Stochastic stability of parametrically excited random systems

Multidegree-of-freedom dynamic systems subjected to parametric excitation are analyzed for stochastic stability. The variation of excitation intensity with time is described by the sum of a harmonic function and a stationary random process. The stability boundaries are determined by the stochastic averaging method. The effect of random parametric excitation on the stability of trivial solutions of systems of differential equations for the moments of phase variables is studied. It is assumed that the frequency of harmonic component falls within the region of combination resonances. Stability conditions for the first and second moments are obtained. It turns out that additional parametric excitation may have a stabilizing or destabilizing effect, depending on the values of certain parameters of random excitation. As an example, the stability of a beam in plane bending is analyzed.Published in Prikladnaya Mekhanika, Vol. 40, No. 10, pp. 135–144, October 2004.     

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.     

On the two bifurcations of a white-noise excited Hopf bifurcation system

I.IntroductionNonlinearanalysiseffortsmainlyincluderesearchesonthestablemotionofasystem.investigationsonitsstabilityfeaturesandtheinstantaneousmotionofadynamicalsystemwhenchangesoccurtoitsgoverningparameters.Theso-calledstochasticbifurcationimpliesthetran…     

Stochastic averaging and Lyapunov exponent of quasi partially integrable Hamiltonian systems

An n degree-of-freedom Hamiltonian system with r(1<r<n) independent first integrals which are in involution is called partially integrable Hamiltonian system and a partially integrable Hamiltonian system subject to light dampings and weak stochastic excitations is called quasi partially integrable Hamiltonian system. In the present paper, the averaged Itô and Fokker-Planck-Kolmogorov (FPK) equations for quasi partially integrable Hamiltonian systems in both cases of non-resonance and resonance are derived. It is shown that the number of averaged Itô equations and the dimension of the averaged FPK equation of a quasi partially integrable Hamiltonian system is equal to the number of independent first integrals in involution plus the number of resonant relations of the associated Hamiltonian system. The technique to obtain the exact stationary solution of the averaged FPK equation is presented. The largest Lyapunov exponent of the averaged system is formulated, based on which the stochastic stability and bifurcation of original quasi partially integrable Hamiltonian systems can be determined. Examples are given to illustrate the applications of the proposed stochastic averaging method for quasi partially integrable Hamiltonian systems in response prediction and stability decision and the results are verified by using digital simulation.     

On parametric asymptotic stability of large-scale systems

The domain of parameter values in which an autonomous large-scale system is uniformly asymptotically stable is estimated. The comparison method with a vector Lyapunov function is chosen for analysis __________ Translated from Prikladnaya Mekhanika, Vol. 44, No. 5, pp. 104–114, May 2008.     

轴向变速运动正交各向异性板的动态稳定性

研究面内载荷作用下轴向变速运动正交各向异性薄板的横向振动及其稳定性。利用Galerkin法与平均法,在激励频率为2倍固有频率或为两阶固有频率之和附近时得到自治的常微分方程组;在参数激励频率和激励振幅平面上,分析由共振引发的失稳区域。数值算例验证了面内载荷、轴向速度、加速度参数对失稳区域的影响。     

Stochastic Stabilization of Quasi-Partially Integrable Hamiltonian Systems by Using Lyapunov Exponent

A procedure for designing a feedback control to asymptoticallystabilize, with probability one, a quasi-partially integrableHamiltonian system is proposed. First, the averaged stochasticdifferential equations for controlled r first integrals are derived fromthe equations of motion of a given system by using the stochasticaveraging method for quasi-partially integrable Hamiltonian systems.Second, a dynamical programming equation for the ergodic control problemof the averaged system with undetermined cost function is establishedbased on the dynamical programming principle. The optimal control law isderived from minimizing the dynamical programming equation with respectto control. Third, the asymptotic stability with probability one of theoptimally controlled system is analyzed by evaluating the maximalLyapunov exponent of the completely averaged Itô equations for the rfirst integrals. Finally, the cost function and optimal control forces aredetermined by the requirements of stabilizing the system. An example isworked out in detail to illustrate the application of the proposedprocedure and the effect of optimal control on the stability of thesystem.     

A new approach to almost-sure asymptotic stability of stochastic systems of higher dimension

The almost sure asymptotic stability of higher-dimensional linear stochastic systems and of a special class of nonlinear stochastic systems with homogeneous drift and diffusion coefficients of order one is studied. Based on the well-known Khasminskii's theorem, a new approach for obtaining the regions of almost sure asymptotic stability and instability without evaluating the stationary probability density of the diffusion process defined on unit hypersphere is proposed. Two examples of two and three degree-of-freedom linear stochastic systems are given to illustrate the application and effectiveness of the proposed approach combined with stochastic averaging.     

