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STOCHASTIC BOUNDARY ELEMENT METHODS FOR 3D PROBLEMS WITH BODY FORCES AND ITS APPLICATION IN RELIABILITY OF TURBINE DISKS
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作者 温卫东 康继东 孙晓玲 《Transactions of Nanjing University of Aeronautics and Astronautics》 EI 1995年第2期143-148,共6页
The stochastic boundary element method(SBEM)is developed in this paper for 3D problems with body forces and reliability analysis of engineering structures.The integral equations of SBEM are established by the approach... The stochastic boundary element method(SBEM)is developed in this paper for 3D problems with body forces and reliability analysis of engineering structures.The integral equations of SBEM are established by the approach of partial derivation with respect to stochastic variables,considering the yield limit,rotation speeds and material density to be the fundamental stochastic variables.Through analyzing a numerical example and a turbo-disk of an aeroengine,the results show that the method developed is successful. 展开更多
关键词 boundary element stochastic method STRENGTH RELIABILITY numerical analysis
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Numerical comparison of three stochastic methods for nonlinear PN junction problems
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作者 Wenqi YAO Tiao LU 《Frontiers of Mathematics in China》 SCIE CSCD 2014年第3期659-698,共40页
We apply the Monte Carlo, stochastic Galerkin, and stochastic collocation methods to solving the drift-diffusion equations coupled with the Poisson equation arising in semiconductor devices with random rough surfaces.... We apply the Monte Carlo, stochastic Galerkin, and stochastic collocation methods to solving the drift-diffusion equations coupled with the Poisson equation arising in semiconductor devices with random rough surfaces. Instead of dividing the rough surface into slices, we use stochastic mapping to transform the original deterministic equations in a random domain into stochastic equations in the corresponding deterministic domain. A finite element discretization with the help of AFEPack is applied to the physical space, and the equations obtained are solved by the approximate Newton iterative method. Comparison of the three stochastic methods through numerical experiment on different PN junctions are given. The numerical results show that, for such a complicated nonlinear problem, the stochastic Galerkin method has no obvious advantages on efficiency except accuracy over the other two methods, and the stochastic collocation method combines the accuracy of the stochastic Galerkin method and the easy implementation of the Monte Carlo method. 展开更多
关键词 stochastic partial differential equation stochastic Galerkin method stochastic collocation method Monte Carlo method
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Almost Sure Convergence of Proximal Stochastic Accelerated Gradient Methods
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作者 Xin Xiang Haoming Xia 《Journal of Applied Mathematics and Physics》 2024年第4期1321-1336,共16页
Proximal gradient descent and its accelerated version are resultful methods for solving the sum of smooth and non-smooth problems. When the smooth function can be represented as a sum of multiple functions, the stocha... Proximal gradient descent and its accelerated version are resultful methods for solving the sum of smooth and non-smooth problems. When the smooth function can be represented as a sum of multiple functions, the stochastic proximal gradient method performs well. However, research on its accelerated version remains unclear. This paper proposes a proximal stochastic accelerated gradient (PSAG) method to address problems involving a combination of smooth and non-smooth components, where the smooth part corresponds to the average of multiple block sums. Simultaneously, most of convergence analyses hold in expectation. To this end, under some mind conditions, we present an almost sure convergence of unbiased gradient estimation in the non-smooth setting. Moreover, we establish that the minimum of the squared gradient mapping norm arbitrarily converges to zero with probability one. 展开更多
关键词 Proximal stochastic Accelerated Method Almost Sure Convergence Composite Optimization Non-Smooth Optimization stochastic Optimization Accelerated Gradient Method
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Integrated source-site effects on seismic intensity in the 2025 Myanmar earthquake from the three-component ground motion simulations by stochastic finite-fault method
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作者 Wang Hongwei Wen Ruizhi +3 位作者 Peng Zhong Ren Yefei Qiang Shengyin Liu Ye 《Earthquake Engineering and Engineering Vibration》 2025年第4期901-915,共15页
