On some performance characteristics of base excited vibration isolation systems with a purely nonlinear restoring force

Base excited vibration isolation systems with a purely nonlinear restoring force and a velocity nth power damper are considered. The restoring force has a single-term power form with the exponent that can be any non-negative real number. Approximations for the steady-state response at the frequency of excitation are obtained by using the Jacobi elliptic function with a changeable elliptic parameter and by applying an elliptic averaging method. The relative and absolute displacement transmissibility of this system are analysed. These performance characteristics are expressed in terms of the damping parameters, but they are also determined for an arbitrary non-negative real power of geometric nonlinearity, which represent new and so far unknown results. Some examples illustrating the effect of the system parameters on these performance characteristics are also presented.     

First passage failure of quasi-partial integrable generalized Hamiltonian systems

The first passage failure of quasi-partial integrable generalized Hamiltonian systems is studied by using the stochastic averaging method. First, the stochastic averaging method for quasi-partial integrable generalized Hamiltonian systems is introduced briefly. Then, the backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the conditional mean of first passage time are derived from the averaged Itô equations. The conditional reliability function, the conditional probability density and mean of the first passage time are obtained from solving these equations together with suitable initial condition and boundary conditions, respectively. Finally, one example is given to illustrate the proposed procedure in detail and the solutions are confirmed by using the results from Monte Carlo simulation of the original system.     

Oscillators with a power-form restoring force and fractional derivative damping: Application of averaging

In this paper free oscillators with a power-form restoring force and with a fractional derivative damping term are considered. An analytical approach based on the averaging method is adjusted to derive analytical expressions for the amplitude and phase of oscillations. Effects of the fractional-order derivative on the amplitude and frequency of oscillations are discussed in several examples, including a generalized van der Pol oscillator, purely nonlinear oscillators and a linear oscillator.     

First-passage failure and its feedback minimization 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. 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 procedures for studying the first-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems are proposed. First, the stochastic averaging method for quasi-partially integrable Hamiltonian systems is briefly reviewed. Then, based on the averaged Itô equations, a backward Kolmogorov equation governing the conditional reliability function, a set of generalized Pontryagin equations governing the conditional moments of first-passage time and their boundary and initial conditions are established. After that, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximization of reliability and of maximization of mean first-passage time are formulated. The relationship between the backward Kolmogorov equation and the dynamical programming equation for reliability maximization, and that between the Pontryagin equation and the dynamical programming equation for maximization of mean first-passage time are discussed. Finally, an example is worked out to illustrate the proposed procedures and the effectiveness of feedback control in reducing first-passage failure.     

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.     

Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems

The non-linear stochastic optimal control of quasi non-integrable Hamiltonian systems for minimizing their first-passage failure is investigated. A controlled quasi non-integrable Hamiltonian system is reduced to an one-dimensional controlled diffusion process of averaged Hamiltonian by using the stochastic averaging method for quasi non-integrable Hamiltonian systems. The dynamical programming equations and their associated boundary and final time conditions for the problems of maximization of reliability and of maximization of mean first-passage time are formulated. The optimal control law is derived from the dynamical programming equations and the control constraints. The dynamical programming equations for maximum reliability problem and for maximum mean first-passage time problem are finalized and their relationships to the backward Kolmogorov equation for the reliability function and the Pontryagin equation for mean first-passage time, respectively, are pointed out. The boundary condition at zero Hamiltonian is discussed. Two examples are worked out to illustrate the application and effectiveness of the proposed procedure.     

Stochastic jump and bifurcation of Duffing oscillator with fractional derivative damping under combined harmonic and white noise excitations

The stochastic jump and bifurcation of Duffing oscillator with fractional derivative damping of order α (0<α<1) under combined harmonic and white noise excitations are studied. First, the system state is approximately represented by two-dimensional time-homogeneous diffusive Markov process of amplitude and phase difference using the stochastic averaging method. Then, the method of reduced Fokker–Plank–Kolmogorov (FPK) equation is used to predict the stationary response of the original system. The phenomenon of stochastic jump and bifurcation as the fractional orders' change is examined.     

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.     

