非线性系统在非白噪声激励下非平稳响应的中心差分法

本文采用随机中心头工分法和统计线笥化方法，获得了一个受非白噪声激励的非线性系统非平稳响应的递椎关系。给出了两个自算例并将计算结果与其它文献的结果进行了比较。结果证明该方法不仅简单、精度高，有效，而且经济实用。     

耦合Duffing-van der Pol系统的首次穿越问题

利用拟不可积Hamilton系统随机平均法，研究了高斯白噪声激励下耦 合Duffing-van der Pol系统的首次穿越问题. 首先给出了条件可靠性函数满足的后向 Kolmogorov 方程以及首次穿越时间条件矩满足的广义Pontryagin方程. 然后根据 这两类偏微分方程的边界条件和初始条件，详细分析了在外激与参激共 同作用以及纯外激作用等情况下系统的可靠性与首次穿越时间的各阶矩. 最后以图表形式给 出了可靠性函数、首次穿越时间的概率密度以及平均首次穿越时间的数值结果.     

非高斯随机激励下滞迟系统响应与首次穿越失效

针对由有界噪声、泊松白噪声和高斯白噪声共同构成的非高斯随机激励,通过Monte Carlo数值模拟方法研究了此激励作用下双线性滞迟系统和Bouc-Wen滞迟系统这两类经典滞迟系统的稳态响应与首次穿越失效时间。一方面,分析了有界噪声和泊松白噪声这两种分别具有连续样本函数和非连续样本函数的非高斯随机激励,在不同激励参数条件下对双线性滞迟系统和Bouc-Wen滞迟系统的稳态响应概率密度、首次穿越失效时间概率密度及其均值的不同影响;另一方面,揭示了在这类非高斯随机激励荷载作用下,双线性滞迟系统的首次穿越失效时间概率密度将出现与Bouc-Wen滞迟系统的单峰首次穿越失效时间概率密度截然不同的双峰形式。     

非高斯随机激励下滞迟系统响应与首次穿越失效

针对由有界噪声、泊松白噪声和高斯白噪声共同构成的非高斯随机激励,通过Monte Carlo数值模拟方法研究了此激励作用下双线性滞迟系统和Bouc-Wen滞迟系统这两类经典滞迟系统的稳态响应与首次穿越失效时间。一方面,分析了有界噪声和泊松白噪声这两种分别具有连续样本函数和非连续样本函数的非高斯随机激励,在不同激励参数条件下对双线性滞迟系统和Bouc-Wen滞迟系统的稳态响应概率密度、首次穿越失效时间概率密度及其均值的不同影响;另一方面,揭示了在这类非高斯随机激励荷载作用下,双线性滞迟系统的首次穿越失效时间概率密度将出现与Bouc-Wen滞迟系统的单峰首次穿越失效时间概率密度截然不同的双峰形式。     

谐和与宽带噪声联合激励下含分数导数型阻尼的Duffing振子的平稳响应

用广义谐和函数导出了含分数导数型阻尼的Duffing振子在谐和与宽带噪声联合作用下的随机平均方程,然后用有限差分法求解了平均FPK方程得到系统的随机稳态响应,研究了分数阶数对随机跳跃分岔影响。最后,通过与原方程MonteCarlo数字模拟结果的比较,验证了所得结果的正确性。     

白噪声激励下非线性声学超材料的随机响应1)

声学超材料在吸声领域得到了广泛的应用。本文研究含有噪声激励的单稳态吸声器模型的随机响应。首先,基于伊万诺夫变换,得到了具有非光滑函数的近似等效系统。然后,采用能量包线随机平均法来近似该等效系统的平稳响应。借助非平滑逆变换得到了原系统的近似概率响应函数。为了验证所得结果的正确性,对原系统进行了相应的数值模拟,结果表明了该近似方法的有效性。此外,本文还讨论了系统阻尼和噪声幅值对随机响应的影响。结果表明,噪声可以影响吸声器的吸声效率。     

外共振耦合Duffing-van der Pol系统的首次穿越

研究了谐和力与宽带噪声激励下二自由度强非线性Duffing-van derPol系统的首次穿越问题. 在外共振情形, 应用随机平均法将系统动力学方程化为关于振幅与角变量的Itô随机微分方程. 然后建立了系统的可靠性函数满足的后向Kolmogorov方程以及平均首次穿越时间满足的Pontryagin方程. 在一定的边界条件和初始条件下, 用有限差分法求解了这两个高维偏微分方程, 得到系统的条件可靠性函数、平均首次穿越时间以及平均首次穿越时间的条件概率密度. 讨论了不同参数对系统可靠性以及平均首次穿越时间的影响. 用Monte Carlo数值模拟验证了理论方法的有效性.     

