Stable nonequilibrium probability densities and phase transitions for meanfield models in the thermodynamic limit

A nonlinear Fokker-Planck equation is derived to describe the cooperative behavior of general stochastic systems interacting via mean-field couplings, in the limit of an infinite number of such systems. Disordered systems are also considered. In the weak-noise limit; a general result yields the possibility of having bifurcations from stationary solutions of the nonlinear Fokker-Planck equation into stable time-dependent solutions. The latter are interpreted as non-equilibrium probability distributions (states), and the bifurcations to them as nonequilibrium phase transitions. In the thermodynamic limit, results for three models are given for illustrative purposes. A model of self-synchronization of nonlinear oscillators presents a Hopf bifurcation to a time-periodic probability density, which can be analyzed for any value of the noise. The effects of disorder are illustrated by a simplified version of the Sompolinsky-Zippelius model of spin-glasses. Finally, results for the Fukuyama-Lee-Fisher model of charge-density waves are given. A singular perturbation analysis shows that the depinning transition is a bifurcation problem modified by the disorder noise due to impurities. Far from the bifurcation point, the CDW is either pinned or free, obeying (to leading order) the Grüner-Zawadowki-Chaikin equation. Near the bifurcation, the disorder noise drastically modifies the pattern, giving a quenched average of the CDW current which is constant. Critical exponents are found to depend on the noise, and they are larger than Fisher's values for the two probability distributions considered.     

Hyperchaos--chaos--Hyperchaos Transition in a Class of On--Off Intermittent Systems Driven by a Family of Generalized Lorenz Systems

Blowout bifurcation in nonlinear systems occurs when a chaotic attractor lying in some symmetric subspace becomes transversely unstable. A class of five-dimensional continuous autonomous systems is considered, in which a two-dimensional subsystem is driven by a family of generalized Lorenz systems. The systems have some common dynamical characters. As the coupling parameter changes, blowout bifurcations occur in these systems and brings on change of the systems＇ dynamics. After the bifurcation the phenomenon of on-off intermittency appears. It is observed that the systems undergo a symmetric hyperchaos-chaos-hyperchaos transition via or after blowout bifurcations. An example of the systems is given, in which the drive system is the Chen system. We investigate the dynamical behaviour before and after the blowout bifurcation in the systems and make an analysis of the transition process. It is shown that in such coupled chaotic continuous systems, blowout bifurcation leads to a transition from chaos to hyperchaos for the whole systems, which provides a route to hyperchaos.     

Stabilization and utilization of nonlinear phenomena based on bifurcation control for slow dynamics

Mechanical systems may experience undesirable and unexpected behavior and instability due to the effects of nonlinearity of the systems. Many kinds of control methods to decrease or eliminate the effects have been studied. In particular, bifurcation control to stabilize or utilize nonlinear phenomena is currently an active topic in the field of nonlinear dynamics. This article presents some types of bifurcation control methods with the aim of realizing vibration control and motion control for mechanical systems. It is also indicated through every control method that slowly varying components in the dynamics play important roles for the control and the utilizations of nonlinear phenomena. In the first part, we deal with stabilization control methods for nonlinear resonance which is the 1/3-order subharmonic resonance in a nonlinear spring-mass-damper system and the self-excited oscillation (hunting motion) in a railway vehicle wheelset. The second part deals with positive utilizations of nonlinear phenomena by the generation and the modification of bifurcation phenomena. We propose the amplitude control method of the cantilever probe of an atomic force microscope (AFM) by increasing the nonlinearity in the system. Also, the motion control of a two link underactuated manipulator with a free link and an active link is considered by actuating the bifurcations produced under high-frequency excitation. This article is a discussion on the bifurcation control methods presented by the author and co-researchers by focusing on the actuation of the slowly varying components included in the original dynamics.     

Imperfection sensitivity of interacting hopf and steady-state bifurcations and their classification

The bifurcation problem of interacting time-periodic and stationary solutions of nonlinear evolution equations with double degeneracy is discussed in terms of singularity and imperfect bifurcation theory. A complete classification, up to symmetry-covariant contact equivalence and codimension three, of generic perturbations of interacting Hopf and steady-state bifurcations is presented. The sensitivity of the bifurcation diagrams to imperfections is analyzed. Normal forms describing sequences of secondary and tertiary bifurcations leading to motions on tori are determined. A variety of phenomena, such as gaps in Hopf branches, periodic motions not stably connected to steady states and the formation of islands, is discovered, which one can expect to find in perturbed evolution equations on pure geometric grounds. Implications for physical systems are discussed.     

