精细积分时域平均法和随机扩阶系统法

讨论含随机参数结构的动力响应的计算问题,发展了精细积分时域平均法（ＴＡＰＩＭ）,它可以用来计算确定性系统受到随机激励时的动力响应;结合随机扩阶系统方法与随机有限元法,将ＴＡＰＩＭ方法应用于计算随机参数结构的动力响应,取得了较好的结果。结出了数值算例,结果表明随机扩阶系统法,随机有限元法与精细积分时域平均法的结合是计算 随机参数结构动力响应的有效方法。     

Bifurcation and Chaos Analysis of Stochastic Duffing System Under Harmonic Excitations

The Chebyshev polynomial approximation is applied to the dynamic response problem of a stochastic Duffing system with bounded random parameters, subject to harmonic excitations. The stochastic Duffing system is first reduced into an equivalent deterministic non-linear one for substitution. Then basic non-linear phenomena, such as stochastic saddle-node bifurcation, stochastic symmetry-breaking bifurcation, stochastic period-doubling bifurcation, coexistence of different kinds of steady-state stochastic responses, and stochastic chaos, are studied by numerical simulations. The main feature of stochastic chaos is explored. The suggested method provides a new approach to stochastic dynamic response problems of some dissipative stochastic systems with polynomial non-linearity.     

STOCHASTIC OPTIMAL CONTROL OF HYSTERETIC SYSTEMS UNDER EXTERNALLY AND PARAMETRICALLY RANDOM EXCITATIONS

A stochastic optimal control method for nonlinear hysteretic systems under exter-nally and/or parametrically random excitations is presented and illustrated with an example ofhysteretic column system.A hysteretic system subject to random excitation is first replaced bya nonlinear non-hysteretic stochastic system.An It stochastic differential equation for the to-tal energy of the system as a one-dimensional controlled diffusion process is derived by usingthe stochastic averaging method of energy envelope.A dynamical programming equation is thenestablished based on the stochastic dynamical programming principle and solved to yield the op-timal control force.Finally,the responses of uncontrolled and controlled systems are evaluatedto determine the control efficacy.It is shown by numerical results that the proposed stochasticoptimal control method is more effective and efficient than other optimal control methods.     

载流圆板在磁场中的随机稳定性分析

本文根据大挠度板壳力学基础理论和电磁弹性力学理论,建立了载流圆板的非线性磁弹性随机振动力学模型,采用伽辽金变分法将其变换成非线性常微分动力学方程．通过拟不可积哈密顿系统的平均理论将该方程等价为一个一维伊藤随机微分方程．通过计算该方程的最大Lyapunov 指数判断该系统的局部随机稳定性,并进一步采用基于随机扩散过程的奇异边界理论判断该系统的全局稳定性．最后通过讨论该系统的稳态概率密度函数图的形状变化讨论了该动力系统的随机Hopf分岔的变化规律,并采用数值模拟对理论分析进行了验证．     

Visco-elastic systems under both deterministic harmonic and random excitation

IntroductionForlinearviscoelasticsystemsunderbothadditiveandmultiplicativebroad_bandexcitationexcitations,Ariaratnam[1]studiedthestochasticstabilityofthesystembyusingthemethodofstochasticaveragingprocedure .Itwasshownthatthevisco_elasticforcecontributedtowarddamping ,hence ,stabilityofthesystem .However,thestiffnesseffectofthevisco_elasticcomponentwasnotfullyaccountedfor.FurthermoreAriaratnam[2 ]studiedthestochasticstabilityofthesystembutthemodelislinear.Inthetheoryofnonlinearrandomvibration…     

Modeling of stochastic modulated rattling system

Rattling vibration is an important noise source of gear-box. To control that noise, it is necessary to elaborate a mathematics-mechanical model on rattling gears. In this paper, a rattling system modulated by noise was investigated. Instead of performing the very tedious numerical calculation, a discrete stochastic model described by three dimensional mean mapping was established by means of the Non-Gaussian closure technique. Through the example, the chaotic stochastic behavior may be revealed. In comparison with deterministic model, the model developed in this paper is more approximate to practice and more available for acoustic investigation, so that it is suggested to be applied to modeling on rattling vibration.     

The asymptotic stability analysis in stochastic logistic model with Poisson growth coefficient

The asymptotic stability of a discrete logistic model with random growth coefficient is studied in this paper. Firstly, the discrete logistic model with random growth coefficient is built and reduced into its deterministic equivalent system by orthogonal polynomial approximation. Then, the linear stability theory and the Jury criterion of nonlinear deterministic discrete systems are applied to the equivalent one. At last, by mathematical analysis, we find that the parameter interval for asymptotic stability of nontrivial equilibrium in stochastic logistic system gets smaller as the random intensity or statistical parameters of random variable is increased and the random parameter's influence on asymptotic stability in stochastic logistic system becomes prominent.     

