有界随机噪声激励下碰撞系统的最大Lyapunov指数

为了研究单自由度线性单边碰撞系统在有界随机噪声参数激励下的最大 Lyapunov 指数和稳定性问题,用 Zhuravlev 变换将碰撞系统转化为连续的非碰撞系统,然后用随机平均法得到了关于慢变量的随机微分方程。在没有随机扰动的情形下,给出了系统最大Lyapunov指数的值;在有随机扰动的情形下,通过求解FPK方程得到了系统的不变测度和最大Lyapunov指数的解析表达式。研究结果表明：随着系统阻尼项、有界随机噪声带宽、碰撞恢复系数的减少和有界随机噪声振幅的增大,最大Lyapunov指数增加;当随机激励的中心频率等于系统固有频率的两倍时,系统的Lyapunov指数达到最大,从而使系统变得更不稳定。根据系统的Lyapunov指数得到了系统稳定的充分必要条件,即当Lyapunov指数大于零时系统几乎必然不稳定,而当Lyapunov指数小于零时系统几乎必然稳定,Lyapunov指数等于零为系统的稳定性分叉点,并讨论了相应的稳定性分叉问题。     

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。     

多频谐和与噪声作用下Duffing振子的安全盆侵与混沌

研究了软弹簧Duffing振子在多频率确定性谐和外力和有界随机噪声联合作用下,系统安全盆的侵蚀和混沌现象.将Melnikov方法推广到包含有限多个频率外力和随机噪声联合作用的情形,推导出了系统的随机Melnikov过程.根据Melnikov过程在均方意义上出现简单零点的条件给出了系统出现混沌的临界值,然后用数值模拟方法计算了系统的安全盆分叉点.结果表明:由于随机扰动的影响,系统的安全盆分叉点发生了偏移,并且使得混沌容易发生.同时证明:激励频率数目的增加使得系统产生混沌的参数临界值变小,也使得安全盆分叉提前发生,系统变得不安全.     

随机干扰与随机参数激励联合作用下的Hopf分叉

本文研究van der Pol-Duffing型的非线性振子在随机干扰和随机参数联合作用下的Hopf分叉现象。本文所得结果证实了当系统处在于Hopf分叉点附近时,对系统的参数的变化具有敏感性。在研究过程中,我们利用Markov扩散过程逼近系统的随机响应,得到了沿稳定矩的概率1稳定和矩稳定的条件。对于非线性振子,我们得到了振幅过程的稳态概论密度函数。研究发现,确定性系统的Hopf分叉点在随机参数作用下具有漂移现象,这种漂移是由系统的性质所决定的,当分叉点为超临界的,分叉点向前漂移;而当分叉点为亚临界时,这种漂移是向后的。当系统处在外部随机干扰作用下时,系统出现非零响应。另外我们发现,稳态矩的分叉与其阶数无关。     

挠性联结双陀螺体永久转动的稳定性和分叉

本文讨论无力挠性联结双陀螺体永久转动的稳定性。在确定条件正在存亡不久转动轴位置偏离重合的陀螺体对称轴的分叉现象。应用能量衰减法分析此非线性系统，导出正常状态永久转动的解析形式稳定性判据，对几种特殊情形，证明正常状态永久转动的不稳定条件同时也是分叉存在的充分条件。     

窄带随机噪声作用下单自由度非线性碰撞系统的响应

研究了单自由度非线性单边碰撞系统在窄带随机噪声激励下的次共振响应问题。用Zhuravlev变换将碰撞系统转化为速度连续的非碰撞系统,然后用随机平均法得到了关于慢变量的随机微分方程。在没有随机扰动情形,得到了系统响应幅值满足的代数方程;在有随机扰动的情形下,给出了系统响应稳态矩计算的迭代公式。讨论了系统阻尼项、非线性项、随机扰动项和碰撞恢复系数等参数对于系统响应的影响。理论计算和数值模拟表明,系统响应幅值将在激励频率接近于次共振频率时达到最大。而当激励频率逐渐偏离次共振频率时,系统响应迅速衰减。     

