The paper studies the parametric stochastic roll motion in the random waves.The differential equation of the ship parametric roll under random wave is established with considering the nonlinear damping and ship speed....The paper studies the parametric stochastic roll motion in the random waves.The differential equation of the ship parametric roll under random wave is established with considering the nonlinear damping and ship speed.Random sea surface is treated as a narrow-band stochastic process,and the stochastic parametric excitation is studied based on the effective wave theory.The nonlinear restored arm function obtained from the numerical simulation is expressed as the approximate analytic function.By using the stochastic averaging method,the differential equation of motion is transformed into Ito’s stochastic differential equation.The steady-state probability density function of roll motion is obtained,and the results are validated with the numerical simulation and model test.展开更多
A stochastic averaging method of quasi integrable and resonant Hamiltonian systems under excitation of fractional Gaussian noise （fGn） with the Hurst index 1/2 〈 H 〈 1 is proposed. First, the definition and the ba...A stochastic averaging method of quasi integrable and resonant Hamiltonian systems under excitation of fractional Gaussian noise （fGn） with the Hurst index 1/2 〈 H 〈 1 is proposed. First, the definition and the basic property of fGn and related fractional Brownian motion （iBm） are briefly introduced. Then, the averaged fractional stochastic differential equations （SDEs） for the first integrals and combinations of angle variables of the associated Hamiltonian systems are derived. The stationary probability density and statistics of the original systems are then obtained approximately by simulating the averaged SDEs numerically. An example is worked out to illustrate the proposed stochastic averaging method. It is shown that the results obtained by using the proposed stochastic averaging method and those from digital simulation of original system agree well.展开更多
In this paper, we investigate an SIS model with treatment and immigration. Firstly, the two-dimensional model is simplified by using the stochastic averaging method. Then, we derive the local stability of the stochast...In this paper, we investigate an SIS model with treatment and immigration. Firstly, the two-dimensional model is simplified by using the stochastic averaging method. Then, we derive the local stability of the stochastic system by computing the Lyapunov exponent of the linearized system. Further, the global stability of the stochastic model is analyzed based on the singular boundary theory. Moreover, we prove that the model undergoes a Hopf bifurcation and a pitchfork bifurcation. Finally, several numerical examples are provided to illustrate the theoretical results. .展开更多
Fluid-conveying pipes generally face combined excitations caused by periodic loads and random noises.Gaussian white noise is a common random noise excitation.This study investigates the random vibration response of a ...Fluid-conveying pipes generally face combined excitations caused by periodic loads and random noises.Gaussian white noise is a common random noise excitation.This study investigates the random vibration response of a simply-supported pipe conveying fluid under combined harmonic and Gaussian white noise excitations.According to the generalized Hamilton’s principle,the dynamic model of the pipe conveying fluid under combined harmonic and Gaussian white noise excitations is established.Subsequently,the averaged stochastic differential equations and Fokker–Planck–Kolmogorov(FPK)equations of the pipe conveying fluid subjected to combined excitations are acquired by the modified stochastic averaging method.The effectiveness of the analysis results is verified through the Monte Carlo method.The effects of fluid speed,noise intensity,amplitude of harmonic excitation,and damping factor on the probability density functions of amplitude,displacement,as well as velocity are discussed in detail.The results show that with an increase in fluid speed or noise intensity,the possible greatest amplitude for the fluid-conveying pipe increases,and the possible greatest displacement and velocity also increase.With an increase in the amplitude of harmonic excitation or damping factor,the possible greatest amplitude for the pipe decreases,and the possible greatest displacement and velocity also decrease.展开更多
This paper investigates the stochastic P-bifurcation(SPB)of a fractionally damped oscillator subjected to additive and multiplicative Gaussian white noise.Variable transformation and the stochastic averaging technique...This paper investigates the stochastic P-bifurcation(SPB)of a fractionally damped oscillator subjected to additive and multiplicative Gaussian white noise.Variable transformation and the stochastic averaging technique are applied to derive the expression of probability density function(PDF)of the system response.Critical conditions of the stochastic bifurcation induced by system parameters are presented based on the change in the number of extreme points of the probability density function.Numerical results are given to show the effectiveness of the proposed approach.Stochastic P-bifurcations for additive and multiplicative noise are studied in detail according to the critical conditions.展开更多
