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.     

Gauss白噪声外激下Rayleigh振子的平稳响应与首次穿越

研究了Rayleigh振子在Gauss白噪声外激下的平稳响应和首次穿越。首先利用随机平均法给出了系统随机平均It^o微分方程,对平均方程的稳态概率密度做了数值分析;然后建立了条件可靠性函数的后向Kolmogorov方程及首次穿越时间条件矩的Pontragin方程;最后对三组不同的参数值分析了首次穿越的概率统计特性。     

随机载荷作用下浅曲结构首次发生突变时间的概率分析

本文用能量包线随机平均法,导出了随机载荷作用下浅曲结构首次发生突变的时间的各阶矩的解析表达式,并通过用臆式差分法数字求解条件可靠性函数所满足的后向柯尔英哥洛夫方程,给出了发生首次突变的时间的概率密度.与数字模拟结果比较表明,在结构阻尼不大时该法给出令人满意的结果.文中还研究了各种参数对结构首次发生突变的时间统计量的影响.     

旗帜型滞迟系统的首次穿越失效研究

自复位结构作为一种新型的抗震结构模型受到广泛关注,但这类结构的随机振动问题是技术上的难点,而首次穿越失效作为结构可靠性分析的一个重要模型,则属于非线性随机振动研究中最为困难的问题之一。本文针对随机地震激励下旗帜型滞迟系统的首次穿越失效问题。将旗帜型自复位恢复力在广义谐波平衡技术下应用,近似为幅值相关的等效阻尼和等效刚度组合,从而推导出系统运动方程的等效系统;利用随机平均原理导出关于幅值的平均It?微分方程;采用有限差分法并结合适当的边界条件和初始条件,求解与上述方程对应的后向Kolmogorov(BK)方程,得到首次穿越时间的条件概率密度函数和条件可靠度函数。作为算例,分别讨论了两种随机地震激励模型作用时,系统参数对条件可靠性函数与首次穿越时间的条件概率密度函数的影响。另外,通过与对原方程的蒙特卡罗模拟数据的对比,验证了理论解的有效性。     

1∶1内共振对随机振动系统可靠性的影响

研究了二自由度耦合非线性随机振动系统在高斯白噪声激励下基于首次穿越模型的可靠性问题. 在1:1内共振情形,原始系统的运动方程经平均后化为一组关于慢变量的伊藤随机微分方程. 建立了后向柯尔莫哥洛夫方程以及庞德辽金方程,在一定的边界条件和(或) 初始条件下求解这两个偏微分方程,分别得到系统的条件可靠性函数以及平均首次穿越时间. 进而建立了无内共振情形系统的后向柯尔莫哥洛夫方程与庞德辽金方程.将无内共振情形的结果与1:1 内共振情形的结果做比较,发现1:1 内共振能显著降低系统可靠性. 用蒙特卡罗数值模拟验证了理论结果的有效性.     

基于首次穿越时间概率密度的时变可靠性分析

基于时变可靠性性能函数首次穿越时间的概率密度F-PTPD(first-passage time probability density)模型,提出了一种求解机械产品全寿命周期可靠性累计概率密度函数的方法(简称F-PTPD方法),为产品在全寿命周期内可靠性分析和设计提供了工具。首先,采用稀疏网络随机配置方法进行时变可靠性性能函数均值的估计,选取性能函数均值为零的第一个时刻点作为首次穿越点;其次,基于均值的首次穿越点将时变可靠性性能函数进行二阶泰勒展开,利用二次函数的性质求解性能函数首次穿越时间关于随机输入变量的函数;再次,针对首次穿越点函数,采用稀疏网络随机配置方法进行首次穿越时间的四阶原点矩估计;最后,基于四阶原点矩利用最大熵概率密度函数估计方法,推导出首次穿越点的概率分布,获得产品寿命周期内时变可靠性的累计概率密度函数。本文方法可获得产品整个寿命周期失效概率的变化趋势,极大地提高了评估效率,对复杂产品的可靠性评估设计有一定的工程指导意义。     

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。     

基于格子 Bhatnagar-Gross-Krook模型的地震压力波模拟

给出一种新的用于模拟地震压力波的格子Boltzmann模型. 通过使 用Chapman-Enskog展开和多重尺度技术，得到了一系列的格子Boltzmann方程和时间 尺度$t_0$上守恒律，给出了满足地震压力波方程所要求的高阶矩以及简单的平衡态分布 函数表达式. 数值结果表明这种方法可以用来模拟地震压力波.     

