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 responses of Duffing-Van der Pol vibro-impact system under additive and multiplicative random excitations

The paper is devoted to an averaging approach to study the responses of Duffing-Van der Pol vibro-impact system excited by additive and multiplicative Gaussian noises. The response probability density functions (PDFs) are formulated analytically by the stochastic averaging method. Meanwhile, the results are validated numerically. In addition, stochastic bifurcations are also explored.     

Stochastic averaging of n-dimensional non-linear dynamical systems subject to non-Gaussian wide-band random excitations

The averaged generalized Fokker-Planck-Kolmogorov (GFPK) equation for response of n-dimensional (n-d) non-linear dynamical systems to non-Gaussian wide-band stationary random excitation is derived from the standard form of equation of motion. The explicit expressions for coefficients of the fourth-order approximation of the averaged GFPK equation are given in series form. Conditions for convergences of these series are pointed out. The averaged GFPK equation is then reduced to that for 1-d dynamical systems derived by Stratonovich and compared with the closed form of GFPK equation for n-d dynamical systems subject to Poisson white noise derived by Di Paola and Falsone. Finally, this averaged GFPK equation is further reduced to that for quasi linear system subject to non-Gaussian wide-band stationary random excitation. Stationary probability density for quasi linear system subject to filtered Poisson white noise is obtained. Theoretical results for an example are confirmed by using Monte-Carlo simulation for different parameter values.     

First-passage problem of a class of internally resonant quasi-integrable Hamiltonian system under wide-band stochastic excitations

In this paper, first-passage problem of a class of internally resonant quasi-integrable Hamiltonian system under wide-band stochastic excitations is studied theoretically. By using stochastic averaging method, the equations of motion of the original internally resonant Hamiltonian system are reduced to a set of averaged Itô stochastic differential equations. The backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the mean first-passage time are established under appropriate boundary and (or) initial conditions. An example is given to show the accuracy of the theoretical method. Numerical solutions of high-dimensional backward Kolmogorov and Pontryagin equation are obtained by finite difference. All theoretical results are verified by Monte Carlo simulation.     

Parametric random excitation of nonlinear coupled oscillators

The stochastic bifurcation and response statistics of nonlinear modal interaction under parametric random excitation are studied analytically, numerically and experimentally. Two basic definitions of stochastic bifurcation are first introduced. These are bifurcation in distribution and bifurcation in moments. bifurcation in moments is examined for the case of a coupled oscillator subjected to parametric filtered white noise. The center frequency of the excitation is selected to be close to either twice the first mode or second mode natural frequencies or the sum of the two. The stochastic bifurcation in moments is predicted using the Fokker-Planck equation together with gaussian and non-Gaussian closures and numerically using the Monte Carlo simulation. When one mode is parametrically excited it transfers energy to the other mode due to nonlinear modal interaction. The Gaussian closure solution gives close results to those predicted numerically only in regions well remote from bifurcation points. However, bifurcation points predicted by the non-Gaussian closure are in good agreement with those estimated by numerical simulation. Depending on the excitation level, the probability density of the excited mode is strongly non-Gaussian and exhibits multi-maxima as predicted by Monte Carlo simulation. Experimental tests are carried out at relatively low excitation levels. In the neighborhood of stochastic bifurcation in mean square the measured results exhibit different regimes of response characteristics including zero motion and occasional small random motion regimes. These two regimes are characterized by the phenomenon of on-off intermittency. Both regimes overlap and thus it is difficult to locate experimentally the bifurcation point.     

不平衡线性转子-轴承系统的非平稳地震激励响应分析

给出了受随机地震激励的线性转子-轴承系统动力响应的有效分析方法。应用虚拟激励法和数值积分法,采用Kanai-Tajimi地震模型,对一个四自由度非对称的刚性转子-轴承系统在地震激励和谐波激励联合作用下的位移响应、位移响应谱密度及响应时变方差进行了分析。讨论了不同转速对位移响应时变方差的影响和不同采样角频率对位移响应时变方差曲线的影响。     

非高斯随机激励下滞迟系统响应与首次穿越失效

针对由有界噪声、泊松白噪声和高斯白噪声共同构成的非高斯随机激励,通过Monte Carlo数值模拟方法研究了此激励作用下双线性滞迟系统和Bouc-Wen滞迟系统这两类经典滞迟系统的稳态响应与首次穿越失效时间。一方面,分析了有界噪声和泊松白噪声这两种分别具有连续样本函数和非连续样本函数的非高斯随机激励,在不同激励参数条件下对双线性滞迟系统和Bouc-Wen滞迟系统的稳态响应概率密度、首次穿越失效时间概率密度及其均值的不同影响;另一方面,揭示了在这类非高斯随机激励荷载作用下,双线性滞迟系统的首次穿越失效时间概率密度将出现与Bouc-Wen滞迟系统的单峰首次穿越失效时间概率密度截然不同的双峰形式。     