This paper aims to investigate the stochastic response of the van der Pol （VDP） oscillator with two kinds of fractional derivatives under Gaussian white noise excitation. First, the fractional VDP oscillator is repl...This paper aims to investigate the stochastic response of the van der Pol （VDP） oscillator with two kinds of fractional derivatives under Gaussian white noise excitation. First, the fractional VDP oscillator is replaced by an equivalent VDP oscillator without fractional derivative terms by using the generalized harmonic balance technique. Then, the stochastic averaging method is applied to the equivalent VDP oscillator to obtain the analytical solution. Finally, the analytical solutions are validated by numerical results from the Monte Carlo simulation of the original fractional VDP oscillator. The numerical results not only demonstrate the accuracy of the proposed approach but also show that the fractional order, the fractional coefficient and the intensity of Gaussian white noise play important roles in the responses of the fractional VDP oscillator. An interesting phenomenon we found is that the effects of the fractional order of two kinds of fractional derivative items on the fractional stochastic systems are totally contrary.展开更多
The stochastic bifurcation of a generalized Duffing–van der Pol system with fractional derivative under color noise excitation is studied. Firstly, fractional derivative in a form of generalized integral with time-de...The stochastic bifurcation of a generalized Duffing–van der Pol system with fractional derivative under color noise excitation is studied. Firstly, fractional derivative in a form of generalized integral with time-delay is approximated by a set of periodic functions. Based on this work, the stochastic averaging method is applied to obtain the FPK equation and the stationary probability density of the amplitude. After that, the critical parameter conditions of stochastic P-bifurcation are obtained based on the singularity theory. Different types of stationary probability densities of the amplitude are also obtained. The study finds that the change of noise intensity, fractional order, and correlation time will lead to the stochastic bifurcation.展开更多
A strategy is proposed based on the stochastic averaging method for quasi non- integrable Hamiltonian systems and the stochastic dynamical programming principle.The pro- posed strategy can be used to design nonlinear ...A strategy is proposed based on the stochastic averaging method for quasi non- integrable Hamiltonian systems and the stochastic dynamical programming principle.The pro- posed strategy can be used to design nonlinear stochastic optimal control to minimize the response of quasi non-integrable Hamiltonian systems subject to Gaussian white noise excitation.By using the stochastic averaging method for quasi non-integrable Hamiltonian systems the equations of motion of a controlled quasi non-integrable Hamiltonian system is reduced to a one-dimensional av- eraged It stochastic differential equation.By using the stochastic dynamical programming princi- ple the dynamical programming equation for minimizing the response of the system is formulated. The optimal control law is derived from the dynamical programming equation and the bounded control constraints.The response of optimally controlled systems is predicted through solving the FPK equation associated with It stochastic differential equation.An example is worked out in detail to illustrate the application of the control strategy proposed.展开更多
An important functioning mechanism of biological macromolecules is the transition between different conformed states due to thermal fluctuation. In the present paper, a biological macromolecule is modeled as two stran...An important functioning mechanism of biological macromolecules is the transition between different conformed states due to thermal fluctuation. In the present paper, a biological macromolecule is modeled as two strands with side chains facing each other, and its stochastic dynamics including the statistics of stationary motion and the statistics of conformational transition is studied by using the stochastic averaging method for quasi Hamikonian systems. The theoretical results are confirmed with the results from Monte Carlo simulation.展开更多
To enhance the reliability of the stochastically excited structure,it is significant to study the problem of stochastic optimal control for minimizing first-passage failure.Combining the stochastic averaging method wi...To enhance the reliability of the stochastically excited structure,it is significant to study the problem of stochastic optimal control for minimizing first-passage failure.Combining the stochastic averaging method with dynamical programming principle,we study the optimal control for minimizing first-passage failure of multidegrees-of-freedom(MDoF)nonlinear oscillators under Gaussian white noise excitations.The equations of motion of the controlled system are reduced to time homogenous difusion processes by stochastic averaging.The optimal control law is determined by the dynamical programming equations and the control constraint.The backward Kolmogorov(BK)equation and the Pontryagin equation are established to obtain the conditional reliability function and mean first-passage time(MFPT)of the optimally controlled system,respectively.An example has shown that the proposed control strategy can increase the reliability and MFPT of the original system,and the mathematical treatment is also facilitated.展开更多
