| 双稳系统在周期激励及噪声干扰作用下的数值模拟研究 |
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| 引用本文： | 陈炎,吴淇泰.双稳系统在周期激励及噪声干扰作用下的数值模拟研究[J].计算物理,1995,12(1):1-9. |
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| 作者姓名： | 陈炎 吴淇泰 |
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| 作者单位： | 1. 华南理工大学力学系, 广州 510641;2. 浙江大学力学系, 杭州 310027 |
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| 摘 要： | 利用Monte Carlor方法(MCM),对周期激励及噪声干扰作用下双稳系统的性态进行研究.获得了系统周期形式的非平稳概率分布及位移-速度联合分布.发现它们与系统势能的某些拓扑关系,在鞍点及力场零点附近的空洞(hole),在时间方向上的分叉.对跳跃和信号强度随参数变化的关系也进行了探讨.
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| 关 键 词： | MCM 概率流 联合分布 Fokker-Plank方程(FPE) 随机微分方程 分叉 空洞 跳跃 非自治非线性随机系统(NANLSS) |
| 收稿时间： | 1992-06-06 |
| 修稿时间： | 1994-06-14 |
PERIODICALLY MODULATED BISTABLE SYSTEM WITH NOISE |
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| Chen Yan,Wu Qitai.PERIODICALLY MODULATED BISTABLE SYSTEM WITH NOISE[J].Chinese Journal of Computational Physics,1995,12(1):1-9. |
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| Authors: | Chen Yan Wu Qitai |
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| Institution: | 1. Dep. of Mechanics, Huanan Instititute of Technology, Guangzhou 510641;2. Dep. of Mechanics, Zhejiang University, Hangzhou 310027 |
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| Abstract: | By using Monte Carlo Method, the characteristics of bistable dynamics system under the influence of periode and noise force are analyzed. The period non-stationary probability and the joint probability distribution for the system are acquired. Some topological relations among them and the force field and potential, the hole near the saddle point and force zero-point, and the "time bifurcation" are found. The jump characteristic and the signal intensity changing with parameter arealso discussed. |
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| Keywords: | Monte Carlo method Probability flow joint probability distribution Fokker-Plank equation (FPE) stochastic differential equation bifurcation hole jump non-autonomous nonlinear stochastic system (NAMLSS) |
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