DYNAMICS ANALYSIS OF STOCHASTIC SPATIAL FLEXIBLE MULTIBODY SYSTEM 1)

轻质、高精度的柔性多体系统被广泛应用于实际工程领域中.由于实际设计公差、制造误差及环境温度等多种不确定因素的存在,使得柔性多体系统的结构参数(物理参数和几何参数)表现出随机性.具有随机结构参数的动力学模型能够客观地反映出真实系统的动力学行为,且结构参数的不确定性对空间柔性多体系统动力学响应的影响是不容忽视的.针对具有多个随机参数的空间柔性多体系统,提出了一种基于广义alpha算法的非侵入式随机柔性多体系统动力学计算方法.采用绝对节点坐标公式(absolute node coordinate formulation, ANCF)来描述柔性体, 推导建立多体系统动力学模型.利用混沌多项式展开(polynomial chaos expansion, PCE)法构建系统随机动力学方程的代理模型,然后将随机响应面法(stochastic response surface method, SRSM)嵌入广义-alpha方法中,分别采用改进抽样的回归方法(regression method of improved sampling, RMIS)和单项求容积法则(Monte Carlo simulation, MCR)来确定样本点.将数值计算结果与蒙特卡洛模拟(Monte Carlo simulation, MCS)结果进行对比, 验证了所提算法的有效性.在相同的定积分精度的条件下,根据单项求容积法则确定的样本点的计算结果稳定性更强, 且其计算效率更高.     

谐和与随机噪声联合作用下非线性系统的响应

研究了Duffing振子在谐和与随噪声联合激励下的响应和稳应性问题。用谐波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,用随机平均法讨论了随机扰动项对系统晌应的影响。在一定条件下,系统具有两个均方响应值和跳跃现象。数值模拟表明本文提出的方法是有效的。     

受周期和白噪声激励的分段线性系统的吸引域与离出问题研究

离出行为是随机非线性系统的重要现象之一,而离出问题是除随机动力系统理论以外考察随机非线性系统随机稳定性的另一种重要的方法.分段线性系统是一个经典的非线性动力学模型,受随机激励后成为随机系统,但并不是严格的随机动力系统,因而此时随机动力系统理论也不适用.为了研究同时受周期和白噪声激励的分段线性系统,首先使用Poincaré截面模拟其在无噪声时确定性的动力学行为,然后使用Monte Carlo模拟对其在白噪声激励下的离出行为进行了数值仿真分析.其次,为了考察离出问题中的重要参数,系统的平均首次通过时间（mean first-passage time,MFPT）,使用van der Pol变换,随机平均法,奇异摄动法和射线方法进行了量化计算.通过对理论结果与模拟结果的对比分析,得到结论:当系统吸引子对应的吸引域边界出现碎片化时,理论结果与模拟结果的误差极大;而当吸引域边界足够光滑的以后,理论结果与模拟结果才会相当吻合.      

RESEARCH FOR ATTRACTING REGION AND EXIT PROBLEM OF A PIECEWISE LINEAR SYSTEM UNDER PERIODIC AND WHITE NOISE EXCITATIONS

离出行为是随机非线性系统的重要现象之一,而离出问题是除随机动力系统理论以外考察随机非线性系统随机稳定性的另一种重要的方法.分段线性系统是一个经典的非线性动力学模型,受随机激励后成为随机系统,但并不是严格的随机动力系统,因而此时随机动力系统理论也不适用.为了研究同时受周期和白噪声激励的分段线性系统,首先使用Poincaré截面模拟其在无噪声时确定性的动力学行为,然后使用Monte Carlo模拟对其在白噪声激励下的离出行为进行了数值仿真分析.其次,为了考察离出问题中的重要参数,系统的平均首次通过时间（mean first-passage time,MFPT）,使用van der Pol变换,随机平均法,奇异摄动法和射线方法进行了量化计算.通过对理论结果与模拟结果的对比分析,得到结论：当系统吸引子对应的吸引域边界出现碎片化时,理论结果与模拟结果的误差极大;而当吸引域边界足够光滑的以后,理论结果与模拟结果才会相当吻合.     

随机结构系统的一般实矩阵特征值问题的概率分析

由于工程实际结构的复杂性和所用材料在统计上的离散性以及测量、加工、制造误差的存在，必然导致具有随机参数的随机结构振动系统，按结构参数的性质来划分，随机振动问题包括两方面内容：(1)确定结构问题；(2)随机结构问题。本文以现代数学理论为依托，研究了随机结构系统的一般实矩阵的特征值问题。根据Kronecker代数、向量值和矩阵值函数的灵敏度分析、一般二阶矩法和概率摄动技术给出了计算随机结构系统的一般实矩阵的特征值和特征向量的数值方法，可以有效地得出随机结构系统的一般实矩阵的特征向量的统计量，发展了2D矩阵值函数的随机结构系统的特征值问题概率分析理论。     

Stochastic Vibration Model of Gear Transmission Systems Considering Speed-Dependent Random Errors

A dynamic and stochastic simulation model is developed for analyzing the vibration of gear transmission systems with consideration of the influence of the time-variant stiffness, loads, and gear transmission errors. The gear transmission system is viewed as a non-linear, time-correlated and stationary stochastic system. The transmission errors of gears are decomposed into harmonic and random components based on the spectral analysis. To simulate the random component, a second order Markov process with time-variant parameters considering influence of rotational speed is proposed and the method to determine the model parameters based on the random error of measured gear transmission error is developed. A simulation system is developed. The input to the simulation system is a white Gaussian noise process and harmonic errors, and the output is the rotational vibration acceleration of gears. Experiments are carried out to verify the proposed model. The influences of the random error on vibration acceleration are examined using the developed simulation system.     