The PDFs(probability density functions) and probability of a ship rolling under the random parametric and forced excitations were studied by a semi-analytical method. The rolling motion equation of the ship in random ...The PDFs(probability density functions) and probability of a ship rolling under the random parametric and forced excitations were studied by a semi-analytical method. The rolling motion equation of the ship in random oblique waves was established. The righting arm obtained by the numerical simulation was approximately fitted by an analytical function. The irregular waves were decomposed into two Gauss stationary random processes, and the CARMA(2, 1) model was used to fit the spectral density function of parametric and forced excitations. The stochastic energy envelope averaging method was used to solve the PDFs and the probability. The validity of the semi-analytical method was verified by the Monte Carlo method. The C11 ship was taken as an example, and the influences of the system parameters on the PDFs and probability were analyzed. The results show that the probability of ship rolling is affected by the characteristic wave height, wave length, and the heading angle. In order to provide proper advice for the ship’s manoeuvring, the parametric excitations should be considered appropriately when the ship navigates in the oblique seas.展开更多
A stochastic wheelset model with a nonlinear wheel-rail contact relationship is established to investigate the stochastic stability and stochastic bifurcation of the wheelset system with the consideration of the stoch...A stochastic wheelset model with a nonlinear wheel-rail contact relationship is established to investigate the stochastic stability and stochastic bifurcation of the wheelset system with the consideration of the stochastic parametric excitations of equivalent conicity and suspension stiffness.The wheelset is systematized into a onedimensional(1D)diffusion process by using the stochastic average method,the behavior of the singular boundary is analyzed to determine the hunting stability condition of the wheelset system,and the critical speed of stochastic bifurcation is obtained.The stationary probability density and joint probability density are derived theoretically.Based on the topological structure change of the probability density function,the stochastic Hopf bifurcation form and bifurcation condition of the wheelset system are determined.The effects of stochastic factors on the hunting stability and bifurcation characteristics are analyzed,and the simulation results verify the correctness of the theoretical analysis.The results reveal that the boundary behavior of the diffusion process determines the hunting stability of the stochastic wheelset system,and the left boundary characteristic value cL=1 is the critical state of hunting stability.Besides,stochastic D-bifurcation and P-bifurcation will appear in the wheelset system,and the critical speeds of the two kinds of stochastic bifurcation decrease with the increase in the stochastic parametric excitation intensity.展开更多
This paper focuses on the stochastic analysis of a viscoelastic bistable energy harvesting system under colored noise and harmonic excitation, and adopts the time-delayed feedback control to improve its harvesting eff...This paper focuses on the stochastic analysis of a viscoelastic bistable energy harvesting system under colored noise and harmonic excitation, and adopts the time-delayed feedback control to improve its harvesting efficiency. Firstly, to obtain the dimensionless governing equation of the system, the original bistable system is approximated as a system without viscoelastic term by using the stochastic averaging method of energy envelope, and then is further decoupled to derive an equivalent system. The credibility of the proposed method is validated by contrasting the consistency between the numerical and the analytical results of the equivalent system under different noise conditions. The influence of system parameters on average output power is analyzed, and the control effect of the time-delayed feedback control on system performance is compared. The output performance of the system is improved with the occurrence of stochastic resonance(SR). Therefore, the signal-to-noise ratio expression for measuring SR is derived, and the dependence of its SR behavior on different parameters is explored.展开更多
Response and bifurcation of fractional Duffing oscillator under recycling noise and time-delayed feedback control are investigated. Firstly, based on the principle of the minimum mean square error and small time-delay...Response and bifurcation of fractional Duffing oscillator under recycling noise and time-delayed feedback control are investigated. Firstly, based on the principle of the minimum mean square error and small time-delayed approximation and linearize the cubic stiffness term, the fractional derivative is equivalent to a linear combination of damping and restoring forces, and the original system is simplified into an equivalent integer order system. Secondly, the Ito differential equations and one-dimensional Markov process are obtained according to stochastic averaging method, and the stochastic stability and stochastic bifurcation of the system are analyzed. Lastly, through joint probability density function diagram and the stationary probability density function diagram, the stochastic bifurcation behavior of system under the different time-delay, fractional order and noise intensity are discussed respectively, the validity of the theory and the occurrence of bifurcation phenomenon are verified.展开更多