Time-delayed stochastic optimal control of strongly non-linear systems with actuator saturation by using stochastic maximum principle

A time-delayed stochastic optimal bounded control strategy for strongly non-linear systems under wide-band random excitations with actuator saturation is proposed based on the stochastic averaging method and the stochastic maximum principle. First, the partially averaged Itô equation for the system amplitude is derived by using the stochastic averaging method for strongly non-linear systems. The time-delayed feedback control force is approximated by a control force without time delay based on the periodically random behavior of the displacement and velocity of the system. The partially averaged Itô equation for the system energy is derived from that for the system amplitude by using Itô formula and the relation between system amplitude and system energy. Then, the adjoint equation and maximum condition of the partially averaged control problem are derived based on the stochastic maximum principle. The saturated optimal control force is determined from maximum condition and solving the forward–backward stochastic differential equations (FBSDEs). For infinite time-interval ergodic control, the adjoint variable is stationary process and the FBSDE is reduced to a ordinary differential equation. Finally, the stationary probability density of the Hamiltonian and other response statistics of optimally controlled system are obtained from solving the Fokker–Plank–Kolmogorov (FPK) equation associated with the fully averaged Itô equation of the controlled system. For comparison, the optimal control forces obtained from the time-delayed bang–bang control and the control without considering time delay are also presented. An example is worked out to illustrate the proposed procedure and its advantages.     

Stochastic response analysis of noisy system with non-negative real-power restoring force by generalized cell mapping method

The stochastic response of a noisy system with non-negative real-power restoring force is investigated. The generalized cell mapping (GCM) method is used to compute the transient and stationary probability density functions (PDFs). Combined with the global properties of the noise-free system, the evolutionary process of the transient PDFs is revealed. The results show that stochastic P-bifurcation occurs when the system parameter varies in the response analysis and the stationary PDF evolves from bimodal to unimodal along the unstable manifold during the bifurcation.     

Stochastic averaging of strongly nonlinear oscillators with small fractional derivative damping under combined harmonic and white noise excitations

A stochastic averaging method for strongly nonlinear oscillators with lightly fractional derivative damping of order α (0<α<1) under combined harmonic and white noise external and (or) parametric excitations is proposed and then applied to study the first passage failure of Duffing oscillator with lightly fractional derivative damping of order 1/2 under combined harmonic and white noise excitations in the case of primary parametric resonance. Numerical results show that the proposed method works very well.     

基于贝叶斯理论的恢复力模型参数识别方法

提出了基于贝叶斯理论的恢复力模型参数识别方法,该方法考虑了模型误差的影响,结合实测滞回曲线数据,不仅可以得到模型参数的最有可能值,而且可以得到模型参数的定量的不确定性。以密肋复合墙体在低周反复荷载作用下所得滞回曲线为例,提出了可考虑刚度降低、捏拢滑移及极限荷载后强度降低现象的恢复力模型,建立了基于贝叶斯理论的恢复力模型参数识别计算框架,推导得到了模型参数的负对数似然函数,据此可得到模型参数的最有可能值及协方差矩阵。对标准密肋复合墙体预制试件和现浇试件的恢复力模型参数进行了识别,将根据模型参数最有可能值得到的滞回曲线及根据模型参数最有可能值及协方差矩阵得到的骨架曲线,与相应的实测值进行了对比,验证了所提方法的可行性及识别结果的合理性,更新的模型参数概率分布可用于后续的抗震风险评估。     

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 P-bifurcation analysis of a fractional smooth and discontinuous oscillator via the generalized cell mapping method

The smooth and discontinuous oscillator with fractional derivative damping under combined harmonic and random excitations is investigated in this paper. The short memory principle is introduced so that the evolution process of the oscillator with fractional derivative damping can be described by the Markov chain. Then the stochastic generalized cell mapping method is used to obtain the steady-state probability density functions of the response. The stochastic response and bifurcation of the oscillator with fractional derivative damping are discussed in detail. We found that both the smoothness parameter, the noise intensity, the amplitude and frequency of the harmonic force can induce the occurrence of stochastic P-bifurcation in the system. Monte Carlo simulation verifies the effectiveness of the method we adopt in the paper.     

A moving particle semi‐implicit method for free surface flow: Improvement in inter‐particle force stabilization and consistency restoring

The moving particle semi‐implicit (MPS) method has been widely applied in free surface flows. However, the implementation of MPS remains limited because of compressive instability occurred when the particles are under compressive stress states. This study proposed an inter‐particle force stabilization and consistency restoring MPS (IFS‐CR‐MPS) method to overcome this numerical instability. For inter‐particle force stabilization, a hyperbolic‐shaped quintic kernel function is developed with a non‐negative and smooth second order derivative to satisfy the stability criterion under compressive stress state. Then, a contrastive study is conducted on the contradiction between the common understanding of the conventional MPS hyperbolic‐shaped kernel function and its performance. The result shows that the conventional MPS hyperbolic‐shaped kernel function can easily cause violent repulsive inter‐particle force and then lead to the compressive instability. Therefore, the first order derivative of the modified hyperbolic‐shaped quintic kernel function is recommended as the form of the contribution of the neighbor particles to achieve a more stable inter‐particle repulsive force. For consistency restoring, the Taylor series expansion and the hyperbolic‐shaped quintic kernel are combined to improve the accuracy of the viscosity and pressure calculation. The IFS‐CR‐MPS algorithm is subsequently verified by the inviscid hydrostatic pressure, jet impacting, and viscous droplet impacting problems. These results can be used for choosing kernel function and the contribution of neighbor particles in particle methods. Copyright © 2016 John Wiley & Sons, Ltd.     