Analysis of period-doubling bifurcation in double-well stochastic Duffing system via Laguerre polynomial approximation

The Laguerre polynomial approximation method is applied to study the stochastic period-doubling bifurcation of a double-well stochastic Duffing system with a random parameter of exponential probability density function subjected to a harmonic excitation. First, the stochastic Duffing system is reduced into its equivalent deterministic one, solvable by suitable numerical methods. Then nonlinear dynamical behavior about stochastic period-doubling bifurcation can be fully explored. Numerical simulations show that similar to the conventional period-doubling phenomenon in the deterministic Duffing system, stochastic period-doubling bifurcation may also occur in the stochastic Duffing system, but with its own stochastic modifications. Also, unlike the deterministic case, in the stochastic case the intensity of the random parameter should also be taken as a new bifurcation parameter in addition to the conventional bifurcation parameters, i.e. the amplitude and the frequency of harmonic excitation.     

基于Nataf变换的层递响应面法分析结构可靠度

针对现有的随机响应面法(SRSM)和层递响应面法(CRSM)存在的局限性,本文结合预处理随机Krylov子空间法,建立了基于Nataf变换的向量型层递响应面法,并应用于含非高斯型互相关随机变量的结构可靠度分析。首先,利用预处理随机Krylov子空间的层递基向量近似展开结构的总体节点位移向量,建立向量型层递响应面;然后,根据Nataf变换建立非高斯型互相关随机变量与独立标准正态随机变量之间的关系式,将独立标准正态空间内由Hermite多项式的根组合形成的概率配点变换成非高斯空间内的概率配点,并通过回归分析确定层递响应面的待定系数。计算结果表明,本文建立的CRSM属于向量型响应面法,能较好地处理含非高斯型互相关随机变量的结构可靠度分析问题,计算精度和效率均较高,且具有良好的全域性。     

基于蒙特卡罗随机有限元方法的随机多孔介质内流体自然对流不确定性研究

为分析孔隙率不确定性对多孔介质方腔内自然对流换热的影响,发展了一种基于KL（Karhunen-Loeve展开）-蒙特卡罗随机有限元算法的随机多孔介质内自然对流不确定性分析数理模型及有限元数值模拟程序框架。通过K-L展开及基于拉丁抽样法生成多孔介质孔隙率随机实现,并耦合多孔介质自然对流有限元程序,进行随机多孔介质内自然对流传热数值模拟,得出了多孔介质内流场与温度场平均值与标准偏差,并分析了孔隙率不确定性条件下Da数对Nu数的影响。结果表明,孔隙率不确定性对多孔介质方腔内自然对流有重要影响。随机多孔介质内流场及温度场与确定性条件下的流场及温度场存在一定偏差,Nu数标准偏差随着Da的增大先增大后减小。     

OPTIMUM DESIGN BASED ON RELIABILITY IN STOCHASTIC STRUCTURE SYSTEMS

IntroductionIn traditional optimum structural math model,the target function and the constraintfunction are all considered as the certain value.But it does not accord to the actual forcedenvironment condition and structural status.Thus the optimum results…     

Influences of random disturbances on simultaneous resonances of nonlinear coupling systems

The influences of random disturbances on simultaneous resonances of nonlinear coupling systems are dealt with in this paper. First, the approximate probability distribution of behavior of nonlinear system is presented through using the stochastic averaging method. Secondly, using the Monte Carlo numerical simulation method, we study the above mentioned system. Both conclusions are nearly same. It is confirmed that the stochastic averaging method is one of efficient methods for dealing with nonlinear random vibration problems.     

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.      

随机参数多自由度体系在平稳随机反应下的系统动力可靠性

对具有随机参数的多自由度体系,提出了求解其系统动力可靠度上、下限的一种计算方法。考虑结构的物理和几何参数具有随机性,从结构随机响应的频域表达式出发,利用求解随机变量数字特征的代数综合法和矩法,导出了随机参数多自由度体系在平稳随机激励下的平稳随机反应均方值的数字特征,再由动力可靠性的Poisson公式导出了随机参数结构的动力可靠度的计算公式,然后根据系统可靠性分析方法,分析了随机参数多自由度体系的系统动力可靠性,最后给出了系统动力可靠度上、下限的计算公式,并给出一个算例。