The non-linear chaotic model reconstruction for the experimental data obtained from different dynamic system

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The influence of the different distributed phase-randomized on the experimental data obtained in dynamic analysis

I.IntroductionSince1980manyscholarsaroundtheworldhavepaidmoreattentiontothequestionsoftimeseries.Inthereallifesometimeseriesrepresentthecharacterthatisdeterminedasrandomprocesstimeseries,andothersrepresentthecharacterthatisdeterminedasnonlinearchaotictilneseries.Soitisveryimportanttodistinguishthepropertyoftherealtimeseries.Ref.[11gaveustheftlndamentalmethodtodifferentiatethenonlinearchaotictimeseriesfromrandomtimeseries(thatiscalledphase-randomizedmethod).Ref.[2]gaveusthecalculatingmethodofc…     

Moment Lyapunov exponent of three-dimensional system under bounded noise excitation

In the present paper,the moment Lyapunov exponent of a codimensional two-bifurcation system is evaluted,which is on a three-dimensional central manifold and subjected to a parametric excitation by the ...     

The maximal Lyapunov exponent of a co-dimension two-bifurcation system excited by a bounded noise

In the present paper,the maximal Lyapunov exponent is investigated for a co-dimension two bifurcation system that is on a three-dimensional central manifold and subjected to parametric excitation by a bounded noise.By using a perturbation method,the expressions of the invariant measure of a one-dimensional phase diffusion process are obtained for three cases,in which different forms of the matrix B,that is included in the noise excitation term,are assumed and then,as a result,all the three kinds of singular boundaries for one-dimensional phase diffusion process are analyzed.Via Monte-Carlo simulation,we find that the analytical expressions of the invariant measures meet well the numerical ones.And furthermore,the P-bifurcation behaviors are investigated for the one-dimensional phase diffusion process.Finally,for the three cases of singular boundaries for one-dimensional phase diffusion process,analytical expressions of the maximal Lyapunov exponent are presented for the stochastic bifurcation system.     

Maximal Lyapunov exponent and almost-sure sample stability for second-order linear stochastic system

The principal resonance of second-order system to random parametric excitation is investigated. The method of multiple scales is used to determine the equations of modulation of amplitude and phase. The effects of damping, detuning, bandwidth, and magnitudes of random excitation are analyzed. The explicit asymptotic formulas for the maximum Lyapunov exponent is obtained. The almost-sure stability or instability of the stochastic Mathieu system depends on the sign of the maximum Lyapunov exponent.     

Moment Lyapunov exponent for three-dimensional system under real noise excitation

The pth moment Lyapunov exponent of a two-codimension bifurcation system excited parametrically by a real noise is investigated. By a linear stochastic transformation, the differential operator of the system is obtained. In order to evaluate the asymptotic expansion of the moment Lyapunov exponent, via a perturbation method, a ralevant eigenvalue problem is obtained. The eigenvalue problem is then solved by a Fourier cosine series expansion, and an infinite matrix is thus obtained, whose leading eigenvalue is the second-order of the asymptotic expansion of the moment Lyapunov exponent. Finally, the convergence of procedure is numerically illustrated, and the effects of the system and the noise parameters on the moment Lyapunov exponent are discussed.     

Lyapunov exponent and stochastic stability of quasi-non-integrable Hamiltonian systems

An n degree-of-freedom (DOF) non-integrable Hamiltonian system subject to light damping and weak stochastic excitation is called quasi-non-integrable Hamiltonian system. In the present paper, the stochastic averaging of quasi-non-integrable Hamiltonian systems is briefly reviewed. A new norm in terms of the square root of Hamiltonian is introduced in the definitions of stochastic stability and Lyapunov exponent and the formulas for the Lyapunov exponent are derived from the averaged Itô equations of the Hamiltonian and of the square root of Hamiltonian. It is inferred that the Lyapunov exponent so obtained is the first approximation of the largest Lyapunov exponent of the original quasi-non-integrable Hamiltonian systems and the necessary and sufficient condition for the asymptotic stability with probability one of the trivial solution of the original systems can be obtained approximately by letting the Lyapunov exponent to be negative. This inference is confirmed by comparing the stability conditions obtained from negative Lyapunov exponent and by examining the sample behaviors of averaged Hamiltonian or the square root of averaged Hamiltonian at trivial boundary for two examples. It is also verified by the largest Lyapunov exponent obtained using small noise expansion for the second example.     

