The nonlinear Schrodinger equation(NLSE) is a key tool for modeling wave propagation in nonlinear and dispersive media. This study focuses on the complex cubic NLSE with δ-potential,explored through the Brownian proc...The nonlinear Schrodinger equation(NLSE) is a key tool for modeling wave propagation in nonlinear and dispersive media. This study focuses on the complex cubic NLSE with δ-potential,explored through the Brownian process. The investigation begins with the derivation of stochastic solitary wave solutions using the modified exp(-Ψ(ξ)) expansion method. To illustrate the noise effects, 3D and 2D visualizations are displayed for different non-negative values of noise parameter under suitable parameter values. Additionally, qualitative analysis of both perturbed and unperturbed dynamical systems is conducted using bifurcation and chaos theory. In bifurcation analysis, we analyze the detailed parameter analysis near fixed points of the unperturbed system. An external periodic force is applied to perturb the system, leading to an investigation of its chaotic behavior. Chaos detection tools are employed to predict the behavior of the perturbed dynamical system, with results validated through visual representations.Multistability analysis is conducted under varying initial conditions to identify multiple stable states in the perturbed dynamical system, contributing to chaotic behavior. Also, sensitivity analysis of the Hamiltonian system is performed for different initial conditions. The novelty of this work lies in the significance of the obtained results, which have not been previously explored for the considered equation. These findings offer noteworthy insights into the behavior of the complex cubic NLSE with δ-potential and its applications in fields such as nonlinear optics, quantum mechanics and Bose–Einstein condensates.展开更多
Dear Editor,This letter addresses the synchronization problem of a class of delayed stochastic complex dynamical networks consisting of multiple drive and response nodes.The aim is to achieve mean square exponential s...Dear Editor,This letter addresses the synchronization problem of a class of delayed stochastic complex dynamical networks consisting of multiple drive and response nodes.The aim is to achieve mean square exponential synchronization for the drive-response nodes despite the simultaneous presence of time delays and stochastic noises in node dynamics.展开更多
We present a large deviation theory that characterizes the exponential estimate for rare events in stochastic dynamical systems in the limit of weak noise.We aim to consider a next-to-leading-order approximation for m...We present a large deviation theory that characterizes the exponential estimate for rare events in stochastic dynamical systems in the limit of weak noise.We aim to consider a next-to-leading-order approximation for more accurate calculation of the mean exit time by computing large deviation prefactors with the aid of machine learning.More specifically,we design a neural network framework to compute quasipotential,most probable paths and prefactors based on the orthogonal decomposition of a vector field.We corroborate the higher effectiveness and accuracy of our algorithm with two toy models.Numerical experiments demonstrate its powerful functionality in exploring the internal mechanism of rare events triggered by weak random fluctuations.展开更多
The law of vehicle movement has long been studied under the umbrella of microscopic traffic flow models,especially the car-following(CF)models.These models of the movement of vehicles serve as the backbone of traffic ...The law of vehicle movement has long been studied under the umbrella of microscopic traffic flow models,especially the car-following(CF)models.These models of the movement of vehicles serve as the backbone of traffic flow analysis,simulation,autonomous vehicle development,etc.Two-dimensional(2D)vehicular movement is basically stochastic and is the result of interactions between a driver's behavior and a vehicle's characteristics.Current microscopic models either neglect 2D noise,or overlook vehicle dynamics.The modeling capabilities,thus,are limited,so that stochastic lateral movement cannot be reproduced.The present research extends an intelligent driver model(IDM)by explicitly considering both vehicle dynamics and 2D noises to formulate a stochastic 2D IDM model,with vehicle dynamics based on the stochastic differential equation(SDE)theory.Control inputs from the vehicle include the steer rate and longitudinal acceleration,both of which are developed based on an idea from a traditional intelligent driver model.The stochastic stability condition is analyzed on the basis of Lyapunov theory.Numerical analysis is used to assess the two cases:(i)when a vehicle accelerates from a standstill and(ii)when a platoon of vehicles follow a leader with a stop-and-go speed profile,the formation of congestion and subsequent dispersion are simulated.The results show that the model can reproduce the stochastic 2D trajectories of the vehicle and the marginal distribution of lateral movement.The proposed model can be used in both a simulation platform and a behavioral analysis of a human driver in traffic flow.展开更多
