Bifurcation scenarios of the noisy duffing-van der pol oscillator

This paper presents a numerical study of the bifurcation behavior of the noisy Duffing-van der Pol oscillator% MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4baFfea0dXde9vqpa0lb9% cq0dXdb9IqFHe9FjuP0-iq0dXdbba9pe0lb9hs0dXda91qaq-xfr-x% fj-hmeGabaqaciGacaGaaeqabaWaaeaaeaaakeaatCvAUfKttLeary% qr1ngBPrgaiuGacuWF4baEgaWaaiaaiccacqWF9aqpcaaIGaGaaiik% aerbtLhBMfwzUbacgiGaa4xSdiaaiccacqGHRaWkcaaIGaGaeq4Wdm% 3ccaaIXaGcceqGxbGbaiaaliaaigdakiGacMcacqWF4baEcaaIGaGa% ci4kaiaaiccacqaHYoGycuWF4baEgaGaaiaaiccacqGHsislcaaIGa% Gae8hEaG3aaWbaaSqabeaacaaIZaaaaOGaaGiiaiabgkHiTiaaicca% cqWF4baEdaahaaWcbeqaaiaaikdaaaGccuWF4baEgaGaaiaaiccaci% GGRaGaaGiiaiabeo8aZTGaaGOmaOGabe4vayaacaGaaeOmaiaabYca% aaa!5F62!\[\ddot x = (\alpha + \sigma 1{\rm{\dot W}}1)x + \beta \dot x - x^3 - x^2 \dot x + \sigma 2{\rm{\dot W2,}}\]where , are bifurcation parameters, % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4baFfea0dXde9vqpa0lb9% cq0dXdb9IqFHe9FjuP0-iq0dXdbba9pe0lb9hs0dXda91qaq-xfr-x% fj-hmeGabaqaciGacaGaaeqabaWaaeaaeaaakeaaceqGxbGbaiaali% aaigdakiqabEfagaGaaSGaciOmaaaa!35B4!\[{\rm{\dot W}}1{\rm{\dot W}}2\] are independent white noise processes, and ₁, ₂ are intensity parameters. A stochastic bifurcation here means (a) the qualitative change of stationary measures or (b) the change of stability of invariant measures and the occurrence of new invariant measures for the random dynamical system generated by (1). The first type of bifurcation can be observed when studying the solution of the Fokker-Planck equation, this stationary measure is a quantity corresponding to the one-point motion. More generally, if one is interested in the simultaneous motion of n points (n1) forward and backward in time, then the second type of bifurcation arises naturally, capturing all the stochastic dynamics of (1). Based on the numerical results, we propose definitions of the stochastic pitchfork and Hopf bifurcations.     

Exponential Attractors in Banach Spaces

In this paper we extend the theory of exponential attractors from the Hilbert space setting in [4] to the Banach space setting. No squeezing conditions are needed; the only requirements are for the semiflow to be C ¹ in some absorbing ball, and for the linearized semiflow at every point inside the absorbing ball to split into the sum of a compact operator plus a contraction.     

Weak Attractor for a Dissipative Euler Equation

A two-dimensional dissipative Euler equation is considered. We proved the existence of a global attractor in a weak sense, for the corresponding shift dynamical system in path space.     

Rigorous Stochastic Averaging at a Center with Additive Noise

We consider a random perturbation of a two-dimensional Hamiltonian system with an isolated elliptic fixed point; that is, a center. Under an appropriate change of time, we identify a reduced stochastically-averaged model. We give a rigorous proof of averaging at the center. Our main technique is to use the martingale problem. Our formulation of the result is in a sufficiently abstract setting that it agrees with more complicated averaging results.     

