Approximations of spectra of Schrödinger operators with complex potentials on ℝd

We study spectral approximations of Schrödinger operators T = ?Δ+Q with complex potentials on Ω = ?^d, or exterior domains Ω??^d, by domain truncation. Our weak assumptions cover wide classes of potentials Q for which T has discrete spectrum, of approximating domains Ω_n, and of boundary conditions on ?Ω_n such as mixed Dirichlet/Robin type. In particular, Re Q need not be bounded from below and Q may be singular. We prove generalized norm resolvent convergence and spectral exactness, i.e. approximation of all eigenvalues of T by those of the truncated operators T_n without spectral pollution. Moreover, we estimate the eigenvalue convergence rate and prove convergence of pseudospectra. Numerical computations for several examples, such as complex harmonic and cubic oscillators for d = 1,2,3, illustrate our results.     

Fixed Final Time Optimal Control via Simple Cell Mapping

A cell mapping strategy based on Bellman'sPrinciple of optimality (BP) is proposed to solve the fixed final time optimalcontrol of strongly nonlinear systems with state and control bounds. Thefixed final time problem is transformed into a fixed final time-fixed finalstate optimal control problem by reversing the time. This transformationallows to solve the problem in the framework of the BP. Backward searchingalgorithms within the cell mapping context are used to obtain the solution ofthe new problem. This approach reduces considerably the computational effortrequired for the original problem when it is solved by a forward searchingapproach. The vibration control problem of damped and undamped variablestiffness oscillators with bounded stiffness tuning range is studied todemonstrate the effectiveness of the approach. A numerical study on theconvergence of the method is also presented.     

Log-likelihood maximization and response surface in reliability assessment

Nonlinear dynamics problems can generally be solved only in a numerical way. This prevents from a direct application of standard reliability methods. A technique which makes use of iterated response-surface analytical approximations of the system performance function was therefore proposed in view of reliability assessment. The limitation of this technique was of working in a standard normalized space, so that appropriate space transformations are preliminarly required.This paper shows how this response-surface iterative scheme can also be used in the original space of the random variables, provided a maximum log-likelihood constrained optimization problem is solved. Moreover, asymptotic theory also provides a better estimate of the probability of failure of the dynamical system against any assigned limit state.     

A Wavelet-Balance Method to Investigate the Vibrations of Nonlinear Dynamical Systems

The scope of this paper is to introduce a new wavelet-balanceprocedure allowing to give a genuine time-scale representation ofvibrations of nonlinear dynamical systems by adopting a waveletmultiresolution approach. In a former paper, a wavelet-Galerkinoriented procedure was developed to analyze vibrations of lineartime-periodic systems. The topic is here to extend the process tothe nonlinear case using a perturbation technique. The underlyingidea consists in successively balancing the linearized equationsof motion into wavelet spaces with increasing resolution scales.Here we demonstrate the wavelet-balance procedure may accuratelyexhibit both transient and stationary vibrations of any nonlinearproblem in general, whatever smooth nonlinearity shape or externalforcing may be. In addition, wavelets inherit of fairly goodtime-frequency localization properties that are likely to permitthe investigation of strong nonlinear problems. Numericalexperiments achieved on a well known Duffing oscillator involvinga cubic nonlinearity then illustrate the procedure. Simulationsattest the relevance of the method by comparison with eitherpurely numerical results obtained with a Runge–Kutta integrationscheme or with an analytical study based on the multiple scalesmethod. We demonstrate that this semi-analytical semi-numericalperturbation method permits to capture stable limit cycles of theDuffing oscillator and its related amplitude spectrum response orstill responses to pulse-like excitations. Finally, key propertiesof the method are discussed and future prospective works areoutlined.     

