Lyapunov function construction for nonlinear stochastic dynamical systems

Though the Lyapunov function method is more efficient than the largest Lyapunov exponent method in evaluating the stochastic stability of multi-degree-of-freedom (MDOF) systems, the construction of Lyapunov function is a challenging task. In this paper, a specific linear combination of subsystems’ energies is proposed as Lyapunov function for MDOF nonlinear stochastic dynamical systems, and the corresponding sufficient condition for the asymptotic Lyapunov stability with probability one is then determined. The proposed procedure to construct Lyapunov function is illustrated and validated with several representative examples, where the influence of coupled/uncoupled dampings and excitation intensities on stochastic stability is also investigated.     

非比例阻尼线性体系平稳随机地震响应计算的虚拟激励法

应用复振型分解方法,将非比例阻尼线性体系在地震作用下的动力方程求解问题转化为若干个广义复振子的求解与叠加问题。通过假定地震地面运动为一零均值的平稳随机激励,应用虚拟激励法原理,推导得到了广义复振子动力坐标的解析计算公式,进而得到了以复振型为基础的非比例阻尼线性体系随机地震响应计算的一般实数解析解答。算例证实了这种方法的可靠性及高效率。     

DTM-BF method and dual solutions for unsteady MHD flow over permeable shrinking sheet with velocity slip

An unsteady magnetohydrodynamic (MHD) boundary layer flow over a shrinking permeable sheet embedded in a moving viscous electrically conducting fluid is investigated both analytically and numerically. The velocity slip at the solid surface is taken into account in the boundary conditions. A novel analytical method named DTMBF is proposed and used to get the approximate analytical solutions to the nonlinear governing equation along with the boundary conditions at infinity. All analytical results are compared with those obtained by a numerical method. The comparison shows good agreement, which validates the accuracy of the DTM-BF method. Moreover, the existence ranges of the dual solutions and the unique solution for various parameters are obtained. The effects of the velocity slip parameter, the unsteadiness parameter, the magnetic parameter, the suction/injection parameter, and the velocity ratio parameter on the skin friction, the unique velocity, and the dual velocity profiles are explored, respectively.     

A subspace expanding technique for global zero finding of multi-degree-of-freedom nonlinear systems

A subspace expanding technique(SET) is proposed to efficiently discover and find all zeros of nonlinear functions in multi-degree-of-freedom(MDOF) engineering systems by discretizing the space into smaller subdomains, which are called cells. The covering set of the cells is identified by parallel calculations with the root bracketing method. The covering set can be found first in a low-dimensional subspace, and then gradually extended to higher dimensional spaces with the introduction of more equations and variables into the calculations. The results show that the proposed SET is highlyefficient for finding zeros in high-dimensional spaces. The subdivision technique of the cell mapping method is further used to refine the covering set, and the obtained numerical results of zeros are accurate. Three examples are further carried out to verify the applicability of the proposed method, and very good results are achieved. It is believed that the proposed method will significantly enhance the ability to study the stability, bifurcation,and optimization problems in complex MDOF nonlinear dynamic systems.     

泊松白噪声激励下强非线性系统的半解析瞬态解

自然界与工程中都普遍存在着随机扰动,且大多数呈现出固有的非高斯性质,若采用高斯激励建模可能会导致巨大的误差.泊松白噪声作为一种典型且重要的非高斯激励模型,已引起了广泛的关注.目前,泊松白噪声激励下系统的动态特性分析主要集中于稳态响应的研究,而针对瞬态响应的求解难度仍较大,需进一步发展.本文引入径向基神经网络,提出了一种泊松白噪声激励下单自由度强非线性系统瞬态响应预测的高效半解析方法.首先将广义Fokker-Plank-Kolmogorov (FPK)方程的瞬态解表示为一组含时变待定权值系数的高斯径向基神经网络;然后采用有限差分法离散时间导数项,并结合随机取样技术构造含时间递推式的损失函数;最后通过拉格朗日乘子法使得损失函数最小化获得时变最优权值系数.作为算例,探究了两个经典强非线性系统,并采用蒙特卡罗模拟方法对解析结果加以验证.结果表明:本文方法所获得的瞬时概率密度函数与蒙特卡罗模拟数据吻合地较好,并且算法具备较高的计算效率.在系统响应的整个演化过程中,本文所提方法能够非常有效地捕捉到系统响应在各个时刻下的复杂非线性特征.此外,本文方法所获得的高精度半解析瞬态解,不仅可作为基准解检验其...     