Lyapunov exponent and stochastic stability of quasi-non-integrable Hamiltonian systems

An n degree-of-freedom (DOF) non-integrable Hamiltonian system subject to light damping and weak stochastic excitation is called quasi-non-integrable Hamiltonian system. In the present paper, the stochastic averaging of quasi-non-integrable Hamiltonian systems is briefly reviewed. A new norm in terms of the square root of Hamiltonian is introduced in the definitions of stochastic stability and Lyapunov exponent and the formulas for the Lyapunov exponent are derived from the averaged Itô equations of the Hamiltonian and of the square root of Hamiltonian. It is inferred that the Lyapunov exponent so obtained is the first approximation of the largest Lyapunov exponent of the original quasi-non-integrable Hamiltonian systems and the necessary and sufficient condition for the asymptotic stability with probability one of the trivial solution of the original systems can be obtained approximately by letting the Lyapunov exponent to be negative. This inference is confirmed by comparing the stability conditions obtained from negative Lyapunov exponent and by examining the sample behaviors of averaged Hamiltonian or the square root of averaged Hamiltonian at trivial boundary for two examples. It is also verified by the largest Lyapunov exponent obtained using small noise expansion for the second example.     

Analysis of nonlinear oscillators under stochastic excitation by the Fokker-Planck-Kolmogorov equation

The paper deals with the analysis of stochastic mechanical systems with one degree of freedom and proposes a simple procedure to obtain a representation of the dynamical response. In particular, approximate solution of the FPK equation is obtained for a system subjected to a stochastic force term. The resolving procedure is implemented with reference to a polynomial expansion of the restoring force function. Numerical tests are performed with reference to Duffing and van der Pol oscillators, showing good agreement with simulated response.     

Response statistic of strongly non-linear oscillator to combined deterministic and random excitation

The principal resonance of a van der Pol-Duffing oscillator to the combined excitation of a deterministic harmonic component and a random component has been investigated. By introducing a new expansion parameter , the method of multiple scales is adapted for the strongly non-linear system. Then the method of multiple scales is used to determine the equations of modulation of response amplitude and phase. The behavior and the stability of steady-state response are studied by means of qualitative analysis. The effects of damping, detuning, bandwidth, and magnitudes of random excitations are analyzed. The theoretical analyses are verified by numerical results. Theoretical analyses and numerical simulations show that when the intensity of the random excitation increases, the non-trivial steady-state solution may change from a limit cycle to a diffused limit cycle. Under some conditions the system may have two steady-state solutions. Random jump may be observed under some conditions. The results obtained in the paper are adapted for a strongly non-linear oscillator that complement previous results in the literature for the weakly non-linear case.     

Calculation for cylindrical shell under local vertical loadings

In this paper, we use the method of mixed-type series to derive the analytical solutions of cylindrical shell, which is simply supported along the transverse edges and subjected to the local vertical loads, and give the analytical expressions of the solutions for this kind of shell under five types of local vertical loading. A numerical example for a cylindrical shell roof, which is simply supported along the transverse edges and is free along the longitudinal edges, is given in this paper and from the calculated results it may be seen that the convergence of the solutions is considerably satisfactory. Using the solutions of this paper, we can deal with some practical problems of underground structure.Project Supported by the National Natural Science Foundation of China and by Scientific and Technical Fund of Ministry of Urban and Rural Construction and Environmental Protection.We are grateful to Mr. Lu Ping who has completed partial numerical calculations.     

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 .     

Local bifurcation theory of nonlinear systems with parametric excitation

This paper summarizes the authors' research on local bifurcation theory of nonlinear systems with parametric excitation since 1986. The paper is divided into three parts. The first one is the local bifurcation problem of nonlinear systems with parametric excitation in cases of fundamental harmonic, subharmonic and superharmonic resonance. The second one is the experiment investigation of local bifurcation solutions in nonlinear systems with parametric excitation. The third one is the universal unfolding study of periodic bifurcation solutions in the nonlinear Hill system, where the influence of every physical parameter on the periodic bifurcation solution is discussed in detail and all the results may be applied to engineering.     