Harmonic wavelets based response evolutionary power spectrum determination of linear and non-linear oscillators with fractional derivative elements

A harmonic wavelets based approximate analytical technique for determining the response evolutionary power spectrum of linear and non-linear (time-variant) oscillators endowed with fractional derivative elements is developed. Specifically, time- and frequency-dependent harmonic wavelets based frequency response functions are defined based on the localization properties of harmonic wavelets. This leads to a closed form harmonic wavelets based excitation-response relationship which can be viewed as a natural generalization of the celebrated Wiener–Khinchin spectral relationship of the linear stationary random vibration theory to account for fully non-stationary in time and frequency stochastic processes. Further, relying on the orthogonality properties of harmonic wavelets an extension via statistical linearization of the excitation-response relationship for the case of non-linear systems is developed. This involves the novel concept of determining optimal equivalent linear elements which are both time- and frequency-dependent. Several linear and non-linear oscillators with fractional derivative elements are studied as numerical examples. Comparisons with pertinent Monte Carlo simulations demonstrate the reliability of the technique.     

Stability of elastic systems under a stochastic parametric excitation

An efficient method to investigate the stability of elastic systems subjected to the parametric force in the form of a random stationary colored noise is suggested. The method is based on the simulation of stochastic processes, numerical solution of differential equations, describing the perturbed motion of the system, and the calculation of top Liapunov exponents. The method results in the estimation of the almost sure stability and the stability with respect to statistical moments of different orders. Since the closed system of equations for moments of desired quantities y _j (t) cannot be obtained, the statistical data processing is applied. The estimation of moments at the instant t _n is obtained by statistical average of derived from the solution of equations for the large number of realizations. This approach allows us to evaluate the influence of different characteristics of random stationary loads on top Liapunov exponents and on the stability of system. The important point is that results found for filtered processes, are principally different from those corresponding to stochastic processes in the form of Gaussian white noises.     

Stochastic averaging of quasi-generalized Hamiltonian systems

A stochastic averaging method for generalized Hamiltonian systems (GHS) subject to light dampings and weak stochastic excitations is proposed. First, the GHS are briefly reviewed and classified into five classes, i.e., non-integrable GHS, completely integrable and non-resonant GHS, completely integrable and resonant GHS, partially integrable and non-resonant GHS and partially integrable and resonant GHS. Then, the averaged and FPK equations and the drift and diffusion coefficients for the five classes of quasi-GHS are derived. Finally, the stochastic averaging for a nine-dimensional quasi-partially integrable GHS is given to illustrate the application of the proposed procedure, and the results are confirmed by using those from Monte Carlo simulation.     

Correcting the initialization of models with fractional derivatives via history-dependent conditions

Fractional differential equations are more and more used in modeling memory(history-dependent,nonlocal,or hereditary) phenomena.Conventional initial values of fractional differential equations are define at a point,while recent works defin initial conditions over histories.We prove that the conventional initialization of fractional differential equations with a Riemann–Liouville derivative is wrong with a simple counter-example.The initial values were assumed to be arbitrarily given for a typical fractional differential equation,but we fin one of these values can only be zero.We show that fractional differential equations are of infinit dimensions,and the initial conditions,initial histories,are define as functions over intervals.We obtain the equivalent integral equation for Caputo case.With a simple fractional model of materials,we illustrate that the recovery behavior is correct with the initial creep history,but is wrong with initial values at the starting point of the recovery.We demonstrate the application of initial history by solving a forced fractional Lorenz system numerically.     

Random response of integrable Duhem hysteretic systems under non-white excitation

In this study, an integrable Duhem hysteresis model is derived from the mathematical Duhem operator. This model can represent a wide category of hysteretic systems. The stochastic averaging method of energy envelope is then adapted for response analysis of the integrable Duhem hysteretic system subjected to non-white random excitation. Using the integrability of the proposed model, potential energy and dissipated energy of the hysteretic system can be represented in an integration form so that the hysteretic restoring force is separable into conservative and dissipative parts. Based on the equivalence of dissipated energy, a non-hysteretic non-linear system is obtained to substitute the original system, and the averaged Itô stochastic differential equation of total energy is derived with the drift and diffusion coefficients being expressed as Fourier series expansions in space averaging. The stationary probability density of total energy and response statistics are obtained by solving the Fokker–Planck–Kolmogorov (FPK) equation associated with the Itô equation. Verification is given by comparing the computational results with Monte Carlo simulations.