Stochastic stability for nonlinear systems driven by Lévy noise

This paper is to investigate the stochastic stability for nonlinear systems with Lévy process based on Lyapunov exponents. A method of equivalent linearization is proposed to reduce and simplify the original systems. And the mean square responses are carried out to verify the effectiveness of the proposed approach. Then the Lyapunov exponents will be defined and derived to explore the stochastic stability, and two examples are presented to demonstrate the procedure of equivalent linearization and stochastic stability is considered for these two special examples. The results show that the technique of equivalent linearization can be used to study nonlinear systems excited by Lévy noise.     

随机振动的一种加权等价线性化方法

加权等价线性化方法是研究非线性随机振动的一种有效近似方法。关健在于找到一个合适的权函数使之对多数非线性问题都有比较满意的结果。本文提出一种类似峰值概率密度函数的权函数,由此构成一种加权等价线性化方法,借几个各具特点的非线性振动系统进行了可行性验证,表明与一般的等价线性化方法相比,本法所得的均方响应精度有相当程度的改善。     

Investigation of Random Response of Rotational Shell When Considering Geometric Nonlinear Behaviour

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随机激励下滞迟系统的稳态响应闭合解

滞迟系统属于一类典型的强非线性系统,滞迟力不仅取决于系统的瞬时变形,还与变形历程有关.虽然滞迟系统的随机振动问题已被广泛研究,但至今尚未得到滞迟系统随机响应概率密度函数的精确闭合解.本文运用迭代加权残值法获得了高斯白噪声激励下Bouc-Wen滞迟系统稳态响应概率密度函数的近似闭合解.首先,运用等效线性化法求出系统的稳态高斯概率密度函数;然后以此构造权函数,应用加权残值法求得了系统指数多项式形式的非高斯概率密度函数;最后引入迭代的过程,逐步优化权函数,提高计算所得结果的精度.以随机地震激励下钢纤维陶粒混凝土结构的稳态响应作为算例,其中Bouc-Wen模型的参数是基于拟静力学试验数据,并应用最小二乘法辨识获得.与Monte Carlo模拟结果相比,等效线性化法得到的结果精度较差;由加权残值法得到的结果能够表现出非线性特征,但其精度依然无法令人满意;采用迭代加权残值法得到的近似闭合解与Monte Carlo模拟的结果吻合非常好;对于较强随机激励情形,采用渐进迭代加权残值法具有较高的求解效率,所获得的理论解析解具有较高的精度.结果表明,所获得的近似闭合解不仅对于土木工程领域具有重要的实际应用价值,而且还可作为检验其他非线性系统随机响应预测方法的精度的标准.     

带外挂二元翼极限环颤振的高次线化分析

本文针对在外挂上带有初偏间隙型非线性刚度的二元翼带外挂系统的极限环颤振,进行KBM法二次渐近解等效线化分析.结果表明,在某些情况下,用二次渐近解等效线化分析极限环颤振,其结果与数值积分结果基本一致,而一次渐近解等效线化分析则得不出满意的结果.这就是说,二次解等效线化比一次解等效线化更为可靠.     

Stochastic optimal active control of a half-car nonlinear suspension under random road excitation

The random response analysis and the stochastic optimal active control of a half-car model with nonlinear suspension stiffness and damping traversing a rough road are studied in this paper. The road roughness height is modeled as the output of a first-order linear filter to Gaussian white noise. Considering the hysteretic nonlinear stiffness and the square damping of the vehicle model, the response statistics of the nonlinear suspension with active control are obtained by using the equivalent linearization method. The performance indexes of the active suspension are evaluated and compared with those of the corresponding passive suspension. It is found that the nonlinear active suspension gives a better vehicle performances like ride comfort, suspension stroke and overall performance. Finally, the theoretical results are verified through Monte Carlo simulation.     

多自由度柔性结构非线性随机振动响应分析方法

随机等效线性化方法是多自由度结构非线性随机振动分析的有效方法,然而柔性结构隐式的系统方程限制了该方法的应用.本文首先提出了把多自由度柔性结构隐式系统方程显式化的等效非线性系统建立方法,该方法结合模态分析,将系统几何非线性作用等效为模态坐标的高次多项式组合,把多自由度物理系统转化为容易求解的模态系统;在此基础上运用随机等效线性化技术建立柔性结构非线性随机振动响应分析方法.该方法通过引入虚拟激励原理,大幅提高了计算效率,使对多自由柔性结构的非线性随机振动响应分析成为可能.通过算例分析,本文分析结果和精确解与数值模拟解的比较结果表明,本文方法具有较好的计算精度和较高的计算效率,能够应用于实际柔性工程结构的随机振动响应分析.     

