拟可积哈密顿系统中噪声诱发的混沌运动

研究拟可积哈密顿系统在谐和与噪声激励联合作用下的混沌运动。通过对噪声性质的假定,并利用动力系统理论,给出了高维梅尔尼科夫方法应用于随机拟可积哈密顿系统的推广形式。根据这种推广的方法,研究了谐和与高斯白噪声激励联合使用下两自由度拟可积哈密顿系统 同宿分岔,得出了系统发生混沌运动的参数阈值,并由此讨论了噪声对系统的混沌运动的影响。蒙特-卡罗方法模拟、李雅普诺夫指数等数值结果表明,这种推广的方法是有效的。     

Stochastic averaging of quasi-integrable Hamiltonian systems under combined harmonic and white noise excitations

A stochastic averaging method is proposed to predict approximately the response of quasi-integrable Hamiltonian systems to combined harmonic and white noise excitations. According to the proposed method, an n+α+β-dimensional averaged Fokker-Planck-Kolmogorov (FPK) equation governing the transition probability density of n action variables or independent integrals of motion, α combinations of angle variables and β combinations of angle variables and excitation phase angles can be constructed when the associated Hamiltonian system has α internal resonant relations and the system and harmonic excitations have β external resonant relations. The averaged FPK equation is solved by using the combination of the finite difference method and the successive over relaxation method. Two coupled Duffing-van der Pol oscillators under combined harmonic and white noise excitations is taken as an example to illustrate the application of the proposed procedure and the stochastic jump and its bifurcation as the system parameters change are examined.     

Nonlinear dynamics and performance analysis of modified snap-through vibration energy harvester with time-varying potential function

Vibration energy harvesting has emerged as a promising method to harvest energy for small-scale applications. Enhancing the performance of a vibration energy harvester(VEH) incorporating nonlinear techniques, for example, the snap-through VEH with geometric non-linearity, has gained attention in recent years. A conventional snap-through VEH is a bi-stable system with a time-invariant potential function, which was investigated extensively in the past. In this work, a modified snap-through VEH wit...     

Noise-Induced Chaos in Duffing Oscillator with Double Wells

Stochastic Melnikov method is employed to predict noise-induced chaotic response in the Duffing oscillator with double wells. The safe basin is simulated to show the noise-induced fractal boundary. Three cases are considered: harmonic excitation, both harmonic and Gaussian white noise excitations, and Gaussian white noise excitation. The leading Lyapunov exponent estimated by Rosenstein's algorithm is shown to quantify the chaotic nature of the sample time series of the system. The results show that the boundary of the safe basin can be fractal even if the system is excited only by external Gaussian white noise.     

Stochastic averaging of quasi-integrable and non-resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations

A stochastic averaging method for predicting the response of quasi-integrable and non-resonant Hamiltonian systems to combined Gaussian and Poisson white noise excitations is proposed. First, the motion equations of a quasi-integrable and non-resonant Hamiltonian system subject to combined Gaussian and Poisson white noise excitations is transformed into stochastic integro-differential equations (SIDEs). Then $n$ -dimensional averaged SIDEs and generalized Fokker–Plank–Kolmogrov (GFPK) equations for the transition probability densities of $n$ action variables and $n$ - independent integrals of motion are derived by using stochastic jump–diffusion chain rule and stochastic averaging principle. The probability density of the stationary response is obtained by solving the averaged GFPK equation using the perturbation method. Finally, as an example, two coupled non-linear damping oscillators under both external and parametric excitations of combined Gaussian and Poisson white noises are worked out in detail to illustrate the application and validity of the proposed stochastic averaging method.     

高斯色噪声和谐波激励共同作用下耦合SD振子的混沌研究

耦合SD振子作为一种典型的负刚度振子, 在工程设计中有广泛应用. 同时高斯色噪声广泛存在于外界环境中, 并可能诱发系统产生复杂的非线性动力学行为, 因此其随机动力学是非线性动力学研究的热点和难点问题. 本文研究了高斯色噪声和谐波激励共同作用下双稳态耦合SD振子的混沌动力学, 由于耦合SD振子的刚度项为超越函数形式, 无法直接给出系统同宿轨道的解析表达式, 给混沌阈值的分析造成了很大的困难. 为此, 本文首先采用分段线性近似拟合该振子的刚度项, 发展了高斯色噪声和谐波激励共同作用下的非光滑系统的随机梅尔尼科夫方法. 其次, 基于随机梅尔尼科夫过程, 利用均方准则和相流函数理论分别得到了弱噪声和强噪声情况下该振子混沌阈值的解析表达式, 讨论了噪声强度对混沌动力学的影响. 研究结果表明, 随着噪声强度的增大混沌区域增大, 即增大噪声强度更容易诱发耦合SD振子产生混沌. 当阻尼一定时, 弱噪声情况下混沌阈值随噪声强度的增加而减小; 但是强噪声情况下噪声强度对混沌阈值的影响正好相反. 最后, 数值结果表明, 利用文中的方法研究高斯色噪声和谐波激励共同作用下耦合SD振子的混沌是有效的.本文的结果为随机非光滑系统的混沌动力学研究提供了一定的理论指导.      