Stochastic averaging and Lyapunov exponent of quasi partially integrable Hamiltonian systems

An n degree-of-freedom Hamiltonian system with r(1<r<n) independent first integrals which are in involution is called partially integrable Hamiltonian system and a partially integrable Hamiltonian system subject to light dampings and weak stochastic excitations is called quasi partially integrable Hamiltonian system. In the present paper, the averaged Itô and Fokker-Planck-Kolmogorov (FPK) equations for quasi partially integrable Hamiltonian systems in both cases of non-resonance and resonance are derived. It is shown that the number of averaged Itô equations and the dimension of the averaged FPK equation of a quasi partially integrable Hamiltonian system is equal to the number of independent first integrals in involution plus the number of resonant relations of the associated Hamiltonian system. The technique to obtain the exact stationary solution of the averaged FPK equation is presented. The largest Lyapunov exponent of the averaged system is formulated, based on which the stochastic stability and bifurcation of original quasi partially integrable Hamiltonian systems can be determined. Examples are given to illustrate the applications of the proposed stochastic averaging method for quasi partially integrable Hamiltonian systems in response prediction and stability decision and the results are verified by using digital simulation.     

The Lyapunov exponent for a codimension two bifurcation system that is driven by a real noise

For a co-dimension two bifurcation system on a three-dimensional central manifold, which is parametrically excited by a real noise, a model of enhanced generality is developed in the present paper by assuming the real noise to be a component of the output of a linear filter system—a zero-mean stationary Gaussian diffusion vectoral process, which conforms with the detailed balance condition. The strong mixing condition is removed in the present paper. To handle the complexities encountered in the present work, an asymptotic analysis approach and the eigenfunction expansion of the solution to the relevant FPK equation are employed in the construction of the asymptotic expansions of the invariant measure and the maximal Lyapunov exponents for the relevant system.     

Maximal Lyapunov exponent of a co-dimension two bifurcation system excited by a white noise

In this paper, we evaluate the maximal Lyapunov exponent for a co-dimension two bifurcation system, which is on a three-dimensional central manifold and is subjected to a parametric excitation by a white noise. Through a perturbation method, we obtain the explicit asymptotic expressions of the maximal Lyapunov exponent for three cases, in which different forms of the coefficient matrix that are included in the noise excitation term are assumed.     

Threshold value for diagnosis of chaotic nature of the data obtained in nonlinear dynamic analysis

I.IntroductionInreallife,inengineering,innature,andinthesociety,thereexisteverykindoftimeseriesproblems.Becausenonlinearfactorsareextensivelyimplicatedilltiledynamicsystemsofvariousfields,thebehaviourofthesystemscantakethecomplicatedanddiverseforms.Atpresent,twodifferentmethodsareusedtostudytheproblemoftinleseries.Ollemethodistoadoptthetheoryofrandomprocessonthebasisofprobabilitytheory.Andthistheoryisusedtofoundthesystemlinearmodel.Thismethodhasalreadybeenstudiedperfectly.Forexample,determin…     

The analysis of the spectrum of Lyapunov exponents in a two-degree-of-freedom vibro-impact system

In the study of dynamical systems, the spectrum of Lyapunov exponents has been shown to be an efficient tool for analyzing periodic motions and chaos. So far, different calculating methods of Lyapunov exponents have been proposed. Recently, a new method using local mappings was given to compute the Lyapunov exponents in non-smooth dynamical systems. By the help of this method and the coordinates transformation proposed in this paper, we investigate a two-degree-of-freedom vibro-impact system with two components. For this concrete model, we construct the local mappings and the Poincaré mapping which are used to describe the algorithm for calculating the spectrum of Lyapunov exponents. The spectra of Lyapunov exponents for periodic motions and chaos are computed by the presented method. Moreover, the largest Lyapunov exponents are calculated in a large parameter range for the studied system. Numerical simulations show the success of the improved method in a kind of two-degree-of-freedom vibro-impact systems.     

Nonlinear and chaotic analysis of a financial complex system

In this paper,determination of the characteristics of futures market in China is presented by the method of the phase-randomized surrogate data.There is a significant difference in the obtained critical values when this method is used for random timeseries and for nonlinear chaotic timeseries.The singular value decomposition is used to reduce noise in the chaotic timeseries.The phase space of chaotic timeseries is decomposed into range space and null noise space.The original chaotic timeseries in range space is restructured.The method of strong disturbance based on the improved general constrained randomized method is further adopted to re-deternination.With the calculated results,an analysis on the trend of futures market of commodity is made in this paper.The results indicate that China＇s futures market of commodity is a complicated nonlinear system with obvious nonlinear chaotic characteristic.     