Numerical simulations of jump phenomena in stable Duffing systems

In this paper the jump phenomena in quasilinear Duffing systems under sinusoidal and narrow band random excitations are examined by numerical simulations. The simulation results for sinusoidal excitations agree very well with analytical solutions obtained by the equivalent linearization method. The results showing the sensitivity of the periodic responses to the initial conditions are believed to be the first published in the literature. The simulation results for narrow band random excitations confirm that multi-level mean square responses can occur for mono-level excitations, but only for very narrow bandwidth excitations. The multi-level random responses are also sensitive to initial conditions. As the bandwidth of the excitation broadens, the multi-level responses merge into a single level one.     

A new fractional equivalent linearization method for nonlinear stochastic dynamic analysis

Nonlinear Dynamics - In this paper, a novel fractional equivalent linearization (NFEL) approach is developed by introducing fractional derivative term into the conventional equivalent linear...     

An approach to the problem of closure in non-linear stochastic mechanics

An approach combining the method of moment equations and the statistical linearization technique is proposed for analysis of the response of non-linear mechanical systems to random excitation. The adaptive statistical linearization procedure is developed for obtaining a more accurate mean square of responses. For these, a Duffing oscillator and an oscillator with cubic non-linear damping subject to white noise excitation are considered. It is shown that the adaptive statistical linearization proposed yields good accurate results for both weak and strong non-linear stochastic systems.Presented at the First European Solid Mechanics Conference, September 9–13, 1991. Munich, Germany     

Analytical parametric study of bi-linear hysteretic model of dry friction under harmonic,impulse and random excitations

Hysteretic behavior due to some nonlinear sources is a common phenomenon in many dynamical systems. One of the sources of this behavior in mechanical systems is dry friction. Dry friction in bolted or riveted joints of mechanical structures makes their dynamic behavior hysteretic. Bi-linear hysteresis is one of the models that can be used to study these systems which is used in this paper. A SDOF system containing a bi-linear hysteretic element called Jenkins element under harmonic, impulse and random excitations is considered. For all three types of excitations, the effects of system and excitation parameters on the defined equivalent system parameters and the response specifications are studied. Harmonic balance method is employed for harmonic excitation studies, and optimum friction threshold for minimizing response amplitude is obtained versus other system parameters and response amplitude. Energy balance method is used for impulse excitation through which the desired decaying ratio can be achieved by tuning the friction threshold, depending on stiffness ratio. System under random excitation is investigated by equivalent linearization technique in two steps. At the first step, equivalent properties are obtained versus instantaneous amplitude of response. In this step, the paper contains the parametric study of system in which the variations of equivalent parameters are described when physical parameters of system or input intensity vary. Overall variance of system response is determined in the second step, and optimum sliding threshold is obtained to have minimum overall variance of system response.     

非线性系统非平稳随机响应的时域模态分析法

采用时域模态分析和统计线性化法，得到了一个计算非线性多自由度系统非平稳随机响应的方法。该方法是基于统计线性化参数在一系列微小时间间隔内保持不变，而在这些微小时间间隔的分界点突然改变的假定。考虑了等效线性化系统的时变性；获得了响应协方差矩阵的递推关系。给出了两个算例，并将计算结果与相应的数字模拟结果进行了比较。结果证明该方法是具有满意精度和有效，而且可用于时变系统     

Spectral Response of a Stochastic Oscillator under Impacts

An approximate analytical procedure is presented to estimate theresponse spectrum of an oscillator with elastic impacts under a Gaussian whitenoise excitation. The proposed approach is based on a perturbation analysis ofthe problem and on the use of the stochastic averaging principle. The basicidea is to replace the initial system by a more regular system obtained byapproximating the nonlinear restoring force by a Chebychev polynomial, and thento construct for this regular system two approximations: one for the flowand one for the stationary distribution of the response amplitude. Ananalytical approximation of the response spectrum can then be derived fromthese results. Predictions from this analytical approximation are compared with corresponding digital simulation estimates and with the ones obtained from theconventional equivalent linearization method.     