A strategy for time-delayed feedback control optimization of quasi linear systems with random excitation is proposed. First, the stochastic averaging method is used to reduce the dimension of the state space and to de...A strategy for time-delayed feedback control optimization of quasi linear systems with random excitation is proposed. First, the stochastic averaging method is used to reduce the dimension of the state space and to derive the stationary response of the system. Secondly, the control law is assumed to be velocity feedback control with time delay and the unknown control gains are determined by the performance indices. The response of the controlled system is predicted through solving the Fokker-Plank-Kolmogorov equation associated with the averaged Ito equation. Finally, numerical examples are used to illustrate the proposed control method, and the numerical results are confirmed by Monte Carlo simulation .展开更多
Studies on first-passage failure are extended to the multi-degree-of-freedom quasi-non-integrable-Hamiltonian systems under parametric excitations of Gaussian white noises in this paper. By the stochastic averaging me...Studies on first-passage failure are extended to the multi-degree-of-freedom quasi-non-integrable-Hamiltonian systems under parametric excitations of Gaussian white noises in this paper. By the stochastic averaging method of energy envelope, the system's energy can be modeled as a one-dimensional approximate diffusion process by which the classical Pontryagin equation with suitable boundary conditions is applicable to analyzing the statistical moments of the first-passage time of an arbitrary order. An example is studied in detail and some numerical results are given to illustrate the above procedure.展开更多
In this paper,we consider the response analysis of a Duffing-Rayleigh system with fractional derivative under Gaussian white noise excitation.A stochastic averaging procedure for this system is developed by using the ...In this paper,we consider the response analysis of a Duffing-Rayleigh system with fractional derivative under Gaussian white noise excitation.A stochastic averaging procedure for this system is developed by using the generalized harmonic functions.First,the system state is approximated by a diffusive Markov process.Then,the stationary probability densities are derived from the averaged Ito stochastic differential equation of the system.The accuracy of the analytical results is validated by the results from the Monte Carlo simulation of the original system.Moreover,the effects of different system parameters and noise intensity on the response of the system are also discussed.展开更多
A stochastic version of Lotka-Volterra model subjected to real noises is proposed and investigated. The approximate stationary probability densities for both predator and prey are obtained analytically. The original s...A stochastic version of Lotka-Volterra model subjected to real noises is proposed and investigated. The approximate stationary probability densities for both predator and prey are obtained analytically. The original system is firstly transformed to a pair of It6 stochastic differential equations. The It6 formula is then carried out to obtain the It6 stochastic differential equation for the period orbit function. The orbit function is considered as slowly varying process under reasonable assumptions. By applying the stochastic averaging method to the orbit function in one period, the averaged It6 stochastic differential equation of the motion orbit and the corresponding Fokker-Planck equation are derived. The probability density functions of the two species are thus formulated. Finally, a classical real noise model is given as an example to show the proposed approximate method. The accuracy of the proposed procedure is verified by Monte Carlo simulation.展开更多
The present work is concerned with the behavior of the second bifurcation of a Hopf bifurcation system excited by white-noise. It is found that the intervention of noises induces a drift of the bifurcation point along...The present work is concerned with the behavior of the second bifurcation of a Hopf bifurcation system excited by white-noise. It is found that the intervention of noises induces a drift of the bifurcation point along with the subtantial change in bifurcation type.展开更多
The nonstationary probability densities of system response of a single-degree- of-freedom system with lightly nonlinear damping and strongly nonlinear stiffness subject to modulated white noise excitation are studied....The nonstationary probability densities of system response of a single-degree- of-freedom system with lightly nonlinear damping and strongly nonlinear stiffness subject to modulated white noise excitation are studied. Using the stochastic averaging method based on the generalized harmonic functions, the averaged Fokl^er-Planck-Kolmogorov equation governing the nonstationary probability density of the amplitude is derived. The solution of the equation is approximated by the series expansion in terms of a set of properly selected basis functions with time-dependent coefficients. According to the Galerkin method, the time-dependent coefficients can be solved from a set of first-order linear differential equations. Then, the semi-analytical formulae of the nonstationary probability density of the amplitude response as well as the nonstationary probability density of the state response and the statistic moments of the amplitude response can be obtained. A van der Pol-Duffing oscillator subject to modulated white noise is given as an example to illustrate the proposed procedures. The effects of the system parameters, such as the linear damping coefficient and the nonlinear stiffness coefficient, on the system response are discussed.展开更多
基金the State Administration of Science,Technology and Industry for National Defense of China(Grant No.B2420132001).