单自由度体系地震动力响应的混沌特性分析

引入非线性动力学理论和混沌时间序列分析方法考察地震动作用下单自由度体系动力响应的混沌特性。输入典型近断层地震动记录,定量计算了代表性周期的单自由度弹性和非弹性体系加速度响应时程的非线性特性参数。计算表明,这些加速度响应的关联维数为分数维,最大Lyapunov指数大于0;地震动激励下单自由度体系的地震动力响应具有混沌特性,不是完全的随机信号,为理解结构地震动力响应的不规则性与复杂性提供了新思路和新视角。     

General solutions of axisymmetric problems in transversely isotropic body

In this paper we solve axisymmetric problems by stress and deduce a series of valuable general solutions by unified method. Some of them are well-known solutions, and others have not appeared in the literature. We also prove the completeness of these general solutions.     

ON THE MAXIMAL LYAPUNOV EXPONENT FOR A REAL NOISE PARAMETRICALLY EXCITED CO-DIMENSION TWO BIFURCATION SYSTEM (Ⅰ)

For a real noise parametrically excited co-dimension two bifurcation system on three-dimensional central manifold, a model of enhanced generality is developed in the present paper by assuming the real noise to be an output of a linear filter system, namely, a zero-mean stationary Gaussian diffusion process that satisfies the detailed balance condition. On such basis, asymptotic expansions of invariant measure and maximal Lyapunov exponent for the relevant system are established by use of Arnold asymptotic analysis approach in parallel with the eigenvalue spectrum of Fokker-Planck operator. Foundation item: the National Natural Science Foundation of China (19602016)     

Denoising method based on singular spectrum analysis and its applications in calculation of maximal liapunov exponent

IntroductionSingularSpectrumAnalysis (SSA)asadataanalysismethodhasbeenusedforyearsindigitalsignalprocessing .BroomheadandKing[1]proposedtheapplicationofSSAindynamicalsystemstheories.Vautardetal.[2 ,3]studiedthetheoryandapplicationofSSAindetail.AnalgorithmbasedonSSAisproposedtodenoisechaoticdatainthispaper.Theessenceofthisalgorithmistochooseproperorderofempiricalorthogonalfunctions (EOFs)andprincipalcomponents (PCs)toreconstructthesignal.ThefirstalgorithmtoestimatethemaximalLiapunovex…     

On stationary probability density and maximal Lyapunov exponent of a co-dimension two bifurcation system subjected to parametric excitation by real noise

In this paper, the asymptotic expansions of the maximal Lyapunov exponents for a co-dimension two-bifurcation system which is on a three-dimensional center manifold and is excited parametrically by an ergodic real noise are evaluated. The real noise is an integrable function of an n-dimensional Ornstein-Uhlenbeck process. Based on a perturbation method, we examine almost all possible singular boundaries that exist in one-dimensional phase diffusion process. The comparisons between the analytical solutions and the numerical simulations are given. In addition, we also investigate the P-bifurcation behavior for the one-dimensional phase diffusion process. The result in this paper is a further extension of the work by Liew and Liu [1].     

Elements of Lyapunov stability theory for dynamic equations on time scale

Stability of dynamic equations on time scale is analyzed. The main results are new conditions of stability, uniform stability, and uniform asymptotic stability for quasilinear and nonlinear systems On the occasion of the 150th birthday of A. M. Lyapunov __________ Translated from Prikladnaya Mekhanika, Vol. 43, No. 9, pp. 3–27, September 2007.     

A method for calculating the lyapunov exponent spectrum of a periodically excited non-autonomous dynamical system

The relation between the Lyapunov exponent spectrum of a periodically excited non-autonomous dynamical system and the Lyapunov exponent spectrum of the corresponding autonomous system is given and the validity of the relation is verified theoretically and computationally. A direct method for calculating the Lyapunov exponent spectrum of non-autonomous dynamical systems is suggested in this paper, which makes it more convenient to calculate the Lyapunov exponent spectrum of the dynamical system periodically excited. Following the definition of the Lyapunov dimensionD _L ^(A) of the autonomous system, the definition of the Lyapunov dimensionD _L of the non-autonomous dynamical system is also given, and the difference between them is the integer 1, namely,D _L ^(A) −D_L=1. For a quasi-periodically excited dynamical system, similar conclusions are formed. Project supported by the National Natural Science Foundation of China (No. 19772027), the Science Foundation of Shanghai Municipal Commission of Education (99A01) and the Science Foundation of Shanghai Municipal Commission of Science and Technology (No. 98JC14032).