Pullback Attracting Inertial Manifolds for Nonautonomous Dynamical Systems

In this paper we present an abstract approach to inertial manifolds for nonautonomous dynamical systems. Our result on the existence of inertial manifolds requires only two geometrical assumptions, called cone invariance and squeezing property, and two additional technical assumptions, called boundedness and coercivity property. Moreover we give conditions which ensure that the global pullback attractor is contained in the inertial manifold. In the second part of the paper we consider special nonautonomous dynamical systems, namely processes (or two-parameter semi-flows). As a first application of our abstract approach and for reason of comparison with known results we verify the assumptions for semilinear nonautonomous evolution equations whose linear part satisfies an exponential dichotomy condition and whose nonlinear part is globally bounded and globally Lipschitz.     

Bifurcation and coalescence of a plethora of homoclinic orbits for a Hamiltonian system

This is a further study of the set of homoclinic solutions (i.e., nonzero solutions asymptotic to 0 as ¦x¦) of the reversible Hamiltonian systemu ^iv +Pu +u–u ²=0. The present contribution is in three parts. First, rigorously for P –2, it is proved that there is a unique (up to translation) homoclinic solution of the above system, that solution is even, and on the zero-energy surface its orbit coincides with the transverse intersection of the global stable and unstable manifolds. WhenP=–2 the origin is a node on its local stable and unstable manifolds, and whenP(–2,2) it is a focus. Therefore we can infer, rigorously, from the discovery by Devaney of a Smale horseshoe in the dynamics on the zero energy set, there are infinitely many distinct infinite families of homoclinic solutions forP(–2, –2+) for some>0. Buffoni has shown globally that there are infinitely many homoclinic solutions for allP(–2,0], based on a different approach due to Champneys and Toland. Second, numerically, the development of the set of symmetric homoclinic solutions is monitored asP increases fromP=–2. It is observed that two branches extend fromP=–2 toP=+2 where their amplitudes are found to converge to 0 asP 2. All other symmetric solution branches are in the form of closed loops with a turning point betweenP=–2 andP=+2. Numerically it is observed that each such turning point is accompanied by, though not coincident with, the bifurcation of a branch of nonsymmetrical homoclinic orbits, which can, in turn, be followed back toP=–2. Finally, heuristic explanations of the numerically observed phenomena are offered in the language of geometric dynamical systems theory. One idea involves a natural ordering of homoclinic orbits on the stable and unstable manifolds, given by the Horseshoe dynamics, and goes some way to accounting for the observed order (in terms ofP-values) of the occurrence of turning points. The near-coincidence of turning and asymmetric bifurcation points is explained in terms of the nontransversality of the intersection of the stable and unstable manifolds in the zero energy set on the one hand, and the nontransversality of the intersection of the same manifolds with the symmetric section in ⁴ on the other. Some conjectures based on present understanding are recorded.     

Random attractors

In this paper, we generalize the notion of an attractor for the stochastic dynamical system introduced in [7]. We prove that the stochastic attractor satisfies most of the properties satisfied by the usual attractor in the theory of deterministic dynamical systems. We also show that our results apply to the stochastic Navier-Stokes equation, the white noise-driven Burgers equation, and a nonlinear stochastic wave equation.     

Bifurcation analysis for spherically symmetric systems using invariant theory

We study a degenerate steady state bifurcation problem with spherical symmetry. This singularity, with the five dimensional irreducible action ofO(3), has been studied by several authors for codimensions up to 2. We look at the case where the topological codimension is 3, theC -codimension is 5. We find a tertiary Hopf bifurcation and a heteroclinic orbit. Our analysis does not use any specific properties of the five dimensional representation and can in principle be used for higher representations as well. The computations are based on invariant theory and orbit space reduction.     

Attractors of Parabolic Equations Without Uniqueness

In this paper we study the existence of global compact attractors for nonlinear parabolic equations of the reaction-diffusion type and variational inequalities. The studied equations are generated by a difference of subdifferential maps and are not assumed to have a unique solution for each initial state. Applications are given to inclusions modeling combustion in porous media and processes of transmission of electrical impulses in nerve axons.     