The modeling of turbulence,especially the high-speed compressible turbulence encountered in aerospace engineering,has always being a significant challenge in terms of balancing efficiency and accuracy.Most traditional...The modeling of turbulence,especially the high-speed compressible turbulence encountered in aerospace engineering,has always being a significant challenge in terms of balancing efficiency and accuracy.Most traditional models typically show limitations in universality,accuracy,and reliance on past experience.The stochastic multi-scale models show great potential in addressing these issues by representing turbulence across all characteristic scales in a reduced-dimensional space,maintaining sufficient accuracy while reducing computational cost.This review systematically summarizes advances in methods related to a widely used and refined stochastic multi-scale model,the One-Dimensional Turbulence(ODT).The advancements in formulations are emphasized for stand-alone incompressible ODT models,stand-alone compressible ODT models,and coupling methods.Some diagrams are also provided to facilitate more readers to understand the ODT methods.Subsequently,the significant developments and applications of stand-alone ODT models and coupling methods are introduced and critically evaluated.Despite the extensively recognized effectiveness of ODT models in low-speed turbulent flows,it is crucial to emphasize that there is still a research gap in the field of ODT coupling methods that are capable of accurately and efficiently simulating complex,three-dimensional,high-speed compressible turbulent flows up to now.Based on an analysis of the advantages and limitations of existing ODT methods,the recent advancement in the conservative compressible ODT model is considered to have provided a promising approach to tackle the modeling challenges of high-speed compressible turbulence.Therefore,this review outlines several recommended new research subjects and challenging issues to inspire further research in simulating complex,three-dimensional,high-speed compressible turbulent flows using ODT models.展开更多
Technical advances and sustainable development tendency accelerate the implementation of electric trucks.However,the penetration of dynamic charging tariff policy poses a huge challenge to the cost-optimal operation o...Technical advances and sustainable development tendency accelerate the implementation of electric trucks.However,the penetration of dynamic charging tariff policy poses a huge challenge to the cost-optimal operation of the electric truck fleet.To this end,a two-stage stochastic electric vehicle routing model is formulated to support cost-efficient routing and charging decisions.Furthermore,an experimental study based on a real-world distribution network is conducted to evaluate impacts of dynamic charging tariffs on logistics planning.The results show that the daily operation cost can reduce by 3.57%to 5.55%as the number of dynamic charging stations increases.The value of stochastic solution confirms the benefits of implementing stochastic programming model,which will ensure a lower operation cost in the long-term through robust route planning.展开更多
The evolutionary dynamics first conceived by Darwin and Wallace, referring to as Darwinian dynamics in the present paper, has been found to be universally valid in biology. The statistical mechanics and thermodynamics...The evolutionary dynamics first conceived by Darwin and Wallace, referring to as Darwinian dynamics in the present paper, has been found to be universally valid in biology. The statistical mechanics and thermodynamics, while enormous successful in physics, have been in an awkward situation of wanting a consistent dynamical understanding. Here we present from a formal point of view an exploration of the connection between thermodynamics and Darwinian dynamics and a few related topics. We first show that the stochasticity in Darwinian dynamics implies the existence temperature, hence the canonical distribution of Boltzmann-Gibbs type. In term of relative entropy the Second Law of thermodynamics is dynamically demonstrated without detailed balance condition, and is valid regardless of size of the system. In particular, the dynamical component responsible for breaking detailed balance condition does not contribute to the change of the relative entropy. Two types of stochastic dynamical equalities of current interest are explicitly discussed in the present approach： One is based on Feynman-Kac formula and another is a generalization of Einstein relation. Both are directly accessible to experimental tests. Our demonstration indicates that Darwinian dynamics represents logically a simple and straightforward starting point for statistical mechanics and thermodynamics and is complementary to and consistent with conservative dynamics that dominates the physical sciences. Present exploration suggests the existence of a unified stochastic dynamical framework both near and far from equilibrium.展开更多
This paper studies the stochastic synchronization problem for time-varying complex dynamical networks. This model is totally different from some existing network models. Based on the Lyapunov stability theory, inequal...This paper studies the stochastic synchronization problem for time-varying complex dynamical networks. This model is totally different from some existing network models. Based on the Lyapunov stability theory, inequality techniques, and the properties of the Weiner process, some controllers and adaptive laws are designed to ensure achieving stochastic synchronization of a complex dynamical network model. A sufficient synchronization condition is given to ensure that the proposed network model is mean-square stable. Theoretical analysis and numerical simulation fully verify the main results.展开更多