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。     

非线性随机动力学与控制的哈密顿理论框架

近几年来,笔者提出与发展了随机激励的耗散的哈密顿系统理论,包括精确平稳解、等效非线性系统法、拟哈密顿系统随机平均法、拟哈密顿系统的随机稳定性与随机分岔、首次穿越损坏分析方法及非线性随机最优控制策略,从而构成了一个非线性随机动力学与控制的哈密顿理论框架.本文简要介绍这一理论框架.     

First-Passage Time of Duffing Oscillator under Combined Harmonic and White-Noise Excitations

The first-passage time of Duffing oscillator under combined harmonic andwhite-noise excitations is studied. The equation of motion of the system is firstreduced to a set of averaged Itô stochastic differential equations by using thestochastic averaging method. Then, a backward Kolmogorov equation governing theconditional reliability function and a set of generalized Pontryagin equationsgoverning the conditional moments of first-passage time are established. Finally, theconditional reliability function, and the conditional probability density and momentsof first-passage time are obtained by solving the backward Kolmogorov equation andgeneralized Pontryagin equations with suitable initial and boundary conditions.Numerical results for two resonant cases with several sets of parameter values areobtained and the analytical results are verified by using those from digital simulation.     

Stochastic response of fractional-order van der Pol oscillator

We studied the response of fractional-order van de Pol oscillator to Gaussian white noise excitation in this letter. An equivalent integral-order nonlinear stochastic system is obtained to replace the given system based on the principle of minimum mean-square error. Through stochastic averaging, an averaged Itô equation is deduced. We obtained the Fokker-Planck-Kolmogorov equation connected to the averaged Itô equation and solved it to yield the approximate stationary response of the system. The analytical solution is confirmed by using Monte Carlo simulation.     

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。     

Dynamics of a prey-predator system under Poisson white noise excitation

The classical Lotka-Volterra （LV） model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is in- vestigated by using the stochastic averaging method. The averaged generalized It6 stochastic differential equation and Fokkerlanck-Kolmogorov （FPK） equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter e2s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo （MC） simulation.     

一种以均方响应作为约束的动力学设计方法

本文提出一种将结构在随机激励下某些点（自由度）上的均方响应作为约束的动力学设计方法。文中分析了广义随机激励不相关与相关两种情况，并推导了各自情况下的任一给定点（自由度）上的均方响应对于设计变量的灵敏度计算公式。所导公式适用于宽带平稳随机激励。算例表明，所提方法是有效与可行的。     

Stochastic averaging of quasi-integrable Hamiltonian systems under combined harmonic and white noise excitations

A stochastic averaging method is proposed to predict approximately the response of quasi-integrable Hamiltonian systems to combined harmonic and white noise excitations. According to the proposed method, an n+α+β-dimensional averaged Fokker-Planck-Kolmogorov (FPK) equation governing the transition probability density of n action variables or independent integrals of motion, α combinations of angle variables and β combinations of angle variables and excitation phase angles can be constructed when the associated Hamiltonian system has α internal resonant relations and the system and harmonic excitations have β external resonant relations. The averaged FPK equation is solved by using the combination of the finite difference method and the successive over relaxation method. Two coupled Duffing-van der Pol oscillators under combined harmonic and white noise excitations is taken as an example to illustrate the application of the proposed procedure and the stochastic jump and its bifurcation as the system parameters change are examined.     

First-passage failure of strongly non-linear oscillators with time-delayed feedback control under combined harmonic and wide-band noise excitations

A procedure for studying the first-passage failure of strongly non-linear oscillators with time-delayed feedback control under combined harmonic and wide-band noise excitations is proposed. First, the time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay. Then, the averaged Itô stochastic differential equations for the system are derived by using the stochastic averaging method. A backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. An example is worked out in detail to illustrate the proposed procedure. The effects of time delay in feedback control forces on the conditional reliability function, conditional probability density and moments of first-passage time are analyzed. The validity of the proposed method is confirmed by digital simulation.     

First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations

First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations is studied. The motion equation of the system is reduced to a set of averaged Itô stochastic differential equations by stochastic averaging in the case of resonance. Then, the backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function and the conditional probability density and mean first-passage time are obtained by solving the backward Kolmogorov equation and Pontryagin equation with suitable initial and boundary conditions. The procedure is applied to Duffing–van der Pol system in resonant case and the analytical results are verified by Monte Carlo simulation.