On homoclinic bifurcation system in the presence of stochastic perturbation

By virture of the singular point theory for one-dimension diffusion process and the stochastic averaging approach of energy envelop, the bifurcation behavior of a homoclinic bifurcation system, which is in the presence of parametric white noise and is concealed behind a codimension two bifurcation point, is investigated in this paper. Supported by the National Science Foundation of China under Grant No. 19602016.     

Technical stability of stationary automatic control systems of variable structure with switched filters

Sufficient conditions for the technical stability in measure of a nonstationary control system with variable structure are established. The controller of the system has feedback-switched filters functioning together with shaper and actuator. It is assumed that the nonstationary parameters of the system vary within given ranges, at a finite rate, with appropriate control laws, with adjustment against mismatch signal, its derivatives of finite order, and all variable parameters of the filter. The parameters of the switching hyperplane remain constant. This approach for analysis of technical stability does not involve sliding mode conditions. Criteria of technical instability in measure for the control system under consideration are formulated using the properties of systems of comparison from below. The general criteria of technical stability and instability are applied to nonstationary filtered-control systems of variable structure of the third order. The comparison method based on normalized Lyapunov functions is used __________ Translated from Prikladnaya Mekhanika, Vol. 42, No. 6, pp. 110–127, June 2006.     

Global parametric quadratic stabilizability of nonlinear systems with uncertainty

Sufficient conditions for the global PQ-stabilizability of a nonlinear system with uncertainty are established __________ Translated from Prikladnaya Mekhanika, Vol. 44, No. 6, pp. 126–133, June 2008.     

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.     

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     

On the stability of equilibria of nonholonomic systems with nonlinear constraints

Lyapunov＇s first method, extended by V. V. Kozlov to nonlinear mechani- cal systems, is applied to the study of the instability of the position of equilibrium of a mechanical system moving in the field of conservative and dissipative forces. The mo- tion of the system is limited by ideal nonlinear nonholonomic constraints. Five cases determined by the relationship between the degree of the first nontrivial polynomials in Maclaurin＇s series for the potential energy and the functions that can be generated from the equations of nonlinear nonholonomic constraints are analyzed. In the three eases, the theorem on the instability of the position of equilibrium of nonholonomic systems with linear homogeneous constraints （V. V. Kozlov （1986）） is generalized to the case of nonlin- ear nonhomogeneous constraints. In the other two cases, new theorems are set extending the result from V. V. Kozlov （1994） to nonholonomic systems with nonlinear constraints.     

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.     

DYNAMIC STABILITY OF AXIALLY MOVING VISCOELASTIC BEAMS WITH PULSATING SPEED

IntroductionThe class of systems with axially moving materials involves power transmission chains,band saw blades and paper sheets during processing. Vibration of such systems is generallyundesirable. The traveling tensioned Euler-Bernoulli beam is the pr…     

Invariant Measures and Lyapunov Exponents for Stochastic Mathieu System

The principal resonance of the stochastic Mathieu oscillator to randomparametric excitation is investigated. The method of multiple scales isused to determine the equations of modulation of amplitude and phase.The behavior, stability and bifurcation of steady state response arestudied by means of qualitative analyses. The effects of damping,detuning, bandwidth, and magnitudes of random excitation are analyzed.The explicit asymptotic formulas for the maximum Lyapunov exponent areobtained. The almost-sure stability or instability of the stochasticMathieu system depends on the sign of the maximum Lyapunov exponent.     

The p-moment exponential robust stability for stochastic systems with distributed delays and interval parameters

The p-moment exponential robust stability for stochastic systems with distributed delays and interval parameters is studied.By constructing the LyapunovKrasovskii functional and employing the decomposition technique of interval matrix and Ito's formula,the delay-dependent criteria for the p-moment exponential robust stability are obtained.Numerical examples show the validity and practicality of the presented criteria.     

旋转运动导电圆板的磁弹性参数振动分析

针对磁场中旋转运动圆板,在动能、应变能表达式基础上,根据哈密顿原理导出圆板的磁弹性振动方程．应用伽辽金积分法,得到横向磁场中旋转变速运动圆板的轴对称参数振动微分方程．通过坐标变换得到包含两个变系数项的马蒂厄振动方程．应用弗洛凯理论和平均法对系统的参数振动问题进行求解．通过数值计算得到周期稳定图、对应的振动响应特性图和相轨迹图．结果表明：在稳定区域内,系统的幅频曲线呈现为周期或概周期变化形式;在不稳定区内,系统的幅频响应曲线呈现为发散变化形式．