Duffing-van der Pol系统的随机分岔

应用广义胞映射图论方法(GCMD)研究了在谐和激励与随机噪声共同作用下的Duffing-van der Pol系统的随机分岔现象. 系统参数选择在多个吸引子与混沌鞍共存的范围内. 研究发现, 随着随机激励强度的增大,该系统存在两种分岔现象: 一种为随机吸引子与吸引域边界上的鞍碰撞, 此时随机吸引子突然消失; 另一种为随机吸引子与吸引域内部的鞍碰撞, 此时随机吸引子突然增大. 研究证实, 当随机激励强度达到某一临界值时, 该系统还会发生D-分岔(基于Lyapunov指数符号的改变而定义), 此类分岔点不同于上述基于系统拓扑性质改变所得的分岔点.     

Stochastic jump and bifurcation of Duffing oscillator with fractional derivative damping under combined harmonic and white noise excitations

The stochastic jump and bifurcation of Duffing oscillator with fractional derivative damping of order α (0<α<1) under combined harmonic and white noise excitations are studied. First, the system state is approximately represented by two-dimensional time-homogeneous diffusive Markov process of amplitude and phase difference using the stochastic averaging method. Then, the method of reduced Fokker–Plank–Kolmogorov (FPK) equation is used to predict the stationary response of the original system. The phenomenon of stochastic jump and bifurcation as the fractional orders' change is examined.     

Stochastic responses of Duffing-Van der Pol vibro-impact system under additive and multiplicative random excitations

The paper is devoted to an averaging approach to study the responses of Duffing-Van der Pol vibro-impact system excited by additive and multiplicative Gaussian noises. The response probability density functions (PDFs) are formulated analytically by the stochastic averaging method. Meanwhile, the results are validated numerically. In addition, stochastic bifurcations are also explored.     

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.     

Stochastic averaging of n-dimensional non-linear dynamical systems subject to non-Gaussian wide-band random excitations

The averaged generalized Fokker-Planck-Kolmogorov (GFPK) equation for response of n-dimensional (n-d) non-linear dynamical systems to non-Gaussian wide-band stationary random excitation is derived from the standard form of equation of motion. The explicit expressions for coefficients of the fourth-order approximation of the averaged GFPK equation are given in series form. Conditions for convergences of these series are pointed out. The averaged GFPK equation is then reduced to that for 1-d dynamical systems derived by Stratonovich and compared with the closed form of GFPK equation for n-d dynamical systems subject to Poisson white noise derived by Di Paola and Falsone. Finally, this averaged GFPK equation is further reduced to that for quasi linear system subject to non-Gaussian wide-band stationary random excitation. Stationary probability density for quasi linear system subject to filtered Poisson white noise is obtained. Theoretical results for an example are confirmed by using Monte-Carlo simulation for different parameter values.     

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].     

Response and stability of strongly non-linear oscillators under wide-band random excitation

A new stochastic averaging procedure for single-degree-of-freedom strongly non-linear oscillators with lightly linear and (or) non-linear dampings subject to weakly external and (or) parametric excitations of wide-band random processes is developed by using the so-called generalized harmonic functions. The procedure is applied to predict the response of Duffing–van der Pol oscillator under both external and parametric excitations of wide-band stationary random processes. The analytical stationary probability density is verified by digital simulation and the factors affecting the accuracy of the procedure are analyzed. The proposed procedure is also applied to study the asymptotic stability in probability and stochastic Hopf bifurcation of Duffing–van der Pol oscillator under parametric excitations of wide-band stationary random processes in both stiffness and damping terms. The stability conditions and bifurcation parameter are simply determined by examining the asymptotic behaviors of averaged square-root of total energy and averaged total energy, respectively, at its boundaries. It is shown that the stability analysis using linearized equation is correct only if the linear stiffness term does not vanish.     

ON DOUBLE PEAK PROBABILITY DENSITY FUNCTIONS OF DUFFING OSCILLATOR TO COMBINED DETERMINISTIC AND RANDOM EXCITATIONS

The principal resonance of Duffing oscillator to combined deterministic and random external excitation was investigated. The random excitation was taken to be white noise or harmonic with separable random amplitude and phase. The method of multiple scales was used to determine the equations of modulation of amplitude and phase. The one peak probability density function of each of the two stable stationary solutions was calculated by the linearization method. These two one-peak-density functions were combined using the probability of realization of the two stable stationary solutions to obtain the double peak probability density function. The theoretical analysis are verified by numerical results.     