Bifurcation Analysis of Parametrically Excited Rayleigh–Liénard Oscillators

A parametrically excited Rayleigh–Liénard oscillator is investigatedby an asymptotic perturbation method based on Fourier expansion and timerescaling. Two coupled equations for the amplitude and the phase ofsolutions are derived and the stability of steady-state periodic solutionsas well as parametric excitation-response and frequency-response curvesare determined. Comparison with the parametrically excited Liénardoscillator is performed and analytic approximate solutions are checkedusing numerical integration. Dulac's criterion, thePoincaré–Bendixson theorem, and energy considerations are used in order to study the existence and characteristics of limit cycles of the twocoupled equations. A limit cycle corresponds to a modulated motion forthe Rayleigh–Liénard oscillator. Modulated motion can be also obtainedfor very low values of the parametric excitation, and in this case, anapproximate analytic solution is easily constructed. If the parametricexcitation is increased, an infinite-period bifurcation is observed because the modulation period lengthens and becomes infinite, while themodulation amplitude remains finite and suddenly the attractor settlesdown into a periodic motion. Floquet's theory is used to evaluatethe stability of the periodic solutions, and in certain cases,symmetry-breaking bifurcations are predicted. Numerical simulationsconfirm this scenario and detect chaos and unbounded motions in theinstability regions of the periodic solutions.     

Effects of Multi Global Bifurcations on Basin Organization,Catastrophes and Final Outcomes in a Driven Nonlinear Oscillator at the 2T-Subharmonic Resonance

The behavior of the escape driven oscillator at the 2T-periodic subharmonic resonance is considered, and the mechanism of generating different fractal patterns of the basins of attraction of coexisting attractors, as well as its effects on the unpredictable asymptotic system behaviors, are the main points of interest. The analysis is based on the numerical study of the sudden qualitative changes of the structure of basin-phase portraits, the changes implied by multi global bifurcations. Attention is focused on two qualitatively different regions of control space: the region prior to the subcritical flip bifurcation, where all three attractors (2T-periodic, T-periodic and the attractor at infinity) coexist, and the region after the bifurcation, where only two attractors (2T-periodic and the attractor at infinity) coexist. In particular, the concept of the global (homoclinic and heteroclinic) bifurcations is extended to the latter region, where the arising flip saddle (instead of the direct saddle) is involved in the events. The possible forms of unpredictable outcomes, which arise in both regions of control parameters, are pointed out.     

Analysis of Hopf and Takens–Bogdanov Bifurcations in a Modified van der Pol–Duffing Oscillator

We analyze a modified van der Pol–Duffing electronic circuit, modeled by a tridimensional autonomous system of differential equations with Z₂-symmetry. Linear codimension-one and two bifurcations of equilibria give rise to several dynamical behaviours, including periodic, homoclinic and heteroclinic orbits. The local analysis provides, in first approximation, the different bifurcation sets. These local results are used as a guide to apply the adequate numerical methods to obtain a global understanding of the bifurcation sets. The study of the normal form of the Hopf bifurcation shows the presence of cusps of saddle-node bifurcations of periodic orbits. The existence of a codimension-four Hopf bifurcation is also pointed out. In the case of the Takens–Bogdanov bifurcation, several degenerate situations of codimension-three are analyzed in both homoclinic and heteroclinic cases. The existence of a Hopf–Shil'nikov singularity is also shown.     

有界噪声激励下单摆-谐振子系统的混沌运动

研究了具有同宿轨道和周期轨道的可积单摆-谐振子系统在弱Hamilton摄动(即弱耦合摄动)和弱非Hamilton摄动(即阻尼和有界噪声微扰)下的混沌运动．用Melnikov方程预测Hamilton系统中可能存在混沌运动的参数域，并用Poincare截面验证解析结果．用数值方法计算了有阻尼与有界噪声激励下系统的最大Lyapun0V指数和Poincare截面，结果表明有界噪声在频率上的扩散减小了引发系统产生混沌运动的效应。     

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.     

Parametric Excitation for Two Internally Resonant van der Pol Oscillators

The response of a system of two nonlinearly coupled van der Poloscillators to a principal parametric excitation in the presence ofone-to-one internal resonance is investigated. The asymptoticperturbation method is applied to derive the slow flow equationsgoverning the modulation of the amplitudes and the phases of the twooscillators. These equations are used to determine steady-stateresponses, corresponding to a periodic motion for the starting system(synchronisation), and parametric excitation-response andfrequency-response curves. Energy considerations are used to studyexistence and characteristics of limit cycles of the slow flowequations. A limit cycle corresponds to a two-period amplitude- andphase-modulated motion for the van der Pol oscillators. Two-periodmodulated motion is also possible for very low values of the parametricexcitation and an approximate analytic solution is constructed for thiscase. If the parametric excitation increases, the oscillation period ofthe modulations becomes infinite and an infinite-period bifurcationsoccur. Analytical results are checked with numerical simulations.