文摘The paper studies the parametric stochastic roll motion in the random waves.The differential equation of the ship parametric roll under random wave is established with considering the nonlinear damping and ship speed.Random sea surface is treated as a narrow-band stochastic process,and the stochastic parametric excitation is studied based on the effective wave theory.The nonlinear restored arm function obtained from the numerical simulation is expressed as the approximate analytic function.By using the stochastic averaging method,the differential equation of motion is transformed into Ito’s stochastic differential equation.The steady-state probability density function of roll motion is obtained,and the results are validated with the numerical simulation and model test.
基金supported by the National Natural Science Foundation of China under grants nos.:11272279,11321202 and 11432012
文摘A stochastic averaging method of quasi integrable and resonant Hamiltonian systems under excitation of fractional Gaussian noise （fGn） with the Hurst index 1/2 〈 H 〈 1 is proposed. First, the definition and the basic property of fGn and related fractional Brownian motion （iBm） are briefly introduced. Then, the averaged fractional stochastic differential equations （SDEs） for the first integrals and combinations of angle variables of the associated Hamiltonian systems are derived. The stationary probability density and statistics of the original systems are then obtained approximately by simulating the averaged SDEs numerically. An example is worked out to illustrate the proposed stochastic averaging method. It is shown that the results obtained by using the proposed stochastic averaging method and those from digital simulation of original system agree well.
文摘In this paper, we investigate an SIS model with treatment and immigration. Firstly, the two-dimensional model is simplified by using the stochastic averaging method. Then, we derive the local stability of the stochastic system by computing the Lyapunov exponent of the linearized system. Further, the global stability of the stochastic model is analyzed based on the singular boundary theory. Moreover, we prove that the model undergoes a Hopf bifurcation and a pitchfork bifurcation. Finally, several numerical examples are provided to illustrate the theoretical results. .
基金supported by the National Natural Science Foundation of China(Nos.12272211 and 12072181).
文摘Fluid-conveying pipes generally face combined excitations caused by periodic loads and random noises.Gaussian white noise is a common random noise excitation.This study investigates the random vibration response of a simply-supported pipe conveying fluid under combined harmonic and Gaussian white noise excitations.According to the generalized Hamilton’s principle,the dynamic model of the pipe conveying fluid under combined harmonic and Gaussian white noise excitations is established.Subsequently,the averaged stochastic differential equations and Fokker–Planck–Kolmogorov(FPK)equations of the pipe conveying fluid subjected to combined excitations are acquired by the modified stochastic averaging method.The effectiveness of the analysis results is verified through the Monte Carlo method.The effects of fluid speed,noise intensity,amplitude of harmonic excitation,and damping factor on the probability density functions of amplitude,displacement,as well as velocity are discussed in detail.The results show that with an increase in fluid speed or noise intensity,the possible greatest amplitude for the fluid-conveying pipe increases,and the possible greatest displacement and velocity also increase.With an increase in the amplitude of harmonic excitation or damping factor,the possible greatest amplitude for the pipe decreases,and the possible greatest displacement and velocity also decrease.
基金This work was supported by the National Natural Science Foundation of China(Grants 12002089,11902081 and 11872305).
文摘This paper investigates the stochastic P-bifurcation(SPB)of a fractionally damped oscillator subjected to additive and multiplicative Gaussian white noise.Variable transformation and the stochastic averaging technique are applied to derive the expression of probability density function(PDF)of the system response.Critical conditions of the stochastic bifurcation induced by system parameters are presented based on the change in the number of extreme points of the probability density function.Numerical results are given to show the effectiveness of the proposed approach.Stochastic P-bifurcations for additive and multiplicative noise are studied in detail according to the critical conditions.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.11472212,11532011,and 11502201)
文摘This paper aims to investigate the stochastic response of the van der Pol （VDP） oscillator with two kinds of fractional derivatives under Gaussian white noise excitation. First, the fractional VDP oscillator is replaced by an equivalent VDP oscillator without fractional derivative terms by using the generalized harmonic balance technique. Then, the stochastic averaging method is applied to the equivalent VDP oscillator to obtain the analytical solution. Finally, the analytical solutions are validated by numerical results from the Monte Carlo simulation of the original fractional VDP oscillator. The numerical results not only demonstrate the accuracy of the proposed approach but also show that the fractional order, the fractional coefficient and the intensity of Gaussian white noise play important roles in the responses of the fractional VDP oscillator. An interesting phenomenon we found is that the effects of the fractional order of two kinds of fractional derivative items on the fractional stochastic systems are totally contrary.