Topological Fixed Point Theorems Do Not Hold for Random Dynamical Systems

The aim of this paper is to demonstrate that topological fixed point theorems have no canonical generalization to the case of random dynamical systems. This is done by using tools from algebraic ergodic theory. We give a criterion for the existence of invariant probability measures for group valued cocycles. With that, examples of continuous random dynamical systems on a compact interval without random invariant points, which are an appropriate generalization of fixed points, are constructed.     

Bifurcation characteristics of a two-dimensional structurally non-linear airfoil in turbulent flow

The dynamics of a structurally non-linear two-dimensional airfoil in turbulent flow is investigated numerically using a Monte Carlo approach. Both the longitudinal and vertical components of turbulence, corresponding to parametric (multiplicative) and external (additive) excitation, respectively, are modelled. The properties of the airfoil are chosen such that the underlying non-excited, deterministic system exhibits binary flutter; the loss of stability of the equilibrium point due to flutter then leads to a limit cycle oscillation (LCO) via a supercritical Hopf bifurcation. For the random system, the results are examined in terms of the probability structure of the response and the largest Lyapunov exponent. The airfoil response is interpreted from the point of view of the concepts of D- and P-bifurcations, as defined in random bifurcation theory. It is found that the bifurcation is characterized by a change in shape of the response probability structure, while no discontinuity in the variation of the largest Lyapunov exponent with airspeed is observed. In this sense, the trivial bifurcation obtained for the deterministic airfoil, where the D- and P-bifurcations coincide, appears only as a P-bifurcation for the random case. At low levels of turbulence intensity, the Gaussian-like bell-shaped bi-dimensional PDF bifurcates into a crater shape; this is interpreted as a random fixed point bifurcating into a random LCO. At higher levels of turbulence intensity, the post-bifurcation PDF loses its underlying deterministic LCO structure. The crater is transformed into a two-peaked shape, with a saddle at the origin. From a more universal point of view, the robustness of the random bifurcation scenario is critiqued in light of the relative importance of the two components of turbulent excitation.     

The invariant manifold of beam deformations

The subcentre invariant manifold of elasticity in a thin rod may be used to give a rigorous and appealing approach to deriving one-dimensional beam theories. Here I investigate the analytically simple case of the deformations of a perfectly uniform circular rod. Many, traditionally separate, conventional approximations are derived from within this one approach. Furthermore, I show that beam theories are convergent, at least for the circular rod, and obtain an accurate estimate of the limit of their validity. The approximate evolution equations derived by this invariant manifold approach are complete with appropriate initial conditions, forcing and, in at least one case, boundary conditions.     

The Conjugacy of Stochastic and Random Differential Equations and the Existence of Global Attractors

We consider stochastic differential equations in d-dimensional Euclidean space driven by an m-dimensional Wiener process, determined by the drift vector field f₀ and the diffusion vector fields f₁,...,f_m, and investigate the existence of global random attractors for the associated flows . For this purpose is decomposed into a stationary diffeomorphism given by the stochastic differential equation on the space of smooth flows on R^d driven by m independent stationary Ornstein Uhlenbeck processes z¹,...,z^m and the vector fields f₁,...,f_m, and a flow generated by the nonautonomous ordinary differential equation given by the vector field (_t/x)^–1[f₀(_t)+ _i=1 ¹ f_i(_t)z _t ⁱ ]. In this setting, attractors of are canonically related with attractors of . For , the problem of existence of attractors is then considered as a perturbation problem. Conditions on the vector fields are derived under which a Lyapunov function for the deterministic differential equation determined by the vector field f₀ is still a Lyapunov function for , yielding an attractor this way. The criterion is finally tested in various prominent examples.     

几类非线性系统平稳随机响应的概率密度

本文考虑非保守力依赖于系统能量的非线性系统,构造了四类这种系统对白噪声外激与/或参激的平稳响应的精确概率密度,讨论了存在平稳响应的条件。同时指出,迄今为止已有的非线性系统平稳随机响应的精确解皆属本文给出一般结果的特殊情形。最后还给出几个例子说明一般结果。