Stochastic minimax semi-active control for MDOF nonlinear uncertain systems under combined harmonic and wide-band noise excitations using MR dampers

A stochastic minimax semi-active control strategy for multi-degrees-of-freedom (MDOF) strongly nonlinear systems under combined harmonic and wide-band noise excitations is proposed. First, a stochastic averaging procedure is introduced for controlled uncertain strongly nonlinear systems using generalized harmonic functions and the control forces produced by Magneto-rheological (MR) dampers are split into the passive part and the active part. Then, a worst-case optimal control strategy is derived by solving a stochastic differential game problem. The worst-case disturbances and the optimal semi-active controls are obtained by solving the Hamilton–Jacobi–Isaacs (HJI) equations with the constraints of disturbance bounds and MR damper dynamics. Finally, the responses of optimally controlled MDOF nonlinear systems are predicted by solving the Fokker–Planck–Kolmogorov (FPK) equation associated with the fully averaged Itô equations. Two examples are worked out in detail to illustrate the proposed control strategy. The effectiveness of the proposed control strategy is verified by using the results from Monte Carlo simulation.     

三类随机系统广义概率密度演化方程的解析解

近年来逐步发展的概率密度演化方法理论为随机动力系统的分析与控制研究提供了新的途径.过去若干年来,已经发展了一系列数值方法如有限差分法、无网格法用于求解广义概率密度演化方程.但是,针对典型随机系统,关于这一方程解析解尚比较缺乏.本文以李群方法为工具,研究给出了Van der Pol振子、Riccati方程和Helmholtz振子3类典型随机非线性系统的广义概率密度演化方程解析解.这些结果,不仅可以作为检验求解广义概率密度演化方程的数值方法结果正确性的判别依据,也为概率密度演化理论的进一步深入研究提供了若干分析实例.      

Restoring force and dynamic loadings identification for a nonlinear chain-like structure with partially unknown excitations

Most of the currently employed vibration-based identification approaches for structural damage detection are based on eigenvalues and/or eigenvectors extracted from dynamic response measurements, and strictly speaking, are only suitable for linear system. However, the inception and growth of damage in engineering structures under severe dynamic loadings are typical nonlinear procedures. Consequently, it is crucial to develop general structural restoring force and excitation identification approaches for nonlinear dynamic systems because the restoring force rather than equivalent stiffness can act as a direct indicator of the extent of the nonlinearity and be used to quantitatively evaluate the absorbed energy during vibration, and the dynamic loading is an important factor for structural remaining life forecast. In this study, based on the instantaneous state vectors and partially unknown excitation, a power series polynomial model (PSPM) was utilized to model the nonlinear restoring force (NRF) of a chain-like nonlinear multi-degree-of-freedom (MDOF) structure. To improve the efficiency and accuracy of the proposed approach, an iterative approach, namely weighted adaptive iterative least-squares estimation with incomplete measured excitations (WAILSE-IME), where a weight coefficient and a learning coefficient were involved, was proposed to identify the restoring force of the structure as well as the unknown dynamic loadings simultaneously. The response measurements of the structure, i.e., the acceleration, velocity, and displacement, and partially known excitations were utilized for identification. The feasibility and robustness of the proposed approach was verified by numerical simulation with a 4 degree-of-freedom (DOF) numerical model incorporating a nonlinear structural member, and by experimental measurements with a four-story frame model equipped with two magneto-rheological (MR) dampers mimicking nonlinear behavior. The results show the proposed approach by combining the PSPM and WAILSE-IME algorithm is capable of effectively representing and identifying the NRF of the chain-like MDOF nonlinear system with partially unknown external excitations, and provide a potential way for damage prognosis and condition evaluation of engineering structures under dynamic loadings which should be regarded as a nonlinear system.     

平稳/非平稳激励下中厚圆柱壳随机振动响应的基准解

圆柱壳结构被广泛应用于航空航天、船舶、汽车工程等领域.由于服役环境复杂,圆柱壳会受到随机激励作用,从而产生随机振动响应.本文针对考虑横向剪切变形和转动惯量的中厚圆柱壳,将虚拟激励法拓展到连续体结构,高效获得了各类随机激励下响应均方根的基准解.首先,开展了简支条件下中厚圆柱壳的自由振动分析,精确求得各阶自振频率和解析振型...     

Response and bifurcation analysis of a MDOF rotor system with a strong nonlinearity

A new HB (Harmonic Balance)/AFT (Alternating Frequency Time) method is further developed to obtain synchronous and subsynchronous whirling response of nonlinear MDOF rotor systems. Using the HBM, the nonlinear differential equations of a rotor system can be transformed to algebraic equations with unknown harmonic coefficients. A technique is applied to reduce the algebraic equations to only those of the nonlinear coordinates. Stability analysis of the periodic solutions is performed via perturbation of the solutions. To further reduce the computational time for the stability analysis, the reduced system parameters (mass, damping, and stiffness) are calculated in terms of the already known harmonic coefficients. For illustration, a simple MDOF rotor system with a piecewise-linear bearing clearance is used to demonstrate the accuracy of the calculated steady-state solutions and their bifurcation boundaries. Employing ideas from modern dynamics theory, the example MDOF nonlinear rotor system is shown to exhibit subsynchronous, quasi-periodic and chaotic whirling motions.     

