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.     

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.     

Stochastic stability of three-dimensional linear systems under parametric random action

The stability of a three-dimensional linear system, driven by a parametric random excitation is considered. The stability of the system is investigated using a combination of stochastic averaging method and a probabilistic approach. For this purpose, it is necessary to find the transient probability density of the components of the vector random process. Thus, the invariant measure of the system may be calculated from the stationary solutions of the associated Fokker–Planck equations. These solutions are obtained numerically, using the sweep method. As a comparison criterion, a digital simulation of It? equations has been carried out using the Monte-Carlo simulation (MCS) method. As an application, the example of instability of a thin-walled bar under the effect of parametric random action is considered     

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。     

Response and stability of strongly non-linear oscillators under wide-band random excitation

A new stochastic averaging procedure for single-degree-of-freedom strongly non-linear oscillators with lightly linear and (or) non-linear dampings subject to weakly external and (or) parametric excitations of wide-band random processes is developed by using the so-called generalized harmonic functions. The procedure is applied to predict the response of Duffing–van der Pol oscillator under both external and parametric excitations of wide-band stationary random processes. The analytical stationary probability density is verified by digital simulation and the factors affecting the accuracy of the procedure are analyzed. The proposed procedure is also applied to study the asymptotic stability in probability and stochastic Hopf bifurcation of Duffing–van der Pol oscillator under parametric excitations of wide-band stationary random processes in both stiffness and damping terms. The stability conditions and bifurcation parameter are simply determined by examining the asymptotic behaviors of averaged square-root of total energy and averaged total energy, respectively, at its boundaries. It is shown that the stability analysis using linearized equation is correct only if the linear stiffness term does not vanish.     

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.     

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     

Deterministic and Stochastic Response of Nonlinear Coupled Bending-Torsion Modes in a Cantilever Beam

The purpose of this study is to understand the main differences between the deterministic and random response characteristics of an inextensible cantilever beam (with a tip mass) in the neighborhood of combination parametric resonance. The excitation is applied in the plane of largest rigidity such that the bending and torsion modes are cross-coupled through the excitation. In the absence of excitation, the two modes are also coupled due to inertia nonlinearities. For sinusoidal parametric excitation, the beam experiences instability in the neighborhood of the combination parametric resonance of the summed type, i.e., when the excitation frequency is in the neighborhood of the sum of the first bending and torsion natural frequencies. The dependence of the response amplitude on the excitation level reveals three distinct regions: nearly linear behavior, jump phenomena, and energy transfer. In the absence of nonlinear coupling, the stochastic stability boundaries are obtained in terms of sample Lyapunov exponent. The response statistics are estimated using Monte Carlo simulation, and measured experimentally. The excitation center frequency is selected to be close to the sum of the bending and torsion mode frequencies. The beam is found to experience a single response, two possible responses, or non-stationary responses, depending on excitation level. Experimentally, it is possible to obtain two different responses for the same excitation level by providing a small perturbation to the beam during the test.     

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.     

Dynamic stability of a viscoelastic rotating shaft under parametric random excitation

This paper deals with dynamic stability of a viscoelastic rotating shaft subjected to a parametric random axial compressive thrust, by using moment Lyapunov exponents and the largest Lyapunov exponents as indicators. The equation of motion for the shaft is derived, which is a system of gyroscopic stochastic differential equations. The method of stochastic averaging is used to decouple the governing equations into Itô equations, from which the moment Lyapunov exponent is obtained by using mathematical transformations only. The largest Lyapunov exponent is obtained through its relation with moment Lyapunov exponents. The effects of various parameters on the stochastic dynamic stability are discussed. The approximate analytical results are confirmed by Monte Carlo simulation.     

随机初始挠度结构的随机参数振动分析

本文运用随机平均法，分析随机参数载荷作用下具有随机初始挠度结构的参数振动，利用FPK方程导出结构位移、速度的稳态联合概率密度函数，给出响应幅值的矩分析表达式，由此推出矩响应稳定条件，文中还详细讨论几种特殊参数载荷作用下结构的幅值响应，分析随机初始挠度对结构响应的影响。     

Dynamic stability of axially accelerating Timoshenko beam: Averaging method

This study investigates dynamic stability in transverse parametric vibrations of an axially accelerating tensioned beam of Timoshenko model on simple supports. The axial speed is assumed as a harmonic fluctuation about the constant mean speed. The Galerkin method is applied to discretize the governing equation into a finite set of ordinary differential equations. The method of averaging is applied to analyze the instability phenomena caused by subharmonic and combination resonance. Numerical examples demonstrate the effects of the mean axial speed, bending stiffness, rotary inertia and shear modulus on the instability boundaries.     

Asymptotic Lyapunov stability with probability one of quasi linear systems subject to multi-time-delayed feedback control and wide-band parametric random excitation

The asymptotic Lyapunov stability with probability one of multi-degree-of-freedom quasi linear systems subject to multi-time-delayed feedback control and multiplicative (parametric) excitation of wide-band random process is studied. First, the multi-time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay and the system is converted into ordinary quasi linear system. Then, the averaged Itô stochastic differential equations are derived by using the stochastic averaging method for quasi linear systems and the expression for the largest Lyapunov exponent of the linearized averaged Itô equations is derived. Finally, the necessary and sufficient condition for the asymptotic Lyapunov stability with probability one of the trivial solution of the original system is obtained approximately by letting the largest Lyapunov exponent to be negative. An example is worked out in detail to illustrate the application and validity of the proposed procedure and to show the effect of the time delay in feedback control on the largest Lyapunov exponent and the stability of system.     

