties associated with the underlying system and is rigorous due to its exclusive foundation on the axioms of probability theory. We choose an experiment by Zhang et al. [1] whose main objective is to measure the reaction efficiency for the active nitridation of graphite by atomic nitrogen. To obtain the primary physical quantity of interest, we need to model and estimate the uncertainty of a number of other physical processes associated with the experimental setup. We use the Bayesian method to obtain posterior probability distributions of all the parameters relevant to the experiment while taking into account uncertainties in the inputs and the modeling errors. We use a recently developed stochastic simulation algorithm which allows for efficient sampling in the high-dimensional parameter space. We show that the predicted reaction efficiency of the graphite nitridation and its uncertainty is ∼3.1 ± 1.0 × 10⁻³ that is slightly larger than the ones deterministically obtained by Zhang et al. [1].     

Effect of noise on erosion of safe basin in power system

We study the effect of Gaussian white noise on erosion of safe basin in a simple model of power system whose safe basin is integral in the absence of noise. The stochastic Melnikov method is first applied to predict the onset of basin erosion when the noise excitation is present in system. And then the eroded basins are simulated according to the necessary restrictions for the system’s parameters. It is found that for the noisy power system when the noise intensity σ is greater than a threshold, basin erosion occurs and as σ is further increased basin erosion is aggravated. These studies imply that random noise excitation can induce and enhance the basin erosion in the power system.     

非线性随机结构动力可靠度的密度演化方法

建议了一类新的非线性随机结构动力可靠度分析方法。基于非线性随机结构反应分析的概率密度演化方法,根据首次超越破坏准则对概率密度演化方程施加相应的边界条件,求解带有初、边值条件的概率密度演化方程,可以给出非线性随机结构的动力可靠度。研究了数值计算技术,建议了具有自适应功能的TVD差分格式。以具有双线型恢复力性质的8层框架结构为例进行了地震作用下的动力可靠度分析,与随机模拟结果的比较表明,所建议的方法具有较高的精度和效率。     

Global dynamics of a harmonically excited oscillator with a play: Numerical studies

In this paper a harmonically excited linear oscillator with a play is investigated. Direct numerical simulation and numerical continuation techniques were employed to study the system behaviour. To conduct the numerical analysis, the system differential equations were transformed into the autonomous form and were then solved using our newly developed in-house Matlab-based computational suite ABESPOL [1]. The results are presented in form of trajectories and Poincaré maps on the phase plane, bifurcation diagrams and basins of attraction. The bifurcation analysis was supported by a path following method. The influence of each system parameter (except gap) on the system dynamics was studied in detail. The bifurcations known as interior crisis and boundary crisis were observed and discussed in this work. Notably, the parameter regions where various types of grazing induced bifurcations occurred were detected and investigated.     

加性非平稳激励下结构速度响应的FPK方程降维

结构在随机激励下的非线性响应分析是具有高度挑战性的困难问题. 对于白噪声或过滤白噪声激励,求解FPK方程将获得结构响应 的精确解. 遗憾的是,对于非线性多自由度系统,FPK方程难以直接求解. 事实上,其数值解法严重受限于方程维度,而解析求解 则仅适用于少数特定的系统,且多是稳态解. 因此,将FPK方程进行降维,是求解高维随机动力响应分析问题的重要途径. 本文针 对幅值调制的加性白噪声激励下多自由度非线性结构的非平稳随机响应分析问题,将联合概率密度函数满足的高维FPK方程进行降 维. 针对结构速度响应概率密度函数求解,通过引入等价漂移系数,原FPK方程可转化为一维FPK型方程. 建议了构造等价漂移系数 的条件均值函数方法. 进而,采用路径积分方法求解降维FPK型方程,得到速度概率密度函数的数值解答. 结合单自由度Rayleigh 振子、十层线性剪切型框架和非线性剪切型框架结构在幅值调制的加性白噪声激励下的非平稳速度响应求解,讨论了本文方法的精 度和效率,验证了其有效性.