不确定非线性结构动力响应的区间分析方法

研究多自由度非线性不确定参数系统的动力响应问题. 以区间数学为基础,将不确定 性参数用区间进行定量化,借助一阶Taylor级数,给出了近似估计非线性振动系统动力响 应范围的区间分析方法. 从数学证明和数值算例两方面,将其与概率摄动有限元法进行了比 较,结果显示区间分析方法对不确定参数先验信息具有要求较少、精度较高的优点.     

Optimal bounded control of stochastically excited MDOF nonlinear viscoelastic systems

A new procedure for designing optimal bounded control of stochastically excited multi-degree-of-freedom (MDOF) nonlinear viscoelastic systems is proposed based on the stochastic averaging method and the stochastic maximum principle. First, the system is formulated as a quasi-integrable Hamiltonian system with viscoelastic terms and each viscoelastic term is replaced approximately by an elastically restoring force and a visco-damping force based on the randomly periodic behavior of the motion of quasi-integrable Hamiltonian system. Thus, a stochastically excited MDOF nonlinear viscoelastic system is converted to an equivalent quasi-integrable Hamiltonian system without viscoelastic terms. Then, by applying stochastic averaging, the system is further reduced to a partially averaged system of less dimension. The adjoint equation and maximum condition for the optimal control problem of the partially averaged system are derived by using the stochastic maximum principle, and the optimal bounded control force is determined from the maximum condition. Finally, the probability and statistics of the stationary response of optimally controlled system are obtained by solving the Fokker–Plank–Kolmogorov equation (FPK) associated with the fully averaged Itô equation of the controlled system. An example is worked out to illustrate the proposed procedure and its effectiveness.     

加性非平稳激励下结构速度响应的FPK方程降维

结构在随机激励下的非线性响应分析是具有高度挑战性的困难问题. 对于白噪声或过滤白噪声激励,求解FPK方程将获得结构响应 的精确解. 遗憾的是,对于非线性多自由度系统,FPK方程难以直接求解. 事实上,其数值解法严重受限于方程维度,而解析求解 则仅适用于少数特定的系统,且多是稳态解. 因此,将FPK方程进行降维,是求解高维随机动力响应分析问题的重要途径. 本文针 对幅值调制的加性白噪声激励下多自由度非线性结构的非平稳随机响应分析问题,将联合概率密度函数满足的高维FPK方程进行降 维. 针对结构速度响应概率密度函数求解,通过引入等价漂移系数,原FPK方程可转化为一维FPK型方程. 建议了构造等价漂移系数 的条件均值函数方法. 进而,采用路径积分方法求解降维FPK型方程,得到速度概率密度函数的数值解答. 结合单自由度Rayleigh 振子、十层线性剪切型框架和非线性剪切型框架结构在幅值调制的加性白噪声激励下的非平稳速度响应求解,讨论了本文方法的精 度和效率,验证了其有效性.      

Path integral solution of vibratory energy harvesting systems

A transition Fokker-Planck-Kolmogorov(FPK) equation describes the procedure of the probability density evolution whereby the dynamic response and reliability evaluation of mechanical systems could be carried out. The transition FPK equation of vibratory energy harvesting systems is a four-dimensional nonlinear partial differential equation. Therefore, it is often very challenging to obtain an exact probability density. This paper aims to investigate the stochastic response of vibration energy harvesters(VEHs)under the Gaussian white noise excitation. The numerical path integration method is applied to different types of nonlinear VEHs. The probability density function(PDF)from the transition FPK equation of energy harvesting systems is calculated using the path integration method. The path integration process is introduced by using the GaussLegendre integration scheme, and the short-time transition PDF is formulated with the short-time Gaussian approximation. The stationary probability densities of the transition FPK equation for vibratory energy harvesters are determined. The procedure is applied to three different types of nonlinear VEHs under Gaussian white excitations. The approximately numerical outcomes are qualitatively and quantitatively supported by the Monte Carlo simulation(MCS).     

给出不确定性激励下的动态响应边界——一种非随机振动分析方法

提出了一种非随机振动分析方法,可给出系统在不确定性激励下的动态响应边界,从而为实验信息相对缺乏的不确定性振动分析及未来的可靠性设计提供一种新的计算工具.采用非概率凸模型过程而非传统的随机过程描述不确定性动态激励,仅需知道激励在任意时刻点的边界信息而非精确概率分布,从而有效降低对大样本量的依赖性.针对单自由度和多自由度系统,建立了相应的非随机振动分析算法,以求解系统在不确定性动态激励下的响应区间;另外,也给出了蒙特卡罗仿真方法,为非随机振动提供一种最为一般的分析工具.最后,通过3个数值算例验证了本文方法的有效性.非随机振动分析方法可以作为传统随机振动理论的补充,在工程不确定性结构动力学分析及结构可靠性设计领域发挥作用.      