We investigate a kind of noise-induced transition to noisy chaos in dynamical systems. Due to similar phenomenological structures of stable hyperbolic attractors excited by various physical realizations from a given s...We investigate a kind of noise-induced transition to noisy chaos in dynamical systems. Due to similar phenomenological structures of stable hyperbolic attractors excited by various physical realizations from a given stationary random process, a specific Poincar6 map is established for stochastically perturbed quasi-Hamiltonian system. Based on this kind of map, various point sets in the Poincar6＇s cross-section and dynamical transitions can be analyzed. Results from the customary Duffing oscillator show that, the point sets in the Poincare＇s global cross-section will be highly compressed in one direction, and extend slowly along the deterministic period-doubling bifurcation trail in another direction when the strength of the harmonic excitation is fixed while the strength of the stochastic excitation is slowly increased. This kind of transition is called the noise-induced point-overspreading route to noisy chaos.展开更多
A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker Plank equation of the system is obtained through the path-integral approach and the method of transforma...A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker Plank equation of the system is obtained through the path-integral approach and the method of transformation. Based on the definition of Shannon＇s information entropy and the Schwartz inequality principle, the upper bound for the time derivative of entropy is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculations can be used to interpret the effects of the system dissipative parameter, the system singularity strength parameter, the noise correlation time and the noise deviation parameter on the upper bound.展开更多
Sparsity of a parameter vector in stochastic dynamic systems and precise reconstruction of its zero and nonzero elements appear in many areas including systems and control[1-4],signal processing[5,6],statistics[7,8],a...Sparsity of a parameter vector in stochastic dynamic systems and precise reconstruction of its zero and nonzero elements appear in many areas including systems and control[1-4],signal processing[5,6],statistics[7,8],and machine learning[9,10]since it provides a way to discover a parsimonious model that leads to more reliable and robust prediction.Classical system identification theory has been a well-developed field[11,12].It usually characterizes the identification error between the estimates and the unknown parameters using different criteria such as randomness of noises,frequency domain sample data。展开更多
The existence of two kinds of generalized synchronization manifold in two unidirectionally coupled discrete stochastic dynamical systems is studied in this paper. When the drive system is chaotic and the modified resp...The existence of two kinds of generalized synchronization manifold in two unidirectionally coupled discrete stochastic dynamical systems is studied in this paper. When the drive system is chaotic and the modified response system collapses to an asymptotically stable equilibrium or asymptotically stable periodic orbit, under certain conditions, the existence of the generalized synchronization can be converted to the problem of a Lipschitz contractive fixed point or Schauder fixed point. Moreover, the exponential attractive property of generalized synchronization manifold is strictly proved. In addition, numerical simulations demonstrate the correctness of the present theory. The physical background and meaning of the results obtained in this paper are also discussed.展开更多
The mass flow rate of a granular flow through an aperture under gravity is a long-standing challenge issue in physical science. We show that for steady flow field close to laminar flow, the dynamical equations togethe...The mass flow rate of a granular flow through an aperture under gravity is a long-standing challenge issue in physical science. We show that for steady flow field close to laminar flow, the dynamical equations together with the continue equation and Mohr-circle description of the stress are closed, and hence solvable. In a case of streamline guided by the two-dimensional hopper, we obtain a consistent condition and use it to determine the stress and the velocity distribution. Our result indicates that 3/2 power scaling behavior is recovered with a coefficient C(μ,α) being a function of frictional coefficient and the hopper angle. It is found that the predicted coefficient C(μ,α) is compatible with previous studies.展开更多
In this paper, an impulsive control strategy is proposed for a class of nonlinear stochastic dynamical networks with time-varying delay. Using the Lyapunov stability theory, a sufficient verifiable criterion for the e...In this paper, an impulsive control strategy is proposed for a class of nonlinear stochastic dynamical networks with time-varying delay. Using the Lyapunov stability theory, a sufficient verifiable criterion for the exponential synchronization is derived analytically. Finally, a numerical simulation example is provided to verify the effectiveness of the proposed approach.展开更多