基金Project supported by the National Natural Science Foundation of China(Grant No.11302157)the Natural Science Basic Research Plan in Shaanxi Province of China(Grant No.2015JM1028)+1 种基金the Fundamental Research Funds for the Central Universities,China(Grant No.JB160706)Chinese–Serbian Science and Technology Cooperation for the Years 2015-2016(Grant No.3-19)
文摘The stochastic bifurcation of a generalized Duffing–van der Pol system with fractional derivative under color noise excitation is studied. Firstly, fractional derivative in a form of generalized integral with time-delay is approximated by a set of periodic functions. Based on this work, the stochastic averaging method is applied to obtain the FPK equation and the stationary probability density of the amplitude. After that, the critical parameter conditions of stochastic P-bifurcation are obtained based on the singularity theory. Different types of stationary probability densities of the amplitude are also obtained. The study finds that the change of noise intensity, fractional order, and correlation time will lead to the stochastic bifurcation.
基金Project supported by the National Natural Science Foundation of China(No.19972059).
文摘A strategy is proposed based on the stochastic averaging method for quasi non- integrable Hamiltonian systems and the stochastic dynamical programming principle.The pro- posed strategy can be used to design nonlinear stochastic optimal control to minimize the response of quasi non-integrable Hamiltonian systems subject to Gaussian white noise excitation.By using the stochastic averaging method for quasi non-integrable Hamiltonian systems the equations of motion of a controlled quasi non-integrable Hamiltonian system is reduced to a one-dimensional av- eraged It stochastic differential equation.By using the stochastic dynamical programming princi- ple the dynamical programming equation for minimizing the response of the system is formulated. The optimal control law is derived from the dynamical programming equation and the bounded control constraints.The response of optimally controlled systems is predicted through solving the FPK equation associated with It stochastic differential equation.An example is worked out in detail to illustrate the application of the control strategy proposed.
基金Project supported by the National Natural Science Foundation of China (No.10332030)the Specialized Research Fund for the Doc- toral Program of Higher Education of China (No.20060335125)the National Science Foundation for Post-doctoral Scientists of China (No.20060390338)
文摘An important functioning mechanism of biological macromolecules is the transition between different conformed states due to thermal fluctuation. In the present paper, a biological macromolecule is modeled as two strands with side chains facing each other, and its stochastic dynamics including the statistics of stationary motion and the statistics of conformational transition is studied by using the stochastic averaging method for quasi Hamikonian systems. The theoretical results are confirmed with the results from Monte Carlo simulation.
基金the National Natural Science Foundation of China(Nos.11272201,11132007 and 10802030)
文摘To enhance the reliability of the stochastically excited structure,it is significant to study the problem of stochastic optimal control for minimizing first-passage failure.Combining the stochastic averaging method with dynamical programming principle,we study the optimal control for minimizing first-passage failure of multidegrees-of-freedom(MDoF)nonlinear oscillators under Gaussian white noise excitations.The equations of motion of the controlled system are reduced to time homogenous difusion processes by stochastic averaging.The optimal control law is determined by the dynamical programming equations and the control constraint.The backward Kolmogorov(BK)equation and the Pontryagin equation are established to obtain the conditional reliability function and mean first-passage time(MFPT)of the optimally controlled system,respectively.An example has shown that the proposed control strategy can increase the reliability and MFPT of the original system,and the mathematical treatment is also facilitated.