Response and stability analysis of piecewise-linear oscillators under multi-forcing frequencies

Steady-state solutions of a piecewise-linear oscillator under multi-forcing frequencies are obtained using the fixed point algorithm (FPA). Stability analysis is also performed using the same technique. For the periodic solutions of a piecewise-linear oscillator with single forcing frequency, the harmonic balance method (HBM) is also used along with the FPA. Although both FPA and HBM generate accurate solutions, it is observed that the HBM failed to converge to solutions in the superharmonic range of the forcing frequency.The fixed point algorithm was also applied to the oscillator under multifrequency excitation. The algorithm proved to be very effective in obtaining torus solutions and in locating corresponding bifurcation thresholds. A piecewise-linear oscillator model of an offshore articulated loading platform (ALP) subjected to two incommensurate wave frequencies is found to exhibit chaotic behavior. A second order Poincaré mapping technique reveals the hidden fractal-like nature of the resulting chaotic response. A parametric study is performed for the response of the ALP.     

First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations

First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations is studied. The motion equation of the system is reduced to a set of averaged Itô stochastic differential equations by stochastic averaging in the case of resonance. Then, the 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 and the conditional probability density and mean first-passage time are obtained by solving the backward Kolmogorov equation and Pontryagin equation with suitable initial and boundary conditions. The procedure is applied to Duffing–van der Pol system in resonant case and the analytical results are verified by Monte Carlo simulation.     

非线性随机振动理论的近期进展

本文评述非线性随机振动理论近１０年来的进展,内容包括精确平稳解,等效非线性系统法,非线性系统的窄带随机激励,随机分叉,以及其他非线性随机响应预测方法。      

平稳随机激励下随机智能桁架结构振动主动控制中的优化

研究了平稳随机激励下随机智能桁架结构振动主动控制中主动杆的配置位置和闭环控制系统增益的优化问题。考虑结构物理参数、几何尺寸、阻尼同时具有随机性以及作用荷载为平稳随机激励,基于系统最小储存能,构建了具有位移响应均方值、应力响应均方值可靠性约束的主动杆配置和控制增益的优化模型;并对结构平稳随机动力响应的数字特征进行了推导。通过算例,验证了该优化配置模型的合理性和有效性,获得了若干有意义的结论。     

Local Hopf bifurcation and global existence of periodic solutions in TCP system

This paper investigates the dynamics of a TCP system described by a first- order nonlinear delay differential equation. By analyzing the associated characteristic transcendental equation, it is shown that a Hopf bifurcation sequence occurs at the pos- itive equilibrium as the delay passes through a sequence of critical values. The explicit algorithms for determining the Hopf bifurcation direction and the stability of the bifur- cating periodic solutions are derived with the normal form theory and the center manifold theory. The global existence of periodic solutions is also established with the method of Wu （Wu, J. H. Symmetric functional differential equations and neural networks with memory. Transactions of the American Mathematical Society 350（12）, 4799-4838 （1998））.     

Response analysis of nonlinear vibro-impact system coupled with viscoelastic force under colored noise excitations

This paper is mainly dealing with the stochastic responses of nonlinear vibro-impact (VI) system coupled with viscoelastic force excited by colored noise. By the aid of approximate conversion for the viscoelastic force, the original stochastic VI system is transformed into an equivalent stochastic system without viscoelastic term. Then, the equations of the converted system are simplified by non-smooth transformation, and the stochastic averaging method is employed to solve the above simplified system. A Van der Pol VI oscillator coupled with viscoelastic force is worked out in detail to illustrate the application of the mentioned method, and therewith the analytical solutions fit the numerical simulation results based on the original system. Therefore, the present analytical means of investigating this system is proved to be feasible. Additionally, the exploration of stochastic P-bifurcation by two different ways is also demonstrated in this paper through varying the value of the certain system parameters. Besides, it shows a noteworthy fact that assigning zero or a positive value to the magnitude of viscoelastic force can also lead to the bimodal shape of different degrees in the process of stochastic bifurcations.     

Stochastic jump and bifurcation of a slender cantilever beam carrying a lumped mass under narrow-band principal parametric excitation

A detailed theoretical investigation into the single-mode approximate response of a slender cantilever beam carrying a lumped mass subjected to base narrow-band random excitation is presented for the first time. The method of multiple scales is used and the stochastic jump and bifurcation have been investigated for the principal parametric resonance of the system using the stationary joint probability. Results show that stochastic jump occurs mainly in the region of triple-valued solution. For the frequency-response domain, if the excitation central frequency is a variable and others keep constant, the basic phenomena imply that the higher the frequency, the more probable the jump from the stationary non-trivial branch to the stationary trivial one once the frequency exceeds a certain value. If the bandwidth is a variable and others keep constant, the basic phenomena indicate that the most probable motion is around the non-trivial branch when the bandwidth is smaller, whereas the most probable motion gradually approaches the trivial one when the bandwidth becomes higher. For the force-response domain, there is a region of excitation acceleration within which the joint probability density has two peaks: an outer flabellate peak and a central volcano peak. Results show that the outer flabellate peak decreases while the central volcano peak increases as the value of the excitation acceleration decreases.