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.     

有界噪声激励下单摆-谐振子系统的混沌运动

研究了具有同宿轨道和周期轨道的可积单摆-谐振子系统在弱Hamilton摄动(即弱耦合摄动)和弱非Hamilton摄动(即阻尼和有界噪声微扰)下的混沌运动．用Melnikov方程预测Hamilton系统中可能存在混沌运动的参数域，并用Poincare截面验证解析结果．用数值方法计算了有阻尼与有界噪声激励下系统的最大Lyapun0V指数和Poincare截面，结果表明有界噪声在频率上的扩散减小了引发系统产生混沌运动的效应。     

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.     

Multi-pulse chaotic dynamics of six-dimensional non-autonomous nonlinear system for a composite laminated piezoelectric rectangular plate

Global bifurcations and multi-pulse chaotic dynamics are studied for a four-edge simply supported composite laminated piezoelectric rectangular plate under combined in-plane, transverse, and dynamic electrical excitations. Based on the von Karman type equations for the geometric nonlinearity and Reddy’s third-order shear deformation theory, the governing equations of motion for a composite laminated piezoelectric rectangular plate are derived. The Galerkin method is employed to discretize the partial differential equations of motion to a three-degree-of-freedom nonlinear system. The six-dimensional non-autonomous nonlinear system is simplified to a three-order standard form by using the method of normal form. The extended Melnikov method is improved to investigate the six-dimensional non-autonomous nonlinear dynamical system in mixed coordinate. The global bifurcations and multi-pulse chaotic dynamics of the composite laminated piezoelectric rectangular plate are studied by using the improved extended Melnikov method. The multi-pulse chaotic motions of the system are found by using numerical simulation, which further verifies the result of theoretical analysis.     

高维非线性振动系统参数识别

将增量谐波平衡非线性识别推广到高维振动系统, 推导了基于增量谐波平衡的多自由度非线性系统的识别方程. 针对一个两自由度系统进行了数值模拟计算, 讨论了系统在单周期、倍周期和混沌运动状态下的参数识别, 以及噪声对识别结果的影响, 验证了增量谐波平衡非线性识别在多自由度系统中的有效性. 结果表明, 该方法具有较高的计算效率和识别精度, 以及良好的抗噪能力.      

Stochastic Hopf bifurcation of quasi-integrable Hamiltonian systems with multi-time-delayed feedback control and wide-band noise excitations

The stochastic Hopf bifurcation of multi-degree-of-freedom (MDOF) quasi-integrable Hamiltonian systems with multi-time-delayed feedback control subject to wide-band noise excitations is studied. First, the time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay and the system is converted into an ordinary quasi-integrable Hamiltonian system. The averaged It? stochastic differential equations are derived by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then the expression for average bifurcation parameter of the averaged system is obtained approximately and a criterion for determining the stochastic Hopf bifurcation induced by time-delayed feedback control forces in the original system using average bifurcation parameter is proposed. An example is worked out in detail to illustrate the criterion and its validity and to show the effect of time delay in feedback control on stochastic Hopf bifurcation of the system.     

受周期和白噪声激励的分段线性系统的吸引域与离出问题研究

离出行为是随机非线性系统的重要现象之一,而离出问题是除随机动力系统理论以外考察随机非线性系统随机稳定性的另一种重要的方法.分段线性系统是一个经典的非线性动力学模型,受随机激励后成为随机系统,但并不是严格的随机动力系统,因而此时随机动力系统理论也不适用.为了研究同时受周期和白噪声激励的分段线性系统,首先使用Poincaré截面模拟其在无噪声时确定性的动力学行为,然后使用Monte Carlo模拟对其在白噪声激励下的离出行为进行了数值仿真分析.其次,为了考察离出问题中的重要参数,系统的平均首次通过时间（mean first-passage time,MFPT）,使用van der Pol变换,随机平均法,奇异摄动法和射线方法进行了量化计算.通过对理论结果与模拟结果的对比分析,得到结论:当系统吸引子对应的吸引域边界出现碎片化时,理论结果与模拟结果的误差极大;而当吸引域边界足够光滑的以后,理论结果与模拟结果才会相当吻合.      

Global bifurcations and homoclinic trees in motion of a thin rectangular plate on a nonlinear elastic foundation

The global bifurcations and chaotic dynamics of a thin rectangular plate on a nonlinear elastic foundation subjected to a harmonic excitation are investigated. On the basis of the amplitude and phase modulation equations derived by the method of multiple scales, a near integrable two-degree-of-freedom Hamiltonian system is obtained by a transformation. The energy-phase method proposed by Haller and Wiggins is employed to analyze the global bifurcations for the thin rectangular plate. The results obtained here indicate that there exist the Silnikov-type multi-pulse orbits homoclinic to certain invariant sets for the resonant case, which implies that chaotic motions may occur for this class of systems. Homoclinic trees which describe the repeated bifurcations of multi-pulse solutions are found. To illustrate the theoretical predictions, we present visualizations of these complicated structures and numerical evidence of chaotic motions.     