不可压缩流中机翼颤振稳定性研究

研究两个自由度的机翼在不可压缩流作用下颤振的分支问题.运用罗司-霍维茨判据确定系统的分叉点,应用中心流形理论将四维系统降为二维系统,用直接求周期解方法对分叉点的真假中心及稳定性问题进行了分析,并研究了系统的极限环颤振.结果表明,本文研究的分叉点不是中心,而是稳定或不稳定焦点.在两个分叉点处,系统发生了超临界和亚临界Hopf分叉,产生稳定或不稳定极限环.     

关于有限次次谐分叉出现马蹄的讨论

本文通过几个具体实例,对有限次次谐分叉进行了讨论。我们得到对中心对称系统在小扰动下,如果具有两列独立的分叉序列,那么经过有限次次谐分叉就有可能导致马蹄。对非中心对称系统,仅仅有一列分叉序列,就有可能出现马蹄。这些现象说明分叉与系统的对称性有着深刻的联系。     

平面Poisenille流动的二维Hopf分叉

本文用直接数值模拟的方法计算了二维Ｐｏｉｓｅｕｉｌｌｅ流动中扰动波的演化问题。得到了二维平衡态，在一定的波数下，Ｒｅ３９５０时，这种平衡态，将变得不稳定，模拟发现出现第二周期解，即二次分叉。     

平面Poisenille流动的二维Hopf分叉

本文用直接数值模拟的方法计算了二维Ｐｏｉｓｅｕｉｌｌｅ流动中扰动波的演化问题。得到了二维平衡态，在一定的波数下，Ｒｅ３９５０时，这种平衡态，将变得不稳定，模拟发现出现第二周期解，即二次分叉。     

Stochastically perturbed hopf bifurcation

In this paper the influence of small stochastic parametric perturbations on systems exhibiting Hopf bifurcation is discussed in detail. The Markov diffusion approximation is used to obtain analytical results relating to the statistical properties of the stochastic response. For the linear system both moment stability and sample stability conditions are obtained. It is found that in the non-linear system, a shift of the bifurcation point takes place due to the presence of parametric noise.     

实噪声参激Hopf分叉系统研究

采用随机平均法、扩散过程的奇点理论、不变测度方法分析了实噪声参激的分叉系统．明确了噪声的影响将使系统出现与原分叉点不同的噪声导致的分叉点，并使分叉类型产生了根本的改变     

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

The asymptotic Lyapunov stability with probability one of multi-degree-of freedom quasi-partially integrable and non-resonant Hamiltonian systems subject to parametric excitations of combined Gaussian and Poisson white noises is studied. First, the averaged stochastic differential equations for quasi partially integrable and non-resonant Hamiltonian systems subject to parametric excitations of combined Gaussian and Poisson white noises are derived by means of the stochastic averaging method and the stochastic jump-diffusion chain rule. Then, the expression of the largest Lyapunov exponent of the averaged system is obtained by using a procedure similar to that due to Khasminskii and the properties of stochastic integro-differential equations. Finally, the stochastic stability of the original quasi-partially integrable and non-resonant Hamiltonian systems is determined approximately by using the largest Lyapunov exponent. An example is worked out in detail to illustrate the application of the proposed method. The good agreement between the analytical results and those from digital simulation show that the proposed method is effective.     

