Non-Linear Self-Excited Random Vibrations and Stability of an SDOF System with Parametric Noises

Abstract. The paper presents the solution to the properties of stochastic response of a system with random parametric noises, which is prone to the loss of aerodynamical stability. The system is described by an equation of van der Pol type with the negative linear, and with the positive cubic dampings. The coefficients of the linear damping and of the stiffness include the multiplicative random perturbations, the external excitation being given as a sum of a deterministic function and of an additive perturbation. All three input random processes are supposed to be Gaussian and centered, with the non-zero mutual stochastic parameters, as it corresponds to the properties of real systems. The solution has been based on the method of stochastic linearisation and of the subsequent solution of the Fokker–Planck–Kolmogorov equation in the sense of the first and second stochastic moments for the transient and stationary states. There have been demonstrated several effects, which are typical for systems with parametric noises, differentiating them from the systems with constant coefficients. The principal attention has been devoted to the properties of the spectral density of the response, the character of which changes abruptly with the degree of non-linearity of the damping and of the level of random perturbations.Sommario. La presente memoria studia le proprietà della risposta stocastica di un sistema con eccitazione casuale parametrica, che tende alla perdita della stabilità aerodinamica. Il sistema è descritto mediante un'equazione del tipo di van der Pole con il termine lineare dello smorzamento negativo e il termine cubico positivo. Poichá l'eccitazione esterna è la somma di una funzione deterministica e di una perturbazione additiva, i coefficienti dello smorzamento lineare e della rigidezza comprendono le perturbazioni casuali moltiplicative. I tre processi stocastici di eccitazione sono assunti gaussiani e a media nulla con parametri stocastici incrociati diversi da zero, come si verifica per le proprietà dei sistemi reali. La soluzione è basata sul metodo della linearizzazione stocastica e della successiva soluzione dell'equazione di Fokker-Planck-Kolmogorov studiando i primi e i secondi momenti statistici per gli stati transitori e stazionari. Vengono mostrati diversi effetti, tipici dei sistemi con eccitazione parametrica, differenziandoli dai sistemi a coefficienti costanti. Particolare attenzione è rivolta alle proprietà della densità spettrale della risposta le cui caratteristiche cambiano bruscamente con il grado di non linearità dello smorzamento e del livello di casualità delle perturbazioni.     

Numerical study of wave processes in a pressure-wave refrigerator

The paper provides some results concerning the numerical study of the strongly transient gasdynamic processes in a pressure-wave refrigerator (PWR). A hierarchical set of numerical models from the simplest one-dimensional to a fully three-dimensional formulation is introduced. The computations show that one-dimensional solutions give a reasonable foundation for the understanding of PWR operational principles but cannot satisfactorily predict the refrigeration efficiency. Good agreement with experiment is achieved by considering two- and three-dimensional effects of gas mixing by overlap of rotating nozzles and expansion tubes. Received Received 14 February 1996 / Accepted 1 June 1996     

Stability of noisy nonlinear auto-parametric systems

The purpose of this work is to examine the stationary motion and stability properties of stationary motion of two degree-of-freedom noisy auto-parametric systems We shall use analytical techniques to extend the existing results to examine such multi-dimensional nonlinear systems with noise, and in particular additive white noise. We obtain an approximation for the top Lyapunov exponent, the exponential growth rate, of the response of the so-called single-mode stationary motion. We show analytically that the top Lyapunov exponent is positive, and for small values of noise intensity ɛ and dissipation ɛ² the exponent grows in proportion with ɛ^2/3.     

A Galerkin Approach for Power Spectrum Determination of Nonlinear Oscillators

A numerical method to estimate spectral properties of nonlinear oscillators with random input is presented. The stationary system response is expanded into a trigonometric Fourier series. A set of nonlinear algebraic equations, solved by Newtons method, leads to the determination of the unknown Fourier series coefficients of single samples of the response process. For cubic polynomial nonlinearities, closed-form expressions are used to find the nonlinear terms at each step of the solution scheme. Further, a simple procedure yields an approximation of an arbitrary nonlinearity by a cubic polynomial. Power spectral density estimates for the response process are constructed by averaging the square modulus of the computed Fourier coefficients over various samples or by means of well-established smoothing techniques of spectral analysis. Two applications are presented illustrating the effectiveness of the method as compared to statistical linearization and digital Monte-Carlo simulation.     

Doping Effects in Cluster‐Mediated Bond Activation

Gas‐phase investigations of judiciously doped oxide clusters permit to address fundamental challenges related to, for example, the low‐temperature oxidation of CO or the selective conversion of hydrocarbons. Modifying the size and composition of a free cluster in a controlled way enables the modification of local charge effects and of spin states, and spectroscopic studies in combination with computational work help to identify the active site of a catalyst and to unravel mechanistic details. Also, the interplay of the support material with the reactive part of a composite catalyst cluster can be addressed. Examples will be presented demonstrating how and why the gas‐phase reactivities of heteronuclear clusters, in comparison with their homonuclear counterparts, toward small, generally rather inert molecules can be increased, decreased, or not significantly affected.     

城镇职工养老保险随机模型研究

构建了包含个人、企业、政府等市场参与者相互制衡的城镇职工养老保险随机模型,该模型涉及了储蓄、工作期消费、个人养老金账户、工资、退休后消费共5个随机变量;利用ITo引理证明了随机微分方程解的存在性,唯一性,利用2010-2014年中国有关宏观数据,对5个变量进行了动态模拟,并对部分参数变动对模型的影响进行分析,得出了储蓄替代率和人口出生率与两期消费正相关,两者的小范围变动不会影响两期消费的趋势等结论.