The March 28,2025 Myanmar earthquake generated ground shaking that was perceptible throughout Myanmar and adjacent regions.This study simulated three-component ground motions across the affected region using an improv... The March 28,2025 Myanmar earthquake generated ground shaking that was perceptible throughout Myanmar and adjacent regions.This study simulated three-component ground motions across the affected region using an improved stochastic finite-fault method to systematically assess seismic impacts.Observed near-field recordings at MM.NGU station was used to determine the reliability of the theoretically derived stress drop as input for simulation.Far-field recordings constrained the frequency-dependent S-wave quality factors(Q(f)=283.305f^(0.588))for anelastic attenuation modeling.Comparisons of peak accelerations between simulation and empirical ground-motion models showed good agreement at moderate-to-large distances.However,lower near-fault simulations indicate a weaker-than-average source effect.Analysis of simulated instrumental seismic intensity revealed key patterns.Maximum intensity(Ⅹ)occurred in isolated patches within the ruptured fault projection,correlating with shallow high-slip areas.TheⅨ-intensity zone formed a north-south elongated band centered on fault projection.Significant asymmetry inⅧ-intensity distribution perpendicular to the fault strike was observed,with a wider western extension attributed to lower shear-wave velocities west of the fault.Supershear rupture behavior enhanced ground motions,expanding intensity ranges by~20%compared to sub-shear rupture.This study reveals the integrated effects of fault geometry,slip spatial distribution,rupture velocity,and site condition in governing ground motion patterns. 展开更多
关键词 2025 Myanmar earthquake stochastic finite-fault method ground motion simulation seismic intensity source-site effects
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A stochastic energy finite element method for predicting the high-frequency dynamic response of panels under aero-thermo-acoustic loads
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作者 Zhaolin CHEN Yueming DU +1 位作者 Yingsong GU Zhichun YANG 《Chinese Journal of Aeronautics》 2025年第8期367-387,共21页
Skin panels on supersonic vehicles are subjected to aero-thermo-acoustic loads,resulting in a well-known multi-physics dynamic problem.The high-frequency dynamic response of these panels significantly impacts the stru... Skin panels on supersonic vehicles are subjected to aero-thermo-acoustic loads,resulting in a well-known multi-physics dynamic problem.The high-frequency dynamic response of these panels significantly impacts the structural safety of supersonic vehicles,but it has been rarely investigated.Given that existing methods are inefficient for high-frequency dynamic analysis in multi-physics fields,the present work addresses this challenge by proposing a Stochastic Energy Finite Element Method(SEFEM).SEFEM uses energy density instead of displacement to describe the dynamic response,thereby significantly enhancing its efficiency.In SEFEM,the effects of aerodynamic and thermal loads on the energy propagation characteristics are studied analytically and incorporated into the energy density governing equation.These effects are also considered when calculating the input power generated by the acoustic load,and two effective approaches named Frequency Response Function Method(FRFM)and Mechanical Impedance Method(MIM)are developed accordingly and integrated into SEFEM.The good accuracy,applicability,and high efficiency of the proposed SEFEM are demonstrated through numerical simulations performed on a two-dimensional panel under aero-thermoacoustic loads.Additionally,the effects and underlying mechanisms of aero-thermo-acoustic loads on the high-frequency response are explored.This work not only presents an efficient approach for predicting high-frequency dynamic response of panels subjected to aero-thermo-acoustic loads,but also provides insights into the high-frequency dynamic characteristics in multi-physics fields. 展开更多
关键词 Aero-thermo-acoustic loads High frequency Multi-physics field stochastic energy finite element method Vibration analysis
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Feasibility of stochastic gradient boosting approach for predicting rockburst damage in burst-prone mines 被引量:4
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作者 周健 史秀志 +2 位作者 黄仁东 邱贤阳 陈冲 《Transactions of Nonferrous Metals Society of China》 SCIE EI CAS CSCD 2016年第7期1938-1945,共8页
The database of 254 rockburst events was examined for rockburst damage classification using stochastic gradient boosting (SGB) methods. Five potentially relevant indicators including the stress condition factor, the... The database of 254 rockburst events was examined for rockburst damage classification using stochastic gradient boosting (SGB) methods. Five potentially relevant indicators including the stress condition factor, the ground support system capacity, the excavation span, the geological structure and the peak particle velocity of rockburst sites were analyzed. The performance of the model was evaluated using a 10 folds cross-validation (CV) procedure with 80%of original data during modeling, and an external testing set (20%) was employed to validate the prediction performance of the SGB model. Two accuracy measures for multi-class problems were employed: classification accuracy rate and Cohen’s Kappa. The accuracy analysis together with Kappa for the rockburst damage dataset reveals that the SGB model for the prediction of rockburst damage is acceptable. 展开更多
关键词 burst-prone mine rockburst damage stochastic gradient boosting method
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Stochastic Analysis of Interconnect Delay in the Presence of Process Variations 被引量:3
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作者 李鑫 Janet M.Wang +1 位作者 唐卫清 吴慧中 《Journal of Semiconductors》 EI CAS CSCD 北大核心 2008年第2期304-309,共6页
