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.     

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].     

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

For a co-dimension two bifurcation system on a three-dimensional central manifold, which is parametrically excited by a real noise, a rather general model is obtained by assuming that the real noise is an output of a linear filter system-a zeromean stationary Gaussian diffusion process which satisfies detailed balance condition. By means of the asymptotic analysis approach given by L. Arnold and the expression of the eigenvalue spectrum of Fokker-Planck operator, the asymptotic expansions of invariant measure and maximal Lyapunov exponent for the relevant system are obtained. Foundation item: the National Natural Science Foundation of China (19602016)     

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)     

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 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.     

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 ...     

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).     

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.     

The matric algorithm of Lyapunov exponent for the experimental data obtained in dynamic analysis

ＩｎｔｒｏｄｕｃｔｉｏｎＣｈａｏｓｉｓａｎｉｒｒｅｇｕｌａｒｐｈｅｎｏｍｅｎｏｎｇｅｎｅｒａｔｅｄｂｙｎｏｎｌｉｎｅａｒｍｏｄｅｌｓ．Ｉｔｅｘｔｅｎｓｉｖｅｌｙｅｘｉｓｔｓｉｎｎａｔｕｒｅ．Ｗｈｅｎａｒｅａｌｉｒｒｅｇｕｌａｒｔｉｍｅｓｅｒｉｅｓｉｓｇｉｖｅｎ,ｐｅｏｐｌｅｗｉｌｌｓｐｏｎｔａｎｅｏｕｓｌｙａｓｋｔｈｅｑｕｅｓｔｉｏｎ：ｗｈｅｔｈｅｒｔｈｅｔｉｍｅｓｅｒｉｅｓｉｓｐｒｏｃｅｓｓａｓｒａｎｄｏｍｏｒａｓｄｅｔｅｒｍｉｎｉｓｔｉｃｃｈａｏｓ．Ｉｆｔｈｅｔｉｍｅｓｅｒｉｅｓｉｓｔｈｅｒ…     

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.     

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.     

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.     

Identification of regions of fastest mixing in a system of point vortices

This paper describes a numerical method for efficiently identifying the regions of fastest mixing of a passive dye in a flow due to a system of point vortices. Results obtained from computations are presented for systems of three and four point vortices, both in the unbounded domain and inside a circular cylinder. The flow is two‐dimensional and the fluid is incompressible. The regions where mixing is possible are found by studying the largest Lagrangian Lyapunov exponent distribution with respect to various initial positions of tracer particles. The regions of fastest mixing are then identified from the Lyapunov exponent distribution at small times. The results of the method are verified by quantifying the mixing by using a traditional box counting technique. The technique is then applied to several different initial configurations of vortices and some interesting results are obtained. Some numerical findings about the nature of the exponents computed are also discussed. Copyright © 2002 John Wiley Sons, Ltd.     

On the two bifurcations of a white-noise excited Hopf bifurcation system

I.IntroductionNonlinearanalysiseffortsmainlyincluderesearchesonthestablemotionofasystem.investigationsonitsstabilityfeaturesandtheinstantaneousmotionofadynamicalsystemwhenchangesoccurtoitsgoverningparameters.Theso-calledstochasticbifurcationimpliesthetran…     

一类随机分叉系统概率1分叉研究

对于三维中心流形上实噪声参激的一类余维2分叉系统,使用Arnold的渐近方法以及Fokker-Planck算子的特征谱展式,求解不变测度以及最大的Lyapunov指数的渐近展式.     

Estimating the Largest Lyapunov Exponent in a Multibody System with Dry Friction by using Chaos Synchronization

Using the properties of chaos synchronization, the method for estimating the largest Lyapunov exponent in a multibody system with dry friction is presented in this paper. The Lagrange equations with multipliers of the systems are given in matrix form, which is adequate for numerical calculation. The approach for calculating the generalized velocity and acceleration of the slider is given to determine slipping or sticking of the slider in the systems. For slip–slip and stick–slip multibody systems, their largest Lyapunov exponents are calculated to characterize their dynamics.The project supported by the National Natural Science Foundation of China (10272008 and 10371030) The English text was polished by Yunming Chen     

二自由度耦合非线性随机系统的最大Lyapunov指数和稳定性

利用摄动方法讨论了一类耦合二自由度非线性系统，在小强度白噪声参数激励下系统运动模态的稳定性，获得了系统扩散过程的稳态概率密度的渐近表达式，由此获得了系统运动模态几乎必然稳定的充分必要条件。