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。     

Periodically Perturbed Linear Gyroscopic Systems*

ABSTRACT

This paper presents an analytical method to examine the dynamical behavior of periodically perturbed linear conservative gyroscopic systems. Explicit stability conditions for perturbations of small intensity are obtained using the method of averaging. The existence of combination resonance in addition to subharmonic parametric resonance is established. For large periodic excitation, a numerical method based on the Floquet theory is used to extend the stability boundaries. These results are applied to the problem of flow-induced vibration in a supported cylindrical pipe conveying fluid with pulsating velocity. The effects of the mean flow velocity, dissipative forces, boundary conditions, and virtual mass on the extent of the parametric instability regions are then discussed.     

Influence of the mode number on the stochastic stability regions of the elastic beam

The moment Lyapunov exponents and Lyapunov exponent of a two-dimensional system under stochastic parametric excitation are studied. A perturbation approach is used to obtain explicit expressions for these exponents in the presence of small intensity noises. Approximate analytical results for the pth moment Lyapunov exponents are compared with the numerical values obtained by the Monte Carlo simulation approach. The results are applied to the study of the almost-sure and the moment stability of the stationary solutions of the elastic beam subjected to the stochastic axial load. The boundaries of the almost-sure and the moment stability of the elastic beam as the function of the damping coefficient, spectral density of the stochastic force and mode number are obtained.     

Stochastic stabilization of quasi non-integrable Hamiltonian systems

A procedure for designing a feedback control to asymptotically stabilize in probability a quasi non-integrable Hamiltonion system is proposed. First, an one-dimensional averaged Itô stochastic differential equation for controlled Hamiltonian is derived from given equations of motion of the system by using the stochastic averaging method for quasi non-integrable Hamiltonian systems. Second, a dynamical programming equation for an ergodic control problem with undetermined cost function is established based on the stochastic dynamical programming principle and solved to yield the optimal control law. Third, the asymptotic stability in probability of the system is analysed by examining the sample behaviors of the completely averaged Itô differential equation at its two boundaries. Finally, the cost function and the optimal control forces are determined by the requirement of stabilizing the system. Two examples are given to illustrate the application of the proposed procedure and the effect of control on the stability of the system.     

二阶线性随机微分方程的渐近稳定性

对刚度系数是遍历过程的二阶线性随机微分方程，本文研究了其平凡解几乎处处渐近稳定性问题。利用刚度系数导数过程的性质，给出了平凡解几乎处处渐近稳定的充分条件。当刚度系数是遍历高斯过程或周期过程时，还具体计算了其渐进稳定区域。结果表明，本文结果改进了目前有关的渐近稳定性的条件。     

Stochastic Hopf bifurcation in quasi-integrable-Hamiltonian systems

A new procedure is developed to study the stochastic Hopf bifurcation in quasiintegrable-Hamiltonian systems under the Gaussian white noise excitation. Firstly, the singular boundaries of the first-class and their asymptotic stable conditions in probability are given for the averaged Ito differential equations about all the sub-system‘s energy levels with respect to the stochastic averaging method. Secondly, the stochastic Hopf bifurcation for the coupled sub-systems are discussed by defining a suitable bounded torus region in the space of the energy levels and employing the theory of the torus region when the singular boundaries turn into the unstable ones. Lastly, a quasi-integrable-Hamiltonian system with two degrees of freedom is studied in detail to illustrate the above procedure.Moreover, simulations by the Monte-Carlo method are performed for the illustrative example to verify the proposed procedure. It is shown that the attenuation motions and the stochastic Hopf bifurcation of two oscillators and the stochastic Hopf bifurcation of a single oscillator may occur in the system for some system‘s parameters. Therefore, one can see that the numerical results are consistent with the theoretical predictions.     

Principal parametric resonance of axially accelerating rectangular thin plate in magnetic field

Nonlinear parametric vibration and stability is investigated for an axially accelerating rectangular thin plate subjected to parametric excitations resulting from the axial time-varying tension and axial time-varying speed in the magnetic field. Consid- ering geometric nonlinearity, based on the expressions of total kinetic energy, potential energy, and electromagnetic force, the nonlinear magneto-elastic vibration equations of axially moving rectangular thin plate are derived by using the Hamilton principle. Based on displacement mode hypothesis, by using the Galerkin method, the nonlinear para- metric oscillation equation of the axially moving rectangular thin plate with four simply supported edges in the transverse magnetic field is obtained. The nonlinear principal parametric resonance amplitude-frequency equation is further derived by means of the multiple-scale method. The stability of the steady-state solution is also discussed, and the critical condition of stability is determined. As numerical examples for an axially moving rectangular thin plate, the influences of the detuning parameter, axial speed, axial tension, and magnetic induction intensity on the principal parametric resonance behavior are investigated.