Process variations can reduce the accuracy in estimation of interconnect performance. This work presents a process variation based stochastic model and proposes an effective analytical method to estimate interconnect ... Process variations can reduce the accuracy in estimation of interconnect performance. This work presents a process variation based stochastic model and proposes an effective analytical method to estimate interconnect delay. The technique decouples the stochastic interconnect segments by an improved decoupling method. Combined with a polynomial chaos expression (PCE), this paper applies the stochastic Galerkin method (SGM) to analyze the system response. A finite representation of interconnect delay is then obtained with the complex approximation method and the bisection method. Results from the analysis match well with those from SPICE. Moreover, the method shows good computational efficiency, as the running time is much less than the SPICE simulation's. 展开更多
关键词 coupled interconnects process variations stochastic modeling delay estimation stochastic Galerkin method polynomial chaos expression
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Numerical Control Measures of Stochastic Malaria Epidemic Model 被引量:1
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作者 Muhammad Rafiq Ali Ahmadian +3 位作者 Ali Raza Dumitru Baleanu Muhammad Sarwar Ahsan Mohammad Hasan Abdul Sathar 《Computers, Materials & Continua》 SCIE EI 2020年第10期33-51,共19页
Nonlinear stochastic modeling has significant role in the all discipline of sciences.The essential control measuring features of modeling are positivity,boundedness and dynamical consistency.Unfortunately,the existing... Nonlinear stochastic modeling has significant role in the all discipline of sciences.The essential control measuring features of modeling are positivity,boundedness and dynamical consistency.Unfortunately,the existing stochastic methods in literature do not restore aforesaid control measuring features,particularly for the stochastic models.Therefore,these gaps should be occupied up in literature,by constructing the control measuring features numerical method.We shall present a numerical control measures for stochastic malaria model in this manuscript.The results of the stochastic model are discussed in contrast of its equivalent deterministic model.If the basic reproduction number is less than one,then the disease will be in control while its value greater than one shows the perseverance of disease in the population.The standard numerical procedures are conditionally convergent.The propose method is competitive and preserve all the control measuring features unconditionally.It has also been concluded that the prevalence of malaria in the human population may be controlled by reducing the contact rate between mosquitoes and humans.The awareness programs run by world health organization in developing countries may overcome the spread of malaria disease. 展开更多
关键词 Malaria disease model stochastic modelling stochastic methods CONVERGENCE
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Broadband ground motion simulation and analysis of a near-fault 3D basin-mountain coupling site based on the hybrid method
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作者 Liu Zhongxian Tang Kang +2 位作者 Li Chengcheng Yuan Xiaoming Zhang Hai 《Earthquake Engineering and Engineering Vibration》 2026年第1期87-110,共24页
This study presents an effective hybrid simulation approach for simulating broadband ground motion in complex near-fault locations.The approach utilizes a deterministic approach based on the spectral element method(SE... This study presents an effective hybrid simulation approach for simulating broadband ground motion in complex near-fault locations.The approach utilizes a deterministic approach based on the spectral element method(SEM),which is used to simulate low-frequency ground motion(f<1 Hz)by incorporating an innovative efficient discontinuous Galerkin(DG)method for grid division to accurately model basin sedimentary layers at reduced costs.It also introduces a comprehensive hybrid source model for high-frequency random scattering and a nonlinear analysis module for basin sedimentary layers.Deterministic outcomes are combined with modified three-dimensional stochastic finite fault method(3D-EXSIM)simulations of high-frequency ground motion(f>1 Hz).A fourth-order Butterworth filter with zero phase shift is employed for time-domain filtering of low-and high-frequency time series at a crossover frequency of 1 Hz,merging the low and high-frequency ground motions into a broadband time series.Taking an Ms 6.8 Luding earthquake,as an example,this hybrid method was used for a rapid and efficient simulation analysis of broadband ground motion in the region.The accuracy and efficiency of this hybrid method were verified through comparisons with actually observed station data and empirical attenuation curves.Deterministic method simulation results revealed the effects of mountainous topography,basin effects,nonlinear effects within the basin’s sedimentary layers,and a coupling interaction between the basin and the mountains.The findings are consistent with similar studies,showing that near-fault sedimentary basins significantly focus and amplify strong ground motion,and the soil’s nonlinear behavior in the basin influences ground motion to varying extents at different distances from the fault.The mountainous topography impacts the basin’s response to ground motion,leading to barrier effects.This research provides a scientific foundation for seismic zoning,urban planning,and seismic design in nearfault mountain basin regions. 展开更多