Principal parametric resonances of a slender cantilever beam subject to axial narrow-band random excitation of its base

The non-linear integro-differential equations of motion for a slender cantilever beam subject to axial narrow-band random excitation are investigated. The method of multiple scales is used to determine a uniform first-order expansion of the solution of equations. According to solvability conditions, the non-linear modulation equations for the principal parametric resonance are obtained. Firstly, The largest Lyapunov exponent which determines the almost sure stability of the trivial solution is quantificationally resolved, in which, the modified Bessel function of the first kind is introduced. Results show that the increase of the bandwidth facilitates the almost sure stability of the trivial response and stabilizes the system for a lower acceleration oscillating amplitude but intensifies the instability of the trivial response for a higher one. Secondly, the first and second order non-trivial steady state response of the system is obtained by perturbation method and the corresponding amplitude–frequency curves are calculated when the bandwidth is very small. Results show that the effective non-linearity of whether the amplitude expectation of the first order steady state response or the amplitude expectation of the second order steady state response is of the hardening type for the first mode, whereas for the second mode the effective non-linearity of whether the amplitude expectation of the first order steady state response or the amplitude expectation of the second order steady state response is of the softening type. Finally, the stochastic jump and bifurcation is investigated for the first and second modal parametric principal resonance. The basic jump phenomena indicate that, under the conditions of system parameters with a smaller bandwidth, the most probable motion is around the non-trivial branch of the amplitude response curve, whereas with a higher bandwidth, the most probable motion is around the trivial one of the amplitude response curve. However, the stochastic jump is sometimes more sensitive to the change of the bandwidth, in other words, a small change of bandwidth may induce a series of stochastic jump and bifurcation.     

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.     

Subharmonic and ultra-subharmonic response of nonlinear elastic beams subjected to harmonic excitation

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Stochastic jump and bifurcation of a slender cantilever beam carrying a lumped mass under narrow-band principal parametric excitation

A detailed theoretical investigation into the single-mode approximate response of a slender cantilever beam carrying a lumped mass subjected to base narrow-band random excitation is presented for the first time. The method of multiple scales is used and the stochastic jump and bifurcation have been investigated for the principal parametric resonance of the system using the stationary joint probability. Results show that stochastic jump occurs mainly in the region of triple-valued solution. For the frequency-response domain, if the excitation central frequency is a variable and others keep constant, the basic phenomena imply that the higher the frequency, the more probable the jump from the stationary non-trivial branch to the stationary trivial one once the frequency exceeds a certain value. If the bandwidth is a variable and others keep constant, the basic phenomena indicate that the most probable motion is around the non-trivial branch when the bandwidth is smaller, whereas the most probable motion gradually approaches the trivial one when the bandwidth becomes higher. For the force-response domain, there is a region of excitation acceleration within which the joint probability density has two peaks: an outer flabellate peak and a central volcano peak. Results show that the outer flabellate peak decreases while the central volcano peak increases as the value of the excitation acceleration decreases.     

Nonstationary probability densities of system response of strongly nonlinear single-degree-of-freedom system subject to modulated white noise excitation

The nonstationary probability densities of system response of a single-degree-of -freedom system with lightly nonlinear damping and strongly nonlinear stiffness subject to modulated white noise excitation are studied.Using the stochastic averaging method based on the generalized harmonic functions,the averaged Fokker-Planck-Kolmogorov equation governing the nonstationary probability density of the amplitude is derived. The solution of the equation is approximated by the series expansion in terms of a set...     

Stochastic response analysis of noisy system with non-negative real-power restoring force by generalized cell mapping method

The stochastic response of a noisy system with non-negative real-power restoring force is investigated. The generalized cell mapping (GCM) method is used to compute the transient and stationary probability density functions (PDFs). Combined with the global properties of the noise-free system, the evolutionary process of the transient PDFs is revealed. The results show that stochastic P-bifurcation occurs when the system parameter varies in the response analysis and the stationary PDF evolves from bimodal to unimodal along the unstable manifold during the bifurcation.     

Subharmonic response of single-degree-of-freedom linear vibroimpact system to narrow-band random excitation

The subharmonic response of a single-degree-of-freedom linear vibroimpact oscillator with a one-sided barrier to the narrow-band random excitation is investigated. The analysis is based on a special Zhuravlev transformation, which reduces the system to the one without impacts or velocity jumps, and thereby permits the applications of asymptotic averaging over the period for slowly varying the inphase and quadrature responses. The averaged stochastic equations are exactly solved by the method of moments for the mean square response amplitude for the case of zero offset. A perturbation-based moment closure scheme is proposed for the case of nonzero offset. The effects of damping, detuning, and bandwidth and magnitudes of the random excitations are analyzed. The theoretical analyses are verified by the numerical results. The theoretical analyses and numerical simulations show that the peak amplitudes can be strongly reduced at the large detunings.     

