Symmetry-breaking bifurcation analysis of stochastic van der pol system via Chebyshev polynomial approximation

Chebyshev polynomial approximation is applied to the symmetry-breaking bifurcation problem of a stochastic van der Pol system with bounded random parameter subjected to harmonic excitation. The stochastic system is reduced into an equivalent deterministic system, of which the responses can be obtained by numerical methods. Nonlinear dynamical behaviors related to various forms of stochastic bifurcations in stochastic system are explored and studied numerically.     

Stochastic Hopf bifurcation and chaos of stochastic Bonhoeffer–van der Pol system via Chebyshev polynomial approximation

In this paper, we analyzed stochastic chaos and Hopf bifurcation of stochastic Bonhoeffer–van der Pol (SBVP for short) system with bounded random parameter of an arch-like probability density function. The modifier ‘stochastic’ here implies dependent on some random parameter. In order to study the dynamical behavior of the SBVP system, Chebyshev polynomial approximation is applied to transform the SBVP system into its equivalent deterministic system, whose response can be readily obtained by conventional numerical methods. Thus, we can further explore the nonlinear phenomena in SBVP system. Stochastic chaos and Hopf bifurcation analyzed here are by and large similar to those in the deterministic mean-parameter Bonhoeffer–van der Pol system (DM–BVP for short) but there are also some featuring differences between them shown by numerical results. For example, in the SBVP system the parameter interval matching chaotic responses diffuses into a wider one, which further grows wider with increasing of intensity of the random variable. The shapes of limit cycles in the SBVP system are some different from that in the DM–BVP system, and the sizes of limit cycles become smaller with the increasing of intensity of the random variable. And some biological explanations are given.     

On limit cycle approximations in the van der Pol oscillator

This paper applies bifurcation analysis to the well-known van der Pol oscillator to obtain approximations of its periodic solutions in the nearly sinusoidal regime. A frequency domain method based on harmonic balance approximations is used for small values of the bifurcation parameter. Moreover, a comparison with some other frequency domain approaches is also given. Finally, a total harmonic distortion is computed using the information provided by the frequency domain approach.     

On two-parameter bifurcation analysis of switched system composed of Duffing and van der Pol oscillators

The behaviors of system which alternate between Duffing oscillator and van der Pol oscillator are investigated to explore the influence of the switches on dynamical evolutions of system. Switches related to the state and time are introduced, upon which a typical switched model is established. Poincaré map of the whole switched system is defined by suitable local sections and local maps, and the formal expression of its Jacobian matrix is obtained. The location of the fixed point and associated Floquet multipliers are calculated, based on which two-parameter bifurcation sets of the switched system are obtained, dividing the parameter space into several regions corresponding to different types of attractors. It is found that cascading of period-doubling bifurcations may lead the system to chaos, while fold bifurcations determine the transition between period-3 solution and chaotic movement.     

Stochastic chaos in a Duffing oscillator and its control

Stochastic chaos discussed here means a kind of chaotic responses in a Duffing oscillator with bounded random parameters under harmonic excitations. A system with random parameters is usually called a stochastic system. The modifier ‘stochastic’ here implies dependent on some random parameter. As the system itself is stochastic, so is the response, even under harmonic excitations alone. In this paper stochastic chaos and its control are verified by the top Lyapunov exponent of the system. A non-feedback control strategy is adopted here by adding an adjustable noisy phase to the harmonic excitation, so that the control can be realized by adjusting the noise level. It is found that by this control strategy stochastic chaos can be tamed down to the small neighborhood of a periodic trajectory or an equilibrium state. In the analysis the stochastic Duffing oscillator is first transformed into an equivalent deterministic nonlinear system by the Gegenbauer polynomial approximation, so that the problem of controlling stochastic chaos can be reduced into the problem of controlling deterministic chaos in the equivalent system. Then the top Lyapunov exponent of the equivalent system is obtained by Wolf’s method to examine the chaotic behavior of the response. Numerical simulations show that the random phase control strategy is an effective way to control stochastic chaos.     

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本文利用随机动力系统和随机分析方法,研究了在一定条件下带跳的随机Duffing-van derPol方程随机吸引子的存在性和随机分岔.     

Horizontal fast excitation in delayed van der Pol oscillator

This paper investigates the interaction effect of horizontal fast harmonic parametric excitation and time delay on self-excited vibration in van der Pol oscillator. We apply the method of direct partition of motion to derive the main autonomous equation governing the slow dynamic of the oscillator. The method of averaging is then performed on the slow dynamic to obtain a slow flow which is analyzed for equilibria and periodic motion. This analysis provides analytical approximations of regions in parameter space where periodic self-excited vibrations can be eliminated. A numerical study is performed on the original oscillator and compared to analytical approximations. It was shown that in the delayed case, horizontal fast harmonic excitation can eliminate undesirable self-excited vibrations for moderate values of the excitation frequency. In contrast, the case without delay requires large excitation frequency to eliminate such motions. This work has application to regenerative behavior in high-speed milling.     