We consider the two-dimensional stochastic quasi-geostrophic equation ■=1/(R_e)△~2■-r/2△■+f(x,y,t)(1.1) on a regular bounded open domain D ■,where ■ is the stream function,F Froude Number (F≈O(1)),R_e Reynolds...We consider the two-dimensional stochastic quasi-geostrophic equation ■=1/(R_e)△~2■-r/2△■+f(x,y,t)(1.1) on a regular bounded open domain D ■,where ■ is the stream function,F Froude Number (F≈O(1)),R_e Reynolds number(R_e■10~2),β_0 a positive constant(β_0≈O(10^(-1)),r the Ekman dissipation constant(r≈o(1)),the external forcing term f(x,y,t)=-(dW)/(dt)(the definition of W will be given later)a Gaussian random field,white noise in time,subject to the展开更多
This paper addresses the sampled-data multi-objective active suspension control problem for an in-wheel motor driven electric vehicle subject to stochastic sampling periods and asynchronous premise variables.The focus...This paper addresses the sampled-data multi-objective active suspension control problem for an in-wheel motor driven electric vehicle subject to stochastic sampling periods and asynchronous premise variables.The focus is placed on the scenario that the dynamical state of the half-vehicle active suspension system is transmitted over an in-vehicle controller area network that only permits the transmission of sampled data packets.For this purpose,a stochastic sampling mechanism is developed such that the sampling periods can randomly switch among different values with certain mathematical probabilities.Then,an asynchronous fuzzy sampled-data controller,featuring distinct premise variables from the active suspension system,is constructed to eliminate the stringent requirement that the sampled-data controller has to share the same grades of membership.Furthermore,novel criteria for both stability analysis and controller design are derived in order to guarantee that the resultant closed-loop active suspension system is stochastically stable with simultaneous𝐻2 and𝐻∞performance requirements.Finally,the effectiveness of the proposed stochastic sampled-data multi-objective control method is verified via several numerical cases studies in both time domain and frequency domain under various road disturbance profiles.展开更多
The static comer frequency and dynamic comer frequency in stochastic synthesis of ground motion from fi- nite-fault modeling are introduced, and conceptual disadvantages of the two are discussed in this paper. Further...The static comer frequency and dynamic comer frequency in stochastic synthesis of ground motion from fi- nite-fault modeling are introduced, and conceptual disadvantages of the two are discussed in this paper. Furthermore, the non-uniform radiation of seismic wave on the fault plane, as well as the trend of the larger rupture area, the lower comer frequency, can be described by the source spectral model developed by the authors. A new dynamic comer frequency can be developed directly from the model. The dependence of ground motion on the size of subfault can be eliminated if this source spectral model is adopted in the synthesis. Finally, the approach presented is validated from the comparison between the synthesized and observed ground motions at six rock stations during the Northridge earthquake in 1994.展开更多
With dynamic reliability problems of stochastic parameters,supercavity vehicle is subject to impact loads.The supercavity vehicle is modeled by using eight-node super-parametric shell elements.The tail impact loads of...With dynamic reliability problems of stochastic parameters,supercavity vehicle is subject to impact loads.The supercavity vehicle is modeled by using eight-node super-parametric shell elements.The tail impact loads of supercavity vehicle structures are simplified into two stationary random processes with a certain phase difference,and the random excitations are transformed into sinusoidal ones in terms of the pseudo excitation method.The stress response of stochastic structure can be obtained through combining Newmark method with pseudo excitation perturbation method,and then all required digital features for dynamic reliability of supercavity vehicle have be calculated.The expressions of the mean value and the variance of dynamic reliability of supercavity vehicle with stochastic parameters are educed on the basis of the Poisson formula of calculating dynamic reliability.Finally,the influence of the randomness of structural parameters on the dynamic reliability is analyzed.And the feasibility and availability of this method were validated by comparing with the Monte Carlo method.展开更多
A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriat...A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the effective system is shown to approximate the original system, in the sense of a probabilistic convergence.展开更多
A new fuzzy stochastic finite element method based on the fuzzy factor method and random factor method is given and the analysis of structural dynamic characteristic for fuzzy stochastic truss structures is presented....A new fuzzy stochastic finite element method based on the fuzzy factor method and random factor method is given and the analysis of structural dynamic characteristic for fuzzy stochastic truss structures is presented. Considering the fuzzy randomness of the structural physical parameters and geometric dimensions simultaneously, the structural stiffness and mass matrices axe constructed based on the fuzzy factor method and random factor method; from the Rayleigh＇s quotient of structural vibration, the structural fuzzy random dynamic characteristic is obtained by means of the interval arithmetic; the fuzzy numeric characteristics of dynamic characteristic axe then derived by using the random variable＇s moment function method and algebra synthesis method. Two examples axe used to illustrate the validity and rationality of the method given. The advantage of this method is that the effect of the fuzzy randomness of one of the structural parameters on the fuzzy randomness of the dynamic characteristic can be reflected expediently and objectively.展开更多