关键词 hybrid ground motion simulation method spectral element method three-dimensional stochastic finite fault method near-fault basin-mountain coupling effect basin effect nonlinear effect
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Study of the impacts of upstream natural gas market reform in China on infrastructure deployment and social welfare using an SVM-based rolling horizon stochastic game analysis 被引量:3
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作者 Yan Li Ge Wang +2 位作者 Benjamin Mclellan Si-Yuan Chen Qi Zhang 《Petroleum Science》 SCIE CAS CSCD 2018年第4期898-911,共14页
Natural gas is expected to play a much more important role in China in future decades, and market reform is crucial for its rapid market penetration. At present, the main gas fields, pipelines and liquefied natural ga... Natural gas is expected to play a much more important role in China in future decades, and market reform is crucial for its rapid market penetration. At present, the main gas fields, pipelines and liquefied natural gas(LNG) infrastructure are mainly monopolized by large state-owned companies, and one of the important market reform policies is to open up LNG import rights to smaller private companies and traders. Therefore, in the present study, a game theoretical model is proposed to analyze and compare the impacts of different market structures on infrastructure deployment and social welfare. Moreover, a support vector machine-based rolling horizon stochastic method is adopted in the model to simulate real LNG price fluctuations. Four market reform scenarios are proposed considering different policies such as business separation, third-party access(TPA) and their combinations. The results indicate that, with third-party access(TPA)entrance into the LNG market, the construction of LNG infrastructure will be promoted and more gas will be provided at lower prices, and thus the total social welfare will be improved greatly. 展开更多
关键词 LNG market reform Market structure Third-party access Rolling horizon stochastic method Game theory
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Stochastic P-bifurcations of a noisy nonlinear system with fractional derivative element 被引量:4
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作者 Ya-Hui Sun Yong-Ge Yang Wei Xu 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2021年第3期507-515,I0004,共10页
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
关键词 stochastic P-bifurcation Fractional derivative stochastic averaging method Gaussian white noise
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Studies on Stochastic Parametric Roll of Ship with Stochastic Averaging Method 被引量:4
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作者 WANG Li-yuan TANG You-gang +2 位作者 LI Yan ZHANG Jing-chen LIU Li-qin 《China Ocean Engineering》 SCIE EI CSCD 2020年第2期289-298,共10页
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
关键词 parametric roll random wave stochastic averaging method probability density function
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Stochastic response of van der Pol oscillator with two kinds of fractional derivatives under Gaussian white noise excitation 被引量:2
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作者 杨勇歌 徐伟 +1 位作者 孙亚辉 谷旭东 《Chinese Physics B》 SCIE EI CAS CSCD 2016年第2期13-21,共9页
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
关键词 stochastic averaging method fractional derivative van der Pol equivalent stochastic system
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Stochastic bifurcations of generalized Duffing–van der Pol system with fractional derivative under colored noise 被引量:7
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作者 李伟 张美婷 赵俊锋 《Chinese Physics B》 SCIE EI CAS CSCD 2017年第9期62-69,共8页
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
关键词 stochastic bifurcation fractional derivative color noise stochastic averaging method
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Neumann stochastic finite element method for calculating temperature field of frozen soil based on random field theory 被引量:3
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作者 Tao Wang GuoQing Zhou 《Research in Cold and Arid Regions》 CSCD 2013年第4期488-497,共10页
To study the effect of uncertain factors on the temperature field of frozen soil, we propose a method to calculate the spatial average variance from just the point variance based on the local average theory of random ... To study the effect of uncertain factors on the temperature field of frozen soil, we propose a method to calculate the spatial average variance from just the point variance based on the local average theory of random fields. We model the heat transfer coefficient and specific heat capacity as spatially random fields instead of traditional random variables. An analysis for calculating the random temperature field of seasonal frozen soil is suggested by the Neumann stochastic finite element method, and here we provide the computational formulae of mathematical expectation, variance and variable coefficient. As