Exact stationary response solutions of nonlinear dynamic systems

Summary Exact stationary solutions are constructed for nonlinear dynamic systems subjected to stochastic excitation. The results are then applied to both classical and nonclassical stochastic vibration systems.     

随机桁架结构几何非线性问题的混合摄动-伽辽金法求解

提出应用混合摄动$\!$-$\!$-$\!$伽辽金法求解随机桁架结构的几何非线性问题.将含位移项的随机割线弹性模量以及随机响应表示为幂多项式展开,利用高阶摄动方法确定随机结构几何非线性响应的幂多项式展开的各项系数.将随机响应的各阶摄动项假定为伽辽金试函数,运用伽辽金投影对试函数系数进行求解,从而得到随机桁架结构几何非线性响应的显式表达式.同已有的随机伽辽金法相比,本文所给的试函数由摄动解的线性组合而成,在求解非线性问题时,试函数的获取具有自适应性.数值算例结果表明,对于具有不同概率分布的多随机变量问题,本文方法无需对随机变量的概率分布形式进行转换,避免了转换误差,因而比同阶的广义正交多项式方法(generalizedpolynomial chaos, GPC)计算精度高.同时,在结果精度相当时,和GPC方法相比,本文方法得到的试函数系数的非线性方程维度不大,方程的求解工作量小且更易求解.当随机量涨落较大时,混合摄动$\!$-$\!$-$\!$伽辽金法计算所得的结构响应的各阶统计矩比高阶摄动法所得结果更逼近于蒙特卡洛模拟结果,显示了该方法对几何非线性随机问题求解的有效性.      

Exact solutions for stationary responses of several classes of nonlinear systems to parametric and/or external white noise excitations

The exact solutions for stationary responses of one class of the second order and three classes of higher order nonlinear systems to parametric and/or external white noise excitations are constructed by using Fokker-Planck-Kolmogorov equation approach. The conditions for the existence and uniqueness and the behavior of the solutions are discussed. All the systems under consideration are characterized by the dependence of nonconservative forces on the first integrals of the corresponding conservative systems and are called generalized-energy-dependent (G.E.D.) systems. It is shown taht for each of the four classes of G.E.D. nonlinear stochastic systems there is a family of non-G.E.D. systems which are equivalent to the G.E.D. system in the sense of having identical stationary solution. The way to find the equivalent stochastic systems for a given G.E.D. system is indicated and as an example, the equivalent stochastic systems for the second order G.E.D. nonlinear stochastic system are given. It is pointed out and illustrated with example that the exact stationary solutions for many non-G.E.D. nonlinear stochastic systems may be found by searching the equivalent G.E.D. systems.Project Supported by The National Natural Science Foundation of China. Accepted by XVIIth International Congress of Theoretical and Applied Mechanics.     

Incremental harmonic balance method for periodic forced oscillation of a dielectric elastomer balloon

Dielectric elastomer(DE) is suitable in soft transducers for broad applications,among which many are subjected to dynamic loadings, either mechanical or electrical or both. The tuning behaviors of these DE devices call for an efficient and reliable method to analyze the dynamic response of DE. This remains to be a challenge since the resultant vibration equation of DE, for example, the vibration of a DE balloon considered here is highly nonlinear with higher-order power terms and time-dependent ...     

A PREDICT-CORRECT NUMERICAL INTEGRATION SCHEME FOR SOLVING NONLINEAR DYNAMIC EQUATIONS

A new numerical integration scheme incorporating a predict-correct algorithm forsolving the nonlinear dynamic systems was proposed in this paper. A nonlinear dynamic systemgoverned by the equation v=F(v,t) was transformed into the form as v=Hv f(v,t). Thenonlinear part f(v,t) was then expanded by Taylor series and only the first-order term retained inthe polynomial. Utilizing the theory of linear differential equation and the precise time-integrationmethod, an exact solution for linearizing equation was obtained. In order to find the solution of theoriginal system, a third-order interpolation polynomial of v was used and an equivalent nonlinearordinary differential equation was regenerated. With a predicted solution as an initial value andan iteration scheme, a corrected result was achieved. Since the error caused by linearization couldbe eliminated in the correction process, the accuracy of calculation was improved greatly. Threeengineering scenarios were used to assess the accuracy and reliability of the proposed method andthe results were satisfactory.