Stochastic optimal control of first-passage failure for coupled Duffing–van der Pol system under Gaussian white noise excitations

In this paper, the stochastic averaging method of quasi-non-integrable-Hamiltonian systems is applied to Duffing–van der Pol system to obtain partially averaged Ito stochastic differential equations. On the basis of the stochastic dynamical programming principle and the partially averaged Ito equation, dynamical programming equations for the reliability function and the mean first-passage time of controlled system are established. Then a non-linear stochastic optimal control strategy for coupled Duffing–van der Pol system subject to Gaussian white noise excitation is taken for investigating feedback minimization of first-passage failure. By averaging the terms involving control forces and replacing control forces by the optimal ones, the fully averaged Ito equation is derived. Thus, the feedback minimization for first-passage failure of controlled system can be obtained by solving the final dynamical programming equations. Numerical results for first-passage reliability function and mean first-passage time of the controlled and uncontrolled systems are compared in illustrative figures to show effectiveness and efficiency of the proposed method.     

Chaos in a generalized van der Pol system and in its fractional order system

In this paper, chaos of a generalized van der Pol system with fractional orders is studied. Both nonautonomous and autonomous systems are considered in detail. Chaos in the nonautonomous generalized van der Pol system excited by a sinusoidal time function with fractional orders is studied. Next, chaos in the autonomous generalized van der Pol system with fractional orders is considered. By numerical analyses, such as phase portraits, Poincaré maps and bifurcation diagrams, periodic, and chaotic motions are observed. Finally, it is found that chaos exists in the fractional order system with the order both less than and more than the number of the states of the integer order generalized van der Pol system.     

Generating the periodic solutions for forcing van der Pol oscillators by the Iteration Perturbation method

In this paper, the iteration perturbation method proposed by He [J.H. He, Non-perturbative methods for strongly nonlinear problems, Dissertation. de-Verlag im Internet GmbH, 2006; J.H. He, Limit cycle and bifurcation of nonlinear problems, Chaos Solitons Fractals 26 (2005) 827–833] is used to generate periodic solutions of van der Pol oscillator with a forcing term, forcing oscillator with quadratic type damping and van der Pol oscillator with excitation term. The comparison of the obtained results verifies its convenience and effectiveness.     

Effect of vertical high-frequency parametric excitation on self-excited motion in a delayed van der Pol oscillator

We investigate the interaction effect of fast vertical parametric excitation and time delay on self-oscillation in a van der Pol oscillator. We use the method of direct partition of motion to derive the main autonomous equation governing the slow dynamic and then we apply the averaging technique on this slow dynamic to derive a slow flow. In particular we analyze the slow flow to analytically approximate regions where self-excited vibrations can be eliminated. Numerical integration is performed and compared to the analytical results showing a good agreement for small time delay. It was shown that vertical parametric excitation, in the presence of delay, can suppress self-excited vibrations. These vibrations, however, persist for all values of the excitation frequency in the case of a fast vertical parametric excitation without delay [Bourkha R, Belhaq M. Effect of fast harmonic excitation on a self-excited motion in van der Pol oscillator. Chaos, Solitons & Fractals, 2007;34(2):621–7.].     

非线性振动系统的异宿轨道分叉,次谐分叉和混沌

在参数激励与强迫激励联合作用下具有van der Pol阻尼的非线性振动系统,其动态行为是非常复杂的.本文利用Melnikov方法研究了这类系统的异宿轨道分叉、次谐分叉和混沌.对于各种不同的共振情况,系统将经过无限次奇阶次谐分叉产生Smale马蹄而进入混沌状态.最后我们利用数值计算方法研究了这类系统的混沌运动.所得结果揭示了一些新的现象.     

Chaos in a modified van der Pol system and in its fractional order systems

Chaos in a modified van der Pol system and in its fractional order systems is studied in this paper. It is found that chaos exists both in the system and in the fractional order systems with order from 1.8 down to 0.8 much less than the number of states of the system, two. By phase portraits, Poincaré maps and bifurcation diagrams, the chaotic behaviors of fractional order modified van der Pol systems are presented.     