Optically injected laser system: characterization of chaos, bifurcation, and control

A single mode semiconductor laser subjected to optical injection, described by a set of three coupled nonlinear ordinary differential equations, exhibiting chaos is considered. By means of a recurrence analysis, quantification of the strange attractor is made. Analytical studies of the system using asymptotic averaging technique, derive certain conditions describing the prediction of 1-->2 bifurcation, which have subsequently been verified on numerical simulation. Furthermore, the locus of points on the parameter phase space representing Hopf bifurcation has been derived. The problem of control of chaos by a new procedure based on adaptive stabilization is also addressed. The results of such control are shown explicitly. Though this analysis deals with a very specific set of equations, the overall features that come out of the study remains valid for almost all laser systems.     

基于Chebyshev多项式逼近的随机 van der Pol系统的倍周期分岔分析

应用 Chebyshev 多项式逼近法研究了谐和激励作用下具有随机参数的随机van der Pol系统 的倍周期分岔现象.随机系统首先被转化成等价的确定性系统，然后通过数值方法求得响应 ，借此探索了随机van der Pol系统丰富的随机倍周期分岔现象.数值模拟显示随机van der Pol 系统存在与确定性系统极为相似的倍周期分岔行为，但受随机因素的影响，又有与之不 同之处.数值结果表明，Chebyshev 多项式逼近是研究非线性系统动力学问题的一种新的有 效方法. 关键词： Chebyshev 多项式 随机van der Pol 系统 倍周期分岔     

Prebifurcational noise rise in nonlinear systems

The phenomenon of prebifurcational noise increase in nonlinear systems in the process of period-doubling bifurcation is investigated. The study is conducted for a discrete system (quadratic mapping); how-ever, many of the laws discovered apply to more general systems. Estimates of the fluctuation variance are obtained both for the linear (away from the bifurcation threshold) and for the nonlinear mode (in the vicinity of the bifurcation threshold). It is shown that the variance of forced fluctuations in the strongly nonlinear mode is proportional to the root-mean-square of the noise intensity rather than to the variance. The possibility of measuring the noise in nonlinear systems on the basis of the prebifurcational noise amplification factor is demonstrated.     

一类Hopf分岔系统的通用鲁棒稳定控制器设计方法

针对一类多项式形式的Hopf分岔系统, 提出了一种鲁棒稳定的控制器设计方法. 使用该方法设计控制器时不需要求解出系统在分岔点处的分岔参数值, 只需要估算出分岔参数的上下界, 然后设计一个参数化的控制器, 并通过Hurwitz判据和柱形代数剖分技术求解出满足上下界条件的控制器参数区域, 最后在得到的这个区域内确定出满足鲁棒稳定的控制器参数值. 该方法设计的控制器是由包含系统状态的多项式构成, 形式简单, 具有通用性, 且添加控制器后不会改变原系统平衡点的位置. 本文首先以Lorenz系统为例说明了控制器的推导和设计过程, 然后以van der Pol振荡系统为例, 进行了工程应用. 通过对这两个系统的控制器设计和仿真, 说明了文中提出的控制器设计方法能够有效地应用于这类Hopf分岔系统的鲁棒稳定控制, 并且具有通用性.     

Bifurcation criterion of faults in complex nonlinear systems

In this paper, we introduce bifurcation theory into complex nonlinear systems. We adopt a novel approach to identify faults in electric circuit systems. After accidents occur without warning, with large numbers of complicated and high-precision calculations, we use bifurcation results of corresponding amplitude and frequency (period) to analyze their universal characteristics. Based on super attractive parameters, we have got the universal constant 4.6692… . The results from the present investigation imply that each fault in an electric circuit system must correspond to one or more bifurcation locations, which will provide a bifurcation criterion of faults in complex nonlinear systems. This research will have a significant theoretical value and engineering practical significance.     

On the nonlinear evolution equations connected with multidimensional scattering problems

A multidimensional first-order matrix scattering problem is considered. The expression for the scattering matrix in terms of the potential is obtained. It is shown that only a small class of nonlinear evolution equations (isospectral deformations) is connected with the scattering problem under consideration.     