基金Supporting Project under Grant No.RSP2025R472,King Saud University,Riyadh,Saudi Arabia。
文摘The nonlinear Schrodinger equation(NLSE) is a key tool for modeling wave propagation in nonlinear and dispersive media. This study focuses on the complex cubic NLSE with δ-potential,explored through the Brownian process. The investigation begins with the derivation of stochastic solitary wave solutions using the modified exp(-Ψ(ξ)) expansion method. To illustrate the noise effects, 3D and 2D visualizations are displayed for different non-negative values of noise parameter under suitable parameter values. Additionally, qualitative analysis of both perturbed and unperturbed dynamical systems is conducted using bifurcation and chaos theory. In bifurcation analysis, we analyze the detailed parameter analysis near fixed points of the unperturbed system. An external periodic force is applied to perturb the system, leading to an investigation of its chaotic behavior. Chaos detection tools are employed to predict the behavior of the perturbed dynamical system, with results validated through visual representations.Multistability analysis is conducted under varying initial conditions to identify multiple stable states in the perturbed dynamical system, contributing to chaotic behavior. Also, sensitivity analysis of the Hamiltonian system is performed for different initial conditions. The novelty of this work lies in the significance of the obtained results, which have not been previously explored for the considered equation. These findings offer noteworthy insights into the behavior of the complex cubic NLSE with δ-potential and its applications in fields such as nonlinear optics, quantum mechanics and Bose–Einstein condensates.
基金supported in part by the National Natural Science Foundation of China(11771001)the Key Natural Science Research Project of Universities of Anhui Province,China(2022AH050108)。
文摘Dear Editor,This letter addresses the synchronization problem of a class of delayed stochastic complex dynamical networks consisting of multiple drive and response nodes.The aim is to achieve mean square exponential synchronization for the drive-response nodes despite the simultaneous presence of time delays and stochastic noises in node dynamics.
基金Project supported by the Natural Science Foundation of Jiangsu Province (Grant No.BK20220917)the National Natural Science Foundation of China (Grant Nos.12001213 and 12302035)。
文摘We present a large deviation theory that characterizes the exponential estimate for rare events in stochastic dynamical systems in the limit of weak noise.We aim to consider a next-to-leading-order approximation for more accurate calculation of the mean exit time by computing large deviation prefactors with the aid of machine learning.More specifically,we design a neural network framework to compute quasipotential,most probable paths and prefactors based on the orthogonal decomposition of a vector field.We corroborate the higher effectiveness and accuracy of our algorithm with two toy models.Numerical experiments demonstrate its powerful functionality in exploring the internal mechanism of rare events triggered by weak random fluctuations.
基金Project supported by the National Key Research and Development Program of China(Grant No.2021YFE0194400)the National Natural Science Foundation of China(Grant Nos.52272314 and 52131202)+1 种基金the Fund for Humanities and Social Science from the Ministry of Education of China(Grant No.21YJCZH116)the Public Welfare Scientific Research Project(Grant No.LGF22E080007)。
文摘The law of vehicle movement has long been studied under the umbrella of microscopic traffic flow models,especially the car-following(CF)models.These models of the movement of vehicles serve as the backbone of traffic flow analysis,simulation,autonomous vehicle development,etc.Two-dimensional(2D)vehicular movement is basically stochastic and is the result of interactions between a driver's behavior and a vehicle's characteristics.Current microscopic models either neglect 2D noise,or overlook vehicle dynamics.The modeling capabilities,thus,are limited,so that stochastic lateral movement cannot be reproduced.The present research extends an intelligent driver model(IDM)by explicitly considering both vehicle dynamics and 2D noises to formulate a stochastic 2D IDM model,with vehicle dynamics based on the stochastic differential equation(SDE)theory.Control inputs from the vehicle include the steer rate and longitudinal acceleration,both of which are developed based on an idea from a traditional intelligent driver model.The stochastic stability condition is analyzed on the basis of Lyapunov theory.Numerical analysis is used to assess the two cases:(i)when a vehicle accelerates from a standstill and(ii)when a platoon of vehicles follow a leader with a stop-and-go speed profile,the formation of congestion and subsequent dispersion are simulated.The results show that the model can reproduce the stochastic 2D trajectories of the vehicle and the marginal distribution of lateral movement.The proposed model can be used in both a simulation platform and a behavioral analysis of a human driver in traffic flow.