Resonant response of a non-linear vibro-impact system to combined deterministic harmonic and random excitations

The resonant resonance response of a single-degree-of-freedom non-linear vibro-impact oscillator, with cubic non-linearity items, to combined deterministic harmonic and random excitations is investigated. The method of multiple scales is used to derive the equations of modulation of amplitude and phase. The effects of damping, detuning, and intensity of random excitations are analyzed by means of perturbation and stochastic averaging method. The theoretical analyses verified by numerical simulations show that when the intensity of the random excitation increases, the non-trivial steady-state solution may change from a limit cycle to a diffused limit cycle. Under certain conditions, impact system may have two steady-state responses. One is a non-impact response, and the other is either an impact one or a non-impact one.     

Chaotic Saddles in Wada Basin Boundaries and Their Bifurcations by the Generalized Cell-Mapping Digraph (GCMD) Method

By means of the generalized cell-mapping digraph (GCMD) method, we studybifurcations governing the escape of periodically forced oscillatorsfrom a potential well, in which a chaotic saddle plays an extremelyimportant role. In this paper, we find the chaotic saddle anddemonstrate that it is embedded in a strange fractalbasin boundary which has the Wada property that any point that is on theboundary of that basin is also simultaneously on the boundary of atleast two other basins. The chaotic saddle in the Wada basin boundary,by colliding with a chaotic attractor, leads to a chaotic boundarycrisis with indeterminate outcome. A local saddle-node fold bifurcation,if the saddle of the saddle-node fold is located in tangency with thechaotic saddle in the Wada basin boundary, also results in a strangeglobal phenomenon, namely that the local saddle-node fold bifurcation hasglobally indeterminate outcome. We also investigate the origin andevolution of the chaotic saddle in the Wada basin boundary, particularlyconcentrating on its discontinuous bifurcations (metamorphoses). Wedemonstrate that the chaotic saddle in the Wada basin boundary iscreated by a collision between two chaotic saddles in differentfractal basin boundaries. After a final escape bifurcation, there onlyexists the attractor at infinity and a chaotic saddle with a beautifulpattern is left behind in the phase space.     

Local Hopf bifurcation and global existence of periodic solutions in TCP system

This paper investigates the dynamics of a TCP system described by a first- order nonlinear delay differential equation. By analyzing the associated characteristic transcendental equation, it is shown that a Hopf bifurcation sequence occurs at the pos- itive equilibrium as the delay passes through a sequence of critical values. The explicit algorithms for determining the Hopf bifurcation direction and the stability of the bifur- cating periodic solutions are derived with the normal form theory and the center manifold theory. The global existence of periodic solutions is also established with the method of Wu （Wu, J. H. Symmetric functional differential equations and neural networks with memory. Transactions of the American Mathematical Society 350（12）, 4799-4838 （1998））.     

Limit cycles and homoclinic orbits and their bifurcation of Bogdanov-Takens system

A quantitative analysis of limit cycles and homoclinic orbits, and the bifurcation curve for the Bogdanov-Takens system are discussed. The parameter incremental method for approximate analytical-expressions of these problems is given. These analytical-expressions of the limit cycle and homoclinic orbit are shown as the generalized harmonic functions by employing a time transformation. Curves of the parameters and the stability characteristic exponent of the limit cycle versus amplitude are drawn. Some of the limit cycles and homoclinic orbits phase portraits are plotted. The relationship curves of parameters μ and A with amplitude a and the bifurcation diagrams about the parameter are also given. The numerical accuracy of the calculation results is good.     

Non-linear normal modes and their bifurcation of a two DOF system with quadratic and cubic non-linearity

The non-linear normal modes (NNMs) and their bifurcation of a complex two DOF system are investigated systematically in this paper. The coupling and ground springs have both quadratic and cubic non-linearity simultaneously. The cases of ω₁:ω₂=1:1, 1:2 and 1:3 are discussed, respectively, as well as the case of no internal resonance. Approximate solutions for NNMs are computed by applying the method of multiple scales, which ensures that NNM solutions can asymtote to linear normal modes as the non-linearity disappears. According to the procedure, NNMs can be classified into coupled and uncoupled modes. It is found that coupled NNMs exist for systems with any kind of internal resonance, but uncoupled modes may appear or not appear, depending on the type of internal resonance. For systems with 1:1 internal resonance, uncoupled NNMs exist only when coefficients of cubic non-linear terms describing the ground springs are identical. For systems with 1:2 or 1:3 internal resonance, in additional to one uncoupled NNM, there exists one more uncoupled NNM when the coefficients of quadratic or cubic non-linear terms describing the ground springs are identical. The results for the case of internal resonance are consistent with ones for no internal resonance. For the case of 1:2 internal resonance, the bifurcation of the coupled NNM is not only affected by cubic but also by quadratic non-linearity besides detuning parameter although for the cases of 1:1 and 1:3 internal resonance, only cubic non-linearity operate. As a check of the analytical results, direct numerical integrations of the equations of motion are carried out.