shown in the calculation flow chart, the stochastic finite element calculation program for solving the random temperature field, as compiled by Matrix Laboratory (MATLAB) sottware, can directly output the statistical results of the temperature field of frozen soil. An example is presented to demonstrate the random effects from random field parameters, and the feasibility of the proposed approach is proven by compar- ing these results with the results derived when the random parameters are only modeled as random variables. The results show that the Neumann stochastic finite element method can efficiently solve the problem of random temperature fields of frozen soil based on random field theory, and it can reduce the variability of calculation results when the random parameters are modeled as spatial- ly random fields. 展开更多
关键词 fi'ozen soil Neumann expansion stochastic finite element method random temperature field
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Least-Squares Seismic Inversion with Stochastic Conjugate Gradient Method 被引量:2
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作者 Wei Huang Hua-Wei Zhou 《Journal of Earth Science》 SCIE CAS CSCD 2015年第4期463-470,共8页
With the development of computational power, there has been an increased focus on data-fitting related seismic inversion techniques for high fidelity seismic velocity model and image, such as full-waveform inversion a... With the development of computational power, there has been an increased focus on data-fitting related seismic inversion techniques for high fidelity seismic velocity model and image, such as full-waveform inversion and least squares migration. However, though more advanced than conventional methods, these data fitting methods can be very expensive in terms of computational cost. Recently, various techniques to optimize these data-fitting seismic inversion problems have been implemented to cater for the industrial need for much improved efficiency. In this study, we propose a general stochastic conjugate gradient method for these data-fitting related inverse problems. We first prescribe the basic theory of our method and then give synthetic examples. Our numerical experiments illustrate the potential of this method for large-size seismic inversion application. 展开更多
关键词 least-squares seismic inversion stochastic conjugate gradient method data fitting Kirchhoff migration.
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Research on hunting stability and bifurcation characteristics of nonlinear stochastic wheelset system 被引量:1
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作者 Peng WANG Shaopu YANG +3 位作者 Yongqiang LIU Pengfei LIU Xing ZHANG Yiwei ZHAO 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI CSCD 2023年第3期431-446,共16页
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
关键词 stochastic wheelset system stochastic average method singular boundary hunting stability stochastic Hopf bifurcation
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STOCHASTIC BOUNDARY ELEMENT METHOD IN ELASTICITY 被引量:1
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作者 任永坚 江爱民 丁皓江 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 1993年第4期320-328,共9页
The stochastic boundary element method is developed to analyze elasticity problems with random material and/or geometrical parameters and ran- domly perturbed boundaries. Based on the first-order Taylor series expansi... The stochastic boundary element method is developed to analyze elasticity problems with random material and/or geometrical parameters and ran- domly perturbed boundaries. Based on the first-order Taylor series expansion, the boundary integration equations concerning the mean and deviation of the displace- ments are derived, respectively. It is found that the randomness of material param- eters is equivalent to a random body force, so the mean and covariance matrices of unknown boundary displacements and tractions can be obtained. Furthermore, the mean and covariance of displacements and stresses at inner points can also be obtained. Numerical examples show that the proposed stochastic boundary element method gives satisfactory solutions, as compared with those obtained by theoretical analysis or other numerical methods. 展开更多
关键词 ELASTICITY stochastic boundary element method mean COVARIANCE
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STOCHASTIC OPTIMAL CONTROL FOR THE RESPONSE OF QUASI NON-INTEGRABLE HAMILTONIAN SYSTEMS 被引量:1
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作者 DengMaolin HongMingchao ZhuWeiqiu 《Acta Mechanica Solida Sinica》 SCIE EI 2003年第4期313-320,共8页
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
关键词 quasi non-integrable Hamiltonian system RESPONSE optimal control stochastic averaging method dynamical programming
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Stochastic averaging of quasi integrable and resonant Hamiltonian systems excited by fractional Gaussian noise with Hurst index 1/2 被引量:1
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作者 Q.F.Lü M.L.Deng W.Q.Zhu 《Acta Mechanica Solida Sinica》 SCIE EI CSCD 2017年第1期11-19,共9页
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
关键词 Quasi integrable and resonant Hamiltonian system Fractional Brownian motion Fractional Gaussian noise stochastic averaging method Internal resonant
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