RESEARCH FOR ATTRACTING REGION AND EXIT PROBLEM OF A PIECEWISE LINEAR SYSTEM UNDER PERIODIC AND WHITE NOISE EXCITATIONS

离出行为是随机非线性系统的重要现象之一,而离出问题是除随机动力系统理论以外考察随机非线性系统随机稳定性的另一种重要的方法.分段线性系统是一个经典的非线性动力学模型,受随机激励后成为随机系统,但并不是严格的随机动力系统,因而此时随机动力系统理论也不适用.为了研究同时受周期和白噪声激励的分段线性系统,首先使用Poincaré截面模拟其在无噪声时确定性的动力学行为,然后使用Monte Carlo模拟对其在白噪声激励下的离出行为进行了数值仿真分析.其次,为了考察离出问题中的重要参数,系统的平均首次通过时间（mean first-passage time,MFPT）,使用van der Pol变换,随机平均法,奇异摄动法和射线方法进行了量化计算.通过对理论结果与模拟结果的对比分析,得到结论：当系统吸引子对应的吸引域边界出现碎片化时,理论结果与模拟结果的误差极大;而当吸引域边界足够光滑的以后,理论结果与模拟结果才会相当吻合.     

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.     

An enhanced multi-term harmonic balance solution for nonlinear period-\varvec{\beta } dynamic motions in right-angle gear pairs

A nonlinear, time-varying dynamic model for right-angle gear pair systems is formulated to analyze the existence of sub-harmonics and chaotic motions. This pure torsional gear pair system is characterized by its time-varying excitation, clearance, and asymmetric nonlinearities as well. The period-1 dynamic motions of the same system were obtained by solving the dimensionless equation of gear motion using an enhanced multi-term harmonic balance method (HBM) with a modified discrete Fourier transform process and the numerical continuation method presented in another paper by the authors. Here, the sub-harmonics and chaotic motions are studied using the same solution technique. The accuracy of the enhanced multi-term HBM is verified by comparing its results to the solutions obtained using the more computational intensive direct numerical integration method. Due to its inherent features, the enhanced multi-term HBM cannot predict the chaotic motions. However, the frequency ranges where chaotic motions exist can be predicted using the stability analysis of the HBM solutions. Parametric studies reveal that the decrease in drive load or the increase of kinematic transmission error (TE) can result in more complex gear dynamic motions. Finally, the frequency ranges for sub-harmonics and chaotic motions, as a function of TE and drive load, are obtained for an example case.     

Almost sure stochastic stability of a viscoelastic double-beam system

This paper investigates the dynamic stability of a viscoelastic double-beam system under parametric excitations. It is assumed that the two beams, made from Voigt–Kelvin material, are simply supported and continuously joined by a Winkler elastic layer. Each pair of axial forces consists of a constant part and a time-dependent stochastic function. In the case of “non-white” excitations, by using the direct Liapunov method, bounds of the almost sure stability of the double-beam system as a function of retardation time, bending stiffness, stiffness modulus of the Winkler layer, variances of the stochastic forces and the intensity of the deterministic components of axial loading are obtained. Numerical calculations are performed for the Gaussian process with a zero mean, as well as a harmonic process with a random phase. When the excitations are wideband noises, almost sure stability is obtained within the concept of the Liapunov exponent. White noise and Ornstein–Uhlenbeck processes are considered as models of wideband noises.     

Studies on structural safety in stochastically excited Duffing oscillator with double potential wells

The effects of the Gaussian white noise excitation on structural safety due to erosion of safe basin in Duffing oscillator with double potential wells are studied in the present paper. By employing the well-developed stochastic Melnikov condition and Monte–Carlo method, various eroded basins are simulated in deterministic and stochastic cases of the system, and the ratio of safe initial points (RSIP) is presented in some given limited domain defined by the system’s Hamiltonian for various parameters or first-passage times. It is shown that structural safety control becomes more difficult when the noise excitation is imposed on the system, and the fractal basin boundary may also appear when the system is excited by Gaussian white noise only. From the RSIP results in given limited domain, sudden discontinuous descents in RSIP curves may occur when the system is excited by harmonic or stochastic forces, which are different from the customary continuous ones in view of the first-passage problems. In addition, it is interesting to find that RSIP values can even increase with increasing driving amplitude of the external harmonic excitation when the Gaussian white noise is also present in the system. The project supported by the National Natural Science Foundation of China (10302025 and 10672140). The English text was polished by Yunming Chen.     

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.