Stochastic period-doubling bifurcation analysis of stochastic Bonhoeffer--van der Pol system

In this paper, the Chebyshev polynomial approximation is applied to the problem of stochastic period-doubling bifurcation of a stochastic Bonhoeffer--van der Pol (BVP for short) system with a bounded random parameter. In the analysis, the stochastic BVP system is transformed by the Chebyshev polynomial approximation into an equivalent deterministic system, whose response can be readily obtained by conventional numerical methods. In this way we have explored plenty of stochastic period-doubling bifurcation phenomena of the stochastic BVP system. The numerical simulations show that the behaviour of the stochastic period-doubling bifurcation in the stochastic BVP system is by and large similar to that in the deterministic mean-parameter BVP system, but there are still some featured differences between them. For example, in the stochastic dynamic system the period-doubling bifurcation point diffuses into a critical interval and the location of the critical interval shifts with the variation of intensity of the random parameter. The obtained results show that Chebyshev polynomial approximation is an effective approach to dynamical problems in some typical nonlinear systems with a bounded random parameter of an arch-like probability density function.     

含有界随机参数的双势阱Duffing-van der Pol系统的倍周期分岔

讨论简谐激励作用下含有界随机参数的双势阱Duffing-van der Pol系统的倍周期分岔现象.首先用Chebyshev 多项式逼近法将随机Duffing-van der Pol系统化成与其等价的确定性系统，然后通过等价确定性系统来探索该系统的倍周期分岔现象.数值模拟显示随机Duffing-van der Pol 系统与均值参数系统有着类似的倍周期分岔行为，同时指出，随机参数系统的倍周期分岔有其自身独有的特点.文中的主要数值结果表明Chebyshev 多项式逼近法是研究非线性随机参数系统动力学问题的一种有效方法. 关键词： Chebyshev多项式 随机Duffing-van der Pol系统 倍周期分岔     

Nonlinear dynamics of galloping-based piezoaeroelastic energy harvesters

The normal form is proposed as a tool to analyze the performance and reliability of galloping-based piezoaeroelastic energy harvesters. Two different harvesting systems are considered. The first system consists of a tip mass prismatic structure (isosceles 30° or square cross-section geometry) attached to a multilayered cantilever beam. The only source of nonlinearity in this system is the aerodynamic nonlinearity. The second system consists of an equilateral triangle cross-section bar attached to two cantilever beams. This system is designed to have structural and aerodynamic nonlinearities. The coupled governing equations for the structure’s transverse displacement and the generated voltage are derived and analyzed for both systems. The effects of the electrical load resistance and the type of harvester on the onset speed of galloping are quantified. The results show that the onset speed of galloping is strongly affected by the load resistance for both types of harvesters. The normal form of the dynamic system near the onset of galloping (Hopf bifurcation) is then derived. Based on the nonlinear normal form, it is demonstrated that smaller levels of generated voltage or power are obtained for higher absolute values of the effective nonlinearity. For the first harvesting system, the results show a supercritical Hopf bifurcation for both isosceles 30° or square cross-section geometries. The nonlinear normal form shows that the isosceles triangle section (30°) is more efficient than the square section. For the second harvesting system, the normal form is used to identify the values of the nonlinear torsional spring which changes the harvester’s instability. It is demonstrated that this critical value of the nonlinear torsional spring depends strongly on the load resistance.     

Modal analysis of a continuous gyroscopic second-order system with nonlinear constraints

A method for the modal analysis of continuous gyroscopic systems with nonlinear constraints is developed. This method assumes that the nonlinear constraint can be expressed as a piecewise linear force-deflection profile located at an arbitrary position within the domain. Using this assumption, the mode shapes and natural frequencies are first found for each state, then a mapping method based on the inner product of the mode shapes is developed to map the displacement of the system between the in-contact and out-of-contact states. To illustrate this method, a model for the vibration of a traveling string in contact with a piecewise-linear constraint is developed as an analog of the interaction between magnetic tape and a guide in data storage systems. Five design parameters of the guide are considered: flange clearance, flange stiffness, symmetry of the force-deflection profile in terms of flange stiffness and offset, and the guide's position along the length of the string. There are critical bifurcation thresholds, below which the system exhibits no chaotic behavior and is dominated by period one, symmetric behavior, and above which the system contains asymmetric, higher periodic motion with windows of chaotic behavior. These bifurcation thresholds are particularly pronounced for the transport speed, flange clearance, symmetry of the force deflection profile, and guide position. The stability of the system is sensitive to the system's velocity, and, compared to stationary systems, more mode shapes are needed to accurately model the dynamics of the system.     