独立失效模式多自由度随机滞回系统可靠性分析

基于Bouc-Wen滞回模型,研究了由滞回环本身的随机性导致的多自由度非线性随机系统可靠性分析问题。基于结构失效的首次穿越模型,应用四阶矩技术和Edgeworth级数逼近技术,对独立失效模式下多自由度随机滞回系统的可靠性问题进行分析。数值算例表明,由独立随机参数表征的随机结构,系统随机响应之间不再独立,存在协方差;系统响应之间相关系数不唯一,具有随时间连续变化的动态、强相关特性。分析计算结果与Monte-Carlo模拟结果吻合较好,表明算法能够满足工程计算精度要求。     

Optimal Bounded Control of First-Passage Failure of Quasi-Integrable Hamiltonian Systems with Wide-Band Random Excitation

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged Itô equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.     

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.     

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.     

Feedback minimization of first-passage failure of quasi integrable Hamiltonian systems

A nonlinear stochastic optimal control strategy for minimizing the first-passage failure of quasi integrable Hamiltonian systems (multi-degree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is proposed. The equations of motion for a controlled quasi integrable Hamiltonian system are reduced to a set of averaged Itô stochastic differential equations by using the stochastic averaging method. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximization of reliability and mean first-passage time are formulated. The optimal control law is derived from the dynamical programming equations and the control constraints. The final dynamical programming equations for these control problems are determined and their relationships to the backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the mean first-passage time are separately established. The conditional reliability function and the mean first-passage time of the controlled system are obtained by solving the final dynamical programming equations or their equivalent Kolmogorov and Pontryagin equations. An example is presented to illustrate the application and effectiveness of the proposed control strategy.     

First-passage failure and its feedback minimization 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. 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 procedures for studying the first-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems are proposed. First, the stochastic averaging method for quasi-partially integrable Hamiltonian systems is briefly reviewed. Then, based on the averaged Itô equations, a backward Kolmogorov equation governing the conditional reliability function, a set of generalized Pontryagin equations governing the conditional moments of first-passage time and their boundary and initial conditions are established. After that, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximization of reliability and of maximization of mean first-passage time are formulated. The relationship between the backward Kolmogorov equation and the dynamical programming equation for reliability maximization, and that between the Pontryagin equation and the dynamical programming equation for maximization of mean first-passage time are discussed. Finally, an example is worked out to illustrate the proposed procedures and the effectiveness of feedback control in reducing first-passage failure.     

First passage of stochastic fractional derivative systems with power-form restoring force

In this paper, the first-passage failure of stochastic dynamical systems with fractional derivative and power-form restoring force subjected to Gaussian white-noise excitation is investigated. With application of the stochastic averaging method of quasi-Hamiltonian system, the system energy process will converge weakly to an Itô differential equation. After that, Backward Kolmogorov (BK) equation associated with conditional reliability function and Generalized Pontryagin (GP) equation associated with statistical moments of first-passage time are constructed and solved. Particularly, the influence on reliability caused by the order of fractional derivative and the power of restoring force are also examined, respectively. Numerical results show that reliability function is decreased with respect to the time. Lower power of restoring force may lead the system to more unstable evolution and lead first passage easy to happen. Besides, more viscous material described by fractional derivative may have higher reliability. Moreover, the analytical results are all in good agreement with Monte-Carlo data.     

Stochastic averaging method for estimating first-passage statistics of stochastically excited Duffing–Rayleigh–Mathieu system

The first-passage statistics of Duffing-Rayleigh- Mathieu system under wide-band colored noise excitations is studied by using stochastic averaging method. The motion equation of the original system is transformed into two time homogeneous diffusion Markovian processes of amplitude and phase after stochastic averaging. The diffusion process method for first-passage problem is used and the corresponding backward Kolmogorov equation and Pontryagin equation are constructed and solved to yield the conditional reliability function and mean first-passage time with suitable initial and boundary conditions. The analytical results are confirmed by Monte Carlo simulation.