基金financially supported by the Project of"Nonlinear Wave Excitation and Response of Surface Vehicle"(Grant No.B2420132001)the Natural Science Foundation of Tianjin(Grant No.15JCQNJC07700)
文摘The PDFs(probability density functions) and probability of a ship rolling under the random parametric and forced excitations were studied by a semi-analytical method. The rolling motion equation of the ship in random oblique waves was established. The righting arm obtained by the numerical simulation was approximately fitted by an analytical function. The irregular waves were decomposed into two Gauss stationary random processes, and the CARMA(2, 1) model was used to fit the spectral density function of parametric and forced excitations. The stochastic energy envelope averaging method was used to solve the PDFs and the probability. The validity of the semi-analytical method was verified by the Monte Carlo method. The C11 ship was taken as an example, and the influences of the system parameters on the PDFs and probability were analyzed. The results show that the probability of ship rolling is affected by the characteristic wave height, wave length, and the heading angle. In order to provide proper advice for the ship’s manoeuvring, the parametric excitations should be considered appropriately when the ship navigates in the oblique seas.
基金Project supported by the National Natural Science Foundation of China(Nos.11790282,12172235,12072208,and 52072249)the Opening Foundation of State Key Laboratory of Shijiazhuang Tiedao University of China(No.ZZ2021-13)。
文摘A stochastic wheelset model with a nonlinear wheel-rail contact relationship is established to investigate the stochastic stability and stochastic bifurcation of the wheelset system with the consideration of the stochastic parametric excitations of equivalent conicity and suspension stiffness.The wheelset is systematized into a onedimensional(1D)diffusion process by using the stochastic average method,the behavior of the singular boundary is analyzed to determine the hunting stability condition of the wheelset system,and the critical speed of stochastic bifurcation is obtained.The stationary probability density and joint probability density are derived theoretically.Based on the topological structure change of the probability density function,the stochastic Hopf bifurcation form and bifurcation condition of the wheelset system are determined.The effects of stochastic factors on the hunting stability and bifurcation characteristics are analyzed,and the simulation results verify the correctness of the theoretical analysis.The results reveal that the boundary behavior of the diffusion process determines the hunting stability of the stochastic wheelset system,and the left boundary characteristic value cL=1 is the critical state of hunting stability.Besides,stochastic D-bifurcation and P-bifurcation will appear in the wheelset system,and the critical speeds of the two kinds of stochastic bifurcation decrease with the increase in the stochastic parametric excitation intensity.
基金Project supported by the National Natural Science Foundation of China (Grant No. 11902081)the Science and Technology Projects of Guangzhou (Grant No. 202201010326)the Guangdong Provincial Basic and Applied Basic Research Foundation (Grant No. 2023A1515010833)。
文摘This paper focuses on the stochastic analysis of a viscoelastic bistable energy harvesting system under colored noise and harmonic excitation, and adopts the time-delayed feedback control to improve its harvesting efficiency. Firstly, to obtain the dimensionless governing equation of the system, the original bistable system is approximated as a system without viscoelastic term by using the stochastic averaging method of energy envelope, and then is further decoupled to derive an equivalent system. The credibility of the proposed method is validated by contrasting the consistency between the numerical and the analytical results of the equivalent system under different noise conditions. The influence of system parameters on average output power is analyzed, and the control effect of the time-delayed feedback control on system performance is compared. The output performance of the system is improved with the occurrence of stochastic resonance(SR). Therefore, the signal-to-noise ratio expression for measuring SR is derived, and the dependence of its SR behavior on different parameters is explored.
基金Supported by the National Natural Science Foundation of China(61863022)the Key Project of Gansu Province Natural Science Foundation(23JRRA882)。
文摘Response and bifurcation of fractional Duffing oscillator under recycling noise and time-delayed feedback control are investigated. Firstly, based on the principle of the minimum mean square error and small time-delayed approximation and linearize the cubic stiffness term, the fractional derivative is equivalent to a linear combination of damping and restoring forces, and the original system is simplified into an equivalent integer order system. Secondly, the Ito differential equations and one-dimensional Markov process are obtained according to stochastic averaging method, and the stochastic stability and stochastic bifurcation of the system are analyzed. Lastly, through joint probability density function diagram and the stationary probability density function diagram, the stochastic bifurcation behavior of system under the different time-delay, fractional order and noise intensity are discussed respectively, the validity of the theory and the occurrence of bifurcation phenomenon are verified.