基金cosupported by the National Natural Science Foundation of China(No.12202487)。
文摘The modeling of turbulence,especially the high-speed compressible turbulence encountered in aerospace engineering,has always being a significant challenge in terms of balancing efficiency and accuracy.Most traditional models typically show limitations in universality,accuracy,and reliance on past experience.The stochastic multi-scale models show great potential in addressing these issues by representing turbulence across all characteristic scales in a reduced-dimensional space,maintaining sufficient accuracy while reducing computational cost.This review systematically summarizes advances in methods related to a widely used and refined stochastic multi-scale model,the One-Dimensional Turbulence(ODT).The advancements in formulations are emphasized for stand-alone incompressible ODT models,stand-alone compressible ODT models,and coupling methods.Some diagrams are also provided to facilitate more readers to understand the ODT methods.Subsequently,the significant developments and applications of stand-alone ODT models and coupling methods are introduced and critically evaluated.Despite the extensively recognized effectiveness of ODT models in low-speed turbulent flows,it is crucial to emphasize that there is still a research gap in the field of ODT coupling methods that are capable of accurately and efficiently simulating complex,three-dimensional,high-speed compressible turbulent flows up to now.Based on an analysis of the advantages and limitations of existing ODT methods,the recent advancement in the conservative compressible ODT model is considered to have provided a promising approach to tackle the modeling challenges of high-speed compressible turbulence.Therefore,this review outlines several recommended new research subjects and challenging issues to inspire further research in simulating complex,three-dimensional,high-speed compressible turbulent flows using ODT models.
基金the Key Soft Science Project of Shanghai“Science and Technology Innovation Action Plan”(No.21692195200)the Project of Chinese Academy of Engineering(No.2020-XZ-15)。
文摘Technical advances and sustainable development tendency accelerate the implementation of electric trucks.However,the penetration of dynamic charging tariff policy poses a huge challenge to the cost-optimal operation of the electric truck fleet.To this end,a two-stage stochastic electric vehicle routing model is formulated to support cost-efficient routing and charging decisions.Furthermore,an experimental study based on a real-world distribution network is conducted to evaluate impacts of dynamic charging tariffs on logistics planning.The results show that the daily operation cost can reduce by 3.57%to 5.55%as the number of dynamic charging stations increases.The value of stochastic solution confirms the benefits of implementing stochastic programming model,which will ensure a lower operation cost in the long-term through robust route planning.
基金The project supported in part by USA NIH Grant under HG002894
文摘The evolutionary dynamics first conceived by Darwin and Wallace, referring to as Darwinian dynamics in the present paper, has been found to be universally valid in biology. The statistical mechanics and thermodynamics, while enormous successful in physics, have been in an awkward situation of wanting a consistent dynamical understanding. Here we present from a formal point of view an exploration of the connection between thermodynamics and Darwinian dynamics and a few related topics. We first show that the stochasticity in Darwinian dynamics implies the existence temperature, hence the canonical distribution of Boltzmann-Gibbs type. In term of relative entropy the Second Law of thermodynamics is dynamically demonstrated without detailed balance condition, and is valid regardless of size of the system. In particular, the dynamical component responsible for breaking detailed balance condition does not contribute to the change of the relative entropy. Two types of stochastic dynamical equalities of current interest are explicitly discussed in the present approach： One is based on Feynman-Kac formula and another is a generalization of Einstein relation. Both are directly accessible to experimental tests. Our demonstration indicates that Darwinian dynamics represents logically a simple and straightforward starting point for statistical mechanics and thermodynamics and is complementary to and consistent with conservative dynamics that dominates the physical sciences. Present exploration suggests the existence of a unified stochastic dynamical framework both near and far from equilibrium.