Nonlinear Random Response of Ocean Structures Using First- and Second-Order Stochastic Averaging

This paper deals with the dynamic response of nonlinear elastic structure subjected to random hydrodynamic forces and parametric excitation using a first- and second-order stochastic averaging method. The governing equation of motion is derived by using Hamilton's principle, taking into account inertia and curvature nonlinearities and work done due to hydrodynamic forces. Within the framework of first-order stochastic averaging, the system response statistics and stability boundaries are obtained. Unfortunately, the effects of nonlinear inertia and curvature are not reflected in the final results, since the contribution of these nonlinearities is lost during the averaging process. In the absence of hydrodynamic forces, the method fails to give bounded response statistics, and the analysis yields stability conditions. It is the second-order stochastic averaging which can capture the influence of stiffness and inertia nonlinearities that were lost in the first-order averaging process. The results of the second-order averaging are compared with those predicted by Gaussian and non-Gaussian closures and by Monte Carlo simulation. In the absence of parametric excitation, the non-Gaussian closure solutions are in good agreement with Monte Carlo simulation. On the other hand, in the absence of hydrodynamic forces, second-order averaging gives more reliable results in the neighborhood of stochastic bifurcation. However, under pure parametric random excitation, the stochastic averaging and Monte Carlo simulation predict the on-off intermittency phenomenon near bifurcation point, in addition to stochastic bifurcation in probability.     

耦合Duffing-van der Pol系统的首次穿越问题

利用拟不可积Hamilton系统随机平均法，研究了高斯白噪声激励下耦 合Duffing-van der Pol系统的首次穿越问题. 首先给出了条件可靠性函数满足的后向 Kolmogorov 方程以及首次穿越时间条件矩满足的广义Pontryagin方程. 然后根据 这两类偏微分方程的边界条件和初始条件，详细分析了在外激与参激共 同作用以及纯外激作用等情况下系统的可靠性与首次穿越时间的各阶矩. 最后以图表形式给 出了可靠性函数、首次穿越时间的概率密度以及平均首次穿越时间的数值结果.     

Integral Representations of Increments of Stochastic Processes

A formulation is presented in which the increment of a stochastic process is represented as an integral of the derivative of the process. It is shown that this representation is an alternative to the more common approach of writing equations for the differentials of stochastic processes. A possible advantage of the integral formulation is that its reliance on derivatives, rather than differentials, makes the operations of stochastic calculus more closely resemble those of ordinary deterministic calculus. This similarity to well-known mathematics may serve to make stochastic calculus accessible to a broader audience than in the past. The integral formulation is herein shown to be compatible with the Itô differential rule for non-Gaussian processes and is used to describe the increment of the nonstationary response of a system governed by a vector stochastic equation with parametric delta-correlated excitation.     

参数概率灵敏度分析的神经网络方法及其应用

参数概率灵敏度分析是可靠性设计中非常重要的一项工作,它可以提供基本变量分布参数的变化引起可靠性的变化信息,为判断系统参数的重要性提供依据.本文将商用有限元计算.神经网络方法-Monte Carlo法相结合,基于这种快速响应模型的复杂结构可靠性分析方法,针对结构随机参数的概率灵敏度分析,提出一个考虑随机变量全局分散性的新...     

随机扰动的同宿分岔系统研究

利用一维扩展过程的奇点理论并结合能量包络的随机平均法，考查“隐藏在余维２分岔点之后”的同宿分岔系统受参激白噪声影响的分岔行为。     

Constructing transient response probability density of non-linear system through complex fractional moments

The probability density function for transient response of non-linear stochastic system is investigated through the stochastic averaging and Mellin transform. The stochastic averaging based on the generalized harmonic functions is adopted to reduce the system dimension and derive the one-dimensional Itô stochastic differential equation with respect to amplitude response. To solve the Fokker–Plank–Kolmogorov equation governing the amplitude response probability density, the Mellin transform is first implemented to obtain the differential relation of complex fractional moments. Combining the expansion form of transient probability density with respect to complex fractional moments and the differential relations at different transform parameters yields a set of closed-form first-order ordinary differential equations. The complex fractional moments which are determined by the solution of the above equations can be used to directly construct the probability density function of system response. Numerical results for a van der Pol oscillator subject to stochastically external and parametric excitations are given to illustrate the application, the convergence and the precision of the proposed procedure.