Large free vibration of thin plates: Hierarchic finite Element Method and asymptotic linearization

The aim of this work is to study the free dynamic response of thin plates characterized by geometrical nonlinearities. To achieve this task, the equation of motion of the plate is first carried out through modeling by hierarchical finite element method whose interpolating shape functions are sinusoidal. Then, the study of the nonlinear vibrations was carried out by the development of asymptotic linearization and equivalent linearization methods in modal space. The nonlinear angular frequencies are successively deduced by exciting the corresponding vibrating mode of the structure. The confrontation of these results to those obtained by the iterative method in the physical space and to those found in the literature, showed a very good agreement between the various methods. From the elementary nonlinear frequencies we showed that there exists an equivalent linear dynamical system characterized by only one equivalent linear stiffness matrix. Numerical experiments were carried out on beams and thin plates of various dimensions ratios and boundary conditions. These numerical test simulations, whether in time space or frequency space, have showed that the nonlinear elastic energy is restored by the equivalent linear dynamical system. Nevertheless, we have to say that the dynamic effects of modes above the excited one are neglected.     

不可压气流中二元机翼的分叉分析

本文分析了不可压气流中带有非线性俯仰刚度二元机翼的分叉问题.分析采用了工程实用的等效线化法和作为比较标准的数值积分法,并借助计算机代数系统按Hassard渐近展开算法及平均化算法求得解析解进行比较.从而论证等效线化法的可用性.     

The robustness of an efficient probabilistic data-based tool for simulating the non-stationary response of non-linear systems

The stochastic response of dynamic systems has been an area of considerable interest for some time in the analysis of risk and structural reliability. The authors, in previous work, have developed a method which can analyze the response of linear multi-degree-of-freedom systems to completely general data-based non-stationary excitations in a highly efficient and analytical form. The authors extended this work to non-linear system response by using equivalent linearization techniques. This paper explores the range of application of the extension to the analysis of non-linear systems through the use of real and simulated data-sets. In particular, sensitivity issues of non-Gaussianity of the excitation data, and the degree of response non-linearity of the dynamic system, are investigated for their effect on the estimated response using this equivalent linearization-based approach.     

A novel statistical linearization solution for randomly excited coupled bending-torsional beams resting on non-linear supports

A novel statistical linearization technique is developed for computing stationary response statistics of randomly excited coupled bending-torsional beams resting on non-linear elastic supports. The key point of the proposed technique consists in representing the non-linear coupled response in terms of constrained linear modes. The resulting set of non-linear equations governing the modal amplitudes is then replaced by an equivalent linear one via a classical statistical error minimization procedure, which provides algebraic non-linear equations for the second-order statistics of the beam response, readily solved by a simple iterative scheme. Data from Monte Carlo simulations, generated by a pertinent boundary integral method in conjunction with a Newmark numerical integration scheme, are used as benchmark solutions to check accuracy and reliability of the proposed statistical linearization technique.

     

非线性滞迟系统的随机振动分析

本文采用非线性滞后函数模型，对于粘弹性系统的随机振动问题，应用等效线性化和方差分析的方法进行了分析研究，给出了白噪声激励下的响应计算解。     

一种耗能剪力墙结构地震反应的简化计算方法

本文用哈密顿原理建立了一种带竖缝耗能剪力墙结构在地震作用下的动力平衡方程，用Ritz法求解该方程，采用基于割线刚度和阻尼比等概率 幅值平均的等效线性方法求解竖缝中的耗能装置的刚度和阻尼比，并通过对一耗能剪力墙结构模型振动台试验的计算分析表明了该方法计算简单，且有较好的计算精度，为便于工程应用，对由耗能装置提供给结构的附加阻尼进行强行解耦，用振型分解反应谱的方法进行耗能结构地震反应的简化计算，并通过对一算例的计算分析表明了该简化方法具有一定的精度，该简化方法使对耗能结构的抗震计算与普通结构比较一致，该方法主要适用于小震作用下的耗能结构的抗震计算。     

迟滞系统受随机激励的响应计算

首先为随机激励设计了具有较高精度的滤波器，把迟滞系统受有色噪声激励的随机振动问题转化为由迟滞系统与滤波器组成的扩阶系统受白噪声激励的随机振动问题，然后详细论述了等效线性化法对此问题的具体求解，着重推导了高斯随机变量联合矩的递推关系和李亚普诺夫方程解法的实现，最后根据数字模拟结果分析了等效线性化法的精度和误差来源，给出了迟滞减振系统参数设计的有关建议。