基金supported by the National Natural Science Foundation of China (Grant No.60974139)the Fundamental Research Funds for the Central Universities (Grant No.72103676)
文摘This paper studies the stochastic synchronization problem for time-varying complex dynamical networks. This model is totally different from some existing network models. Based on the Lyapunov stability theory, inequality techniques, and the properties of the Weiner process, some controllers and adaptive laws are designed to ensure achieving stochastic synchronization of a complex dynamical network model. A sufficient synchronization condition is given to ensure that the proposed network model is mean-square stable. Theoretical analysis and numerical simulation fully verify the main results.
基金supported by the National Natural Science Foundation of China (11172260 and 11072213)the Fundamental Research Fund for the Central University of China (2011QNA4001)
文摘We investigate a kind of noise-induced transition to noisy chaos in dynamical systems. Due to similar phenomenological structures of stable hyperbolic attractors excited by various physical realizations from a given stationary random process, a specific Poincar6 map is established for stochastically perturbed quasi-Hamiltonian system. Based on this kind of map, various point sets in the Poincar6＇s cross-section and dynamical transitions can be analyzed. Results from the customary Duffing oscillator show that, the point sets in the Poincare＇s global cross-section will be highly compressed in one direction, and extend slowly along the deterministic period-doubling bifurcation trail in another direction when the strength of the harmonic excitation is fixed while the strength of the stochastic excitation is slowly increased. This kind of transition is called the noise-induced point-overspreading route to noisy chaos.
基金Project supported by the National Natural Science Foundation of China (Grant No. 10872165)
文摘A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker Plank equation of the system is obtained through the path-integral approach and the method of transformation. Based on the definition of Shannon＇s information entropy and the Schwartz inequality principle, the upper bound for the time derivative of entropy is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculations can be used to interpret the effects of the system dissipative parameter, the system singularity strength parameter, the noise correlation time and the noise deviation parameter on the upper bound.
文摘Sparsity of a parameter vector in stochastic dynamic systems and precise reconstruction of its zero and nonzero elements appear in many areas including systems and control[1-4],signal processing[5,6],statistics[7,8],and machine learning[9,10]since it provides a way to discover a parsimonious model that leads to more reliable and robust prediction.Classical system identification theory has been a well-developed field[11,12].It usually characterizes the identification error between the estimates and the unknown parameters using different criteria such as randomness of noises,frequency domain sample data。
基金Project supported by the National Natural Science Foundation of China (Grant No.11002061)
文摘The existence of two kinds of generalized synchronization manifold in two unidirectionally coupled discrete stochastic dynamical systems is studied in this paper. When the drive system is chaotic and the modified response system collapses to an asymptotically stable equilibrium or asymptotically stable periodic orbit, under certain conditions, the existence of the generalized synchronization can be converted to the problem of a Lipschitz contractive fixed point or Schauder fixed point. Moreover, the exponential attractive property of generalized synchronization manifold is strictly proved. In addition, numerical simulations demonstrate the correctness of the present theory. The physical background and meaning of the results obtained in this paper are also discussed.
基金Supported by the Key Research Program of Frontier Science of the Chinese Academy of Sciences under Grant No QYZDYSSW-SYS006
文摘The mass flow rate of a granular flow through an aperture under gravity is a long-standing challenge issue in physical science. We show that for steady flow field close to laminar flow, the dynamical equations together with the continue equation and Mohr-circle description of the stress are closed, and hence solvable. In a case of streamline guided by the two-dimensional hopper, we obtain a consistent condition and use it to determine the stress and the velocity distribution. Our result indicates that 3/2 power scaling behavior is recovered with a coefficient C(μ,α) being a function of frictional coefficient and the hopper angle. It is found that the predicted coefficient C(μ,α) is compatible with previous studies.
文摘In this paper, an impulsive control strategy is proposed for a class of nonlinear stochastic dynamical networks with time-varying delay. Using the Lyapunov stability theory, a sufficient verifiable criterion for the exponential synchronization is derived analytically. Finally, a numerical simulation example is provided to verify the effectiveness of the proposed approach.
基金Foundation item:The work was supported in part by the NSFC(No.90511009).