基金the National Natural Science Foundation of China (10772159)Specialized Research Fund for the Doctoral Program of Higher Education of China (20060335125)
文摘A strategy for time-delayed feedback control optimization of quasi linear systems with random excitation is proposed. First, the stochastic averaging method is used to reduce the dimension of the state space and to derive the stationary response of the system. Secondly, the control law is assumed to be velocity feedback control with time delay and the unknown control gains are determined by the performance indices. The response of the controlled system is predicted through solving the Fokker-Plank-Kolmogorov equation associated with the averaged Ito equation. Finally, numerical examples are used to illustrate the proposed control method, and the numerical results are confirmed by Monte Carlo simulation .
基金The project supported by the Post-Doctoral Foundation of China
文摘Studies on first-passage failure are extended to the multi-degree-of-freedom quasi-non-integrable-Hamiltonian systems under parametric excitations of Gaussian white noises in this paper. By the stochastic averaging method of energy envelope, the system's energy can be modeled as a one-dimensional approximate diffusion process by which the classical Pontryagin equation with suitable boundary conditions is applicable to analyzing the statistical moments of the first-passage time of an arbitrary order. An example is studied in detail and some numerical results are given to illustrate the above procedure.
基金supported by the National Natural Science Foundation of China(Grant Nos.11172233,11302170,and 11302171)the Natural Science Foundation of Shaanxi Province,China(Grant Nos.2014JQ 1001)
文摘In this paper,we consider the response analysis of a Duffing-Rayleigh system with fractional derivative under Gaussian white noise excitation.A stochastic averaging procedure for this system is developed by using the generalized harmonic functions.First,the system state is approximated by a diffusive Markov process.Then,the stationary probability densities are derived from the averaged Ito stochastic differential equation of the system.The accuracy of the analytical results is validated by the results from the Monte Carlo simulation of the original system.Moreover,the effects of different system parameters and noise intensity on the response of the system are also discussed.
基金Supported by the National Natural Science Foundation of China under Grant Nos.11172233,10932009,61171155Natural Science Foundation of Shannxi Province under Grant No.2012JM8010the Doctorate Foundation of Northwestern Polytechnical University under Grant No.CX201215
文摘A stochastic version of Lotka-Volterra model subjected to real noises is proposed and investigated. The approximate stationary probability densities for both predator and prey are obtained analytically. The original system is firstly transformed to a pair of It6 stochastic differential equations. The It6 formula is then carried out to obtain the It6 stochastic differential equation for the period orbit function. The orbit function is considered as slowly varying process under reasonable assumptions. By applying the stochastic averaging method to the orbit function in one period, the averaged It6 stochastic differential equation of the motion orbit and the corresponding Fokker-Planck equation are derived. The probability density functions of the two species are thus formulated. Finally, a classical real noise model is given as an example to show the proposed approximate method. The accuracy of the proposed procedure is verified by Monte Carlo simulation.
文摘The present work is concerned with the behavior of the second bifurcation of a Hopf bifurcation system excited by white-noise. It is found that the intervention of noises induces a drift of the bifurcation point along with the subtantial change in bifurcation type.
基金Project supported by the National Natural Science Foundation of China(No.11025211)the Zhejiang Provincial Natural Science Foundation of China(No.Z6090125)the Special Fund for National Excellent Ph.D.Dissertation and Research Grant Council of Hong Kong City(No.U115807)
文摘The nonstationary probability densities of system response of a single-degree- of-freedom system with lightly nonlinear damping and strongly nonlinear stiffness subject to modulated white noise excitation are studied. Using the stochastic averaging method based on the generalized harmonic functions, the averaged Fokl^er-Planck-Kolmogorov equation governing the nonstationary probability density of the amplitude is derived. The solution of the equation is approximated by the series expansion in terms of a set of properly selected basis functions with time-dependent coefficients. According to the Galerkin method, the time-dependent coefficients can be solved from a set of first-order linear differential equations. Then, the semi-analytical formulae of the nonstationary probability density of the amplitude response as well as the nonstationary probability density of the state response and the statistic moments of the amplitude response can be obtained. A van der Pol-Duffing oscillator subject to modulated white noise is given as an example to illustrate the proposed procedures. The effects of the system parameters, such as the linear damping coefficient and the nonlinear stiffness coefficient, on the system response are discussed.