Dynamics of three coupled van der Pol oscillators with application to circadian rhythms

In this work we study a system of three van der Pol oscillators. Two of the oscillators are identical, and are not directly coupled to each other, but rather are coupled via the third oscillator. We investigate the existence of the in-phase mode in which the two identical oscillators have the same behavior. To this end we use the two variable expansion perturbation method (also known as multiple scales) to obtain a slow flow, which we then analyze using the computer algebra system MACSYMA and the numerical bifurcation software AUTO.Our motivation for studying this system comes from the presence of circadian rhythms in the chemistry of the eyes. We model the circadian oscillator in each eye as a van der Pol oscillator. Although there is no direct connection between the two eyes, they are both connected to the brain, especially to the pineal gland, which is here represented by a third van der Pol oscillator.     

Chaotic dynamics of the vibro-impact system under bounded noise perturbation

In this paper, chaotic dynamics of the vibro-impact system under bounded noise excitation is investigated by an extended Melnikov method. Firstly, the Melnikov method in the deterministic vibro-impact system is extended to the stochastic case. Then, a typical stochastic Duffing vibro-impact system is given to application. The analytic conditions for occurrence of chaos are derived by using the random Melnikov process in the mean-square-value sense. In addition, the numerical simulations confirm the validity of analytic results. Also, the influences of interesting system parameters on the chaotic dynamics are discussed.     

Van der Pol oscillator under parametric and forced excitations

We study a van der Pol oscillator under parametric and forced excitations. The case where a system contains a small parameter and is quasilinear and the general case (without the assumption of the smallness of nonlinear terms and perturbations) are studied. In the first case, equations of the first approximation are obtained by the Krylov-Bogolyubov-Mitropol’skii technique, their averaging is performed, frequency-amplitude and resonance curves are studied, and the stability of the given system is considered. In the second case, the possibility of chaotic behavior in a deterministic system of oscillator type is shown. Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 2, pp. 206–216, February, 2007.     

谐和与随机噪声联合作用下的粘弹系统

研究了粘弹系统在谐和与随机噪声联合作用下的响应和稳定性问题.用谐波平衡法和随机平均法分析了系统在确定性谐和激励和随机激励联合作用下的响应,讨论了粘弹项、随机扰动项对系统响应的影响.结果表明,在一定条件下,系统具有两个均方响应值和跳跃现象.数值模拟表明,谐波平衡法与随机平均法相结合的研究方法是有效的.     

Hopf bifurcation and stability of periodic solutions for van der Pol equation with time delay

In this paper, the van der Pol equation with a time delay is considered, where the time delay is regarded as a parameter. It is found that Hopf bifurcation occurs when this delay passes through a sequence of critical value. A formula for determining the direction of the Hopf bifurcation and the stability of bifurcating periodic solutions is given by using the normal form method and center manifold theorem.     

Deterministic and stochastic Duffing-van der Pol oscillators are non-explosive

This paper is concerned with the (non-)explosion behavior of solutions of non-linear random and stochastic differential equations. We primarily investigate the Duffing-van der Pol oscillator $$\ddot x = (\alpha + \sigma _1 \xi _1 )x + \beta \dot x - x^3 - x^2 \dot x + \sigma _2 \xi _2 ,$$ where α, β are bifurcation parameters, ξ₁,ξ₂ are either real or white noise processes, and σ₁, σ₂ are intensity parameters. The notion of (strict) completeness (the rigorous mathematical formulation of “non-explosiveness”) is introduced, and its scope is explained in detail. On the basis of the Duffing-van der Pol equation techniques for proving or disproving (strict) completeness are presented. It will turn out that the forward solution of (1) is strictly complete, but the backward solution is not complete in both the real and white noise case. This is in particular true for the deterministic Duffing-van der Pol oscillator. In addition, some general results on the completeness of stochastic differential equations are given.     

Singular Hopf Bifurcation in Systems with Fast and Slow Variables

Summary. We study a general nonlinear ODE system with fast and slow variables, i.e., some of the derivatives are multiplied by a small parameter. The system depends on an additional bifurcation parameter. We derive a normal form for this system, valid close to equilibria where certain conditions on the derivatives hold. The most important condition concerns the presence of eigenvalues with singular imaginary parts, by which we mean that their imaginary part grows without bound as the small parameter tends to zero. We give a simple criterion to test for the possible presence of equilibria satisfying this condition. Using a center manifold reduction, we show the existence of Hopf bifurcation points, originating from the interaction of fast and slow variables, and we determine their nature. We apply the theory, developed here, to two examples: an extended Bonhoeffer—van der Pol system and a predator-prey model. Our theory is in good agreement with the numerical continuation experiments we carried out for the examples. Received October 24, 1996; revised October 31, 1997; accepted November 3, 1997