文摘We consider the two-dimensional stochastic quasi-geostrophic equation ■=1/(R_e)△~2■-r/2△■+f(x,y,t)(1.1) on a regular bounded open domain D ■,where ■ is the stream function,F Froude Number (F≈O(1)),R_e Reynolds number(R_e■10~2),β_0 a positive constant(β_0≈O(10^(-1)),r the Ekman dissipation constant(r≈o(1)),the external forcing term f(x,y,t)=-(dW)/(dt)(the definition of W will be given later)a Gaussian random field,white noise in time,subject to the
文摘This paper addresses the sampled-data multi-objective active suspension control problem for an in-wheel motor driven electric vehicle subject to stochastic sampling periods and asynchronous premise variables.The focus is placed on the scenario that the dynamical state of the half-vehicle active suspension system is transmitted over an in-vehicle controller area network that only permits the transmission of sampled data packets.For this purpose,a stochastic sampling mechanism is developed such that the sampling periods can randomly switch among different values with certain mathematical probabilities.Then,an asynchronous fuzzy sampled-data controller,featuring distinct premise variables from the active suspension system,is constructed to eliminate the stringent requirement that the sampled-data controller has to share the same grades of membership.Furthermore,novel criteria for both stability analysis and controller design are derived in order to guarantee that the resultant closed-loop active suspension system is stochastically stable with simultaneous𝐻2 and𝐻∞performance requirements.Finally,the effectiveness of the proposed stochastic sampled-data multi-objective control method is verified via several numerical cases studies in both time domain and frequency domain under various road disturbance profiles.
基金supported by National Natural Science Foundation of China under grant No. 50778058 and 90715038National Key Technology Research and Development Program under grant No. 2006BAC13B02
文摘The static comer frequency and dynamic comer frequency in stochastic synthesis of ground motion from fi- nite-fault modeling are introduced, and conceptual disadvantages of the two are discussed in this paper. Furthermore, the non-uniform radiation of seismic wave on the fault plane, as well as the trend of the larger rupture area, the lower comer frequency, can be described by the source spectral model developed by the authors. A new dynamic comer frequency can be developed directly from the model. The dependence of ground motion on the size of subfault can be eliminated if this source spectral model is adopted in the synthesis. Finally, the approach presented is validated from the comparison between the synthesized and observed ground motions at six rock stations during the Northridge earthquake in 1994.
文摘With dynamic reliability problems of stochastic parameters,supercavity vehicle is subject to impact loads.The supercavity vehicle is modeled by using eight-node super-parametric shell elements.The tail impact loads of supercavity vehicle structures are simplified into two stationary random processes with a certain phase difference,and the random excitations are transformed into sinusoidal ones in terms of the pseudo excitation method.The stress response of stochastic structure can be obtained through combining Newmark method with pseudo excitation perturbation method,and then all required digital features for dynamic reliability of supercavity vehicle have be calculated.The expressions of the mean value and the variance of dynamic reliability of supercavity vehicle with stochastic parameters are educed on the basis of the Poisson formula of calculating dynamic reliability.Finally,the influence of the randomness of structural parameters on the dynamic reliability is analyzed.And the feasibility and availability of this method were validated by comparing with the Monte Carlo method.
基金supported by NSF of China (10901065, 10971225, and11028102)the NSF Grants 1025422 and 0731201the Cheung Kong Scholars Program, and an open research grant from the State Key Laboratory for Nonlinear Mechanics at the Chinese Academy of Sciences
文摘A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the effective system is shown to approximate the original system, in the sense of a probabilistic convergence.
基金Project supported by the Natural Science Foundation of Shaanxi Province of China (No,A200214)
文摘A new fuzzy stochastic finite element method based on the fuzzy factor method and random factor method is given and the analysis of structural dynamic characteristic for fuzzy stochastic truss structures is presented. Considering the fuzzy randomness of the structural physical parameters and geometric dimensions simultaneously, the structural stiffness and mass matrices axe constructed based on the fuzzy factor method and random factor method; from the Rayleigh＇s quotient of structural vibration, the structural fuzzy random dynamic characteristic is obtained by means of the interval arithmetic; the fuzzy numeric characteristics of dynamic characteristic axe then derived by using the random variable＇s moment function method and algebra synthesis method. Two examples axe used to illustrate the validity and rationality of the method given. The advantage of this method is that the effect of the fuzzy randomness of one of the structural parameters on the fuzzy randomness of the dynamic characteristic can be reflected expediently and objectively.