连续时间系统同宿轨的搜索算法及其应用

同宿轨的求解是非线性系统领域的核心问题之一, 特别是对动力系统分岔与混沌的研究有重要意义. 根据同宿轨的几何特点, 采用轨线逼近的方式, 通过定义逼近轨线与鞍点的距离, 将同宿轨的求解转化为求距离最小值的无约束非线性优化问题. 为了提高优化结果的完整性, 还提出了基于区间细分的搜索算法和实现方法, 并找出了Lorenz系统, Shimizu-Morioka系统和超混沌Lorenz系统等的多个同宿轨道和对应参数, 验证了本文方法的有效性. 关键词： 混沌 同宿轨 非线性系统 数值计算     

Nonlinear dynamics of cantilevered extensible pipes conveying fluid

In this paper the nonlinear planar dynamics of a fluid-conveying cantilevered pipe is investigated. The centreline of the pipe is considered to be extensible; i.e., coupled longitudinal and transverse displacements are considered. The extended version of the Lagrange equations for systems containing non-material volumes is employed to derive the equations of motion, resulting directly in a set of coupled nonlinear ordinary differential equations. The pseudo-arclength continuation technique along with direct time integration are used to solve these equations. Bifurcation diagrams of the system are constructed as the flow velocity is increased; these diagrams are supplemented by time traces, phase-plane portraits, and fast Fourier transforms for some sets of system parameters. As opposed to the case of an inextensible pipe, an extensible pipe elongates in the axial direction as the flow velocity is increased from zero; depending on the system parameters, this static elongation can be considerable. At the critical flow velocity, the system loses stability via a supercritical Hopf bifurcation, emerging from the trivial solution for the transverse displacement and leading to a flutter.     

Amplitude control of limit cycle in a van der Pol Duffing system

This paper applies washout filter technology to amplitude control of limit cycles emerging from Hopf bifurcation of the van der Pol--Duffing system. The controlling parameters for the appearance of Hopf bifurcation are given by the Routh--Hurwitz criteria. Noticeably, numerical simulation indicates that the controllers control the amplitude of limit cycles not only of the weakly nonlinear van der Pol--Duffing system but also of the strongly nonlinear van der Pol--Duffing system. In particular, the emergence of Hopf bifurcation can be controlled by a suitable choice of controlling parameters. Gain-amplitude curves of controlled systems are also drawn.     

Generation of mean flows by thermal convection

Various mechanisms of the generation of mean flows by fluctuating convection motions in fluid layers are reviewed. Reynolds stresses causing mean flows are either an intrinsic nonlinear property of convection, or they are produced when a secondary bifurcation to a more complex form of convection occurs, or they enter in the form of an instability, such that the sign of the mean flow depends on initial conditions. The basic mechanisms are elucidated by simple analytical models. Geophysical and astrophysical applications which have motivated most of the research on the topic of this review are mentioned only in passing. Finally the problem of mean flow generation owing to a temperature dependent viscosity is considered and the analogy to the Reynolds stress mechanism is pointed out.     

Generalized analytical solutions for certain coupled simple chaotic systems

We present a generalized analytical solution to the normalized state equations of a class of coupled simple secondorder non-autonomous circuit systems. The analytical solutions thus obtained are used to study the synchronization dynamics of two different types of circuit systems, differing only by their constituting nonlinear element. The synchronization dynamics of the coupled systems is studied through two-parameter bifurcation diagrams, phase portraits, and time-series plots obtained from the explicit analytical solutions. Experimental figures are presented to substantiate the analytical results. The generalization of the analytical solution for other types of coupled simple chaotic systems is discussed. The synchronization dynamics of the coupled chaotic systems studied through two-parameter bifurcation diagrams obtained from the explicit analytical solutions is reported for the first time.     

非线性传送带系统的复杂分岔

讨论了一类单自由度非线性传送带系统. 首先通过分段光滑动力系统理论得出系统滑动区域的解析分析和平衡点存在性条件; 其次利用数值方法, 对系统几种类型的周期轨道进行单参数和双参数延拓, 得到系统的余维一滑动分岔曲线和若干余维二滑动分岔点, 以及系统在参数空间中的全局分岔图. 通过对系统分岔行为的研究, 反映出传送带速度和摩擦力振幅对系统动力学行为有较大影响, 揭示了非线性传送带系统的复杂动力学现象. 关键词： 传送带系统 滑动分岔 周期运动