能源价格系统在随机干扰作用下的分岔研究

采用Khasminskii极限定理,随机平均法和FPK方程,研究了能源价格系统在随机干扰作用下的Hopf分岔特性,得到了分岔参数,并讨论了分岔参数对系统性态的影响.进而得出能源经济系统的相关结论.     

随机参数作用下参激双势阱Duffing系统的随机动力学行为分析

基于正交多项式逼近理论,研究了在不同随机参数作用下参激双势阱Duffing系统的随机动力学行为.首先,借助Poincaré(庞加莱)截面分析系统的复杂动力学行为;其次,分别针对系统非线性项系数和阻尼项系数为随机参数的情况,运用正交多项式逼近法,将随机参数Duffing系统转化为与之等价的确定性扩阶系统,并证明其有效性;最后,运用等价确定性扩阶系统的集合平均响应,揭示随机系统的动力学特性,以及随机变量强度变化对系统产生的影响.数值结果表明,对于多吸引子共存情形,参激双势阱Duffing系统在随机非线性项系数影响下,其动力学行为较为稳定,共存吸引子与确定性情形保持一致;而当阻尼系数为随机参数时,随着随机变量强度的增加,部分共存吸引子将发生分岔现象.     

带有双噪声的随机SI传染病模型的稳定性与分岔

建立一个带有双噪声的随机SI传染病模型,运用随机平均法及非线性动力学理论对模型进行化简．通过Lyapunov指数和奇异边界理论,得到模型的局部随机稳定性和全局随机稳定性的条件．根据不变测度的Lyapunov指数和平稳概率密度,分析模型的随机分岔．结果表明,系统在随机因素作用下变得更敏感、更不稳定.     

单时滞类Chen系统Hopf分岔分析

根据非线性动力学理论,以一类新的单时滞Chen系统为分析对象,针对其平衡点的稳定性和Hopf分岔参数等问题进行研究.根据Routh-Hurwitz判据分析了其平衡点的稳定性,通过计算得到单时滞Chen系统特征根的分布,进一步分析得出系统在零平衡点附近是渐进稳定的.结合Hopf分岔理论,运用特征根的分布结果,确定出系统发生Hopf分岔的时滞参数,并给出Hopf分岔条件.通过多组实验仿真验证了理论分析的正确性.     

加性二值噪声激励下Duffing系统的随机分岔

研究了Duffing系统在加性二值噪声作用下的随机分岔现象.首先,根据二值噪声的统计特性,推导得到二值噪声状态间的跃迁概率,据此对二值噪声进行了数值模拟.其次,利用四阶Runge-Kutta(龙格-库塔)数值算法得到该系统位移和速率的稳态联合概率密度及位移的稳态概率密度.然后,通过对位移稳态概率密度单双峰结构变化的研究,发现加性二值噪声的状态和强度能够诱导系统产生随机分岔现象.最后,观察到随着系统非对称参数的逐渐变化,系统同样产生了随机分岔现象.     

Gauss白噪声激励下的永磁同步电动机模型的分岔分析北大核心CSCD

针对永磁同步电动机(PMSM)模型引入Gauss白噪声,根据极坐标变换和随机平均法得到系统It8随机微分方程,并计算出系统概率密度函数,通过数值模拟揭示了系统P-分岔的机理.此外,探讨了系统在双参数空间中的复杂动力学,仿真结果表明在参数空间中出现了大量的“鱼”形周期区域,并且这些“鱼”形周期区域不可避免地受到噪声的影响变得紊乱.值得注意的是,从数值模拟结果中发现了一个新的现象,一定的噪声强度下,可以诱导系统在周期振荡区域内的收敛行为,这也表明了噪声对系统影响的双面性.     

新三维指数系统及其控制系统的Hopf分岔分析

考虑了一个新三维指数系统的Hopf分岔,并且分析了指数系统添加非线性控制器后的Hopf分岔.通过严格的数学推导给出受控系统发生余维一,余维二和余维三的Hopf分岔的参数条件,证明了可以控制系统在指定区域内发生退化分岔和可调控分岔的稳定性,并且通过数值模拟验证了得出的结论.     

一类具有Dirichlet边界条件的振幅方程的稳定性与分岔研究（英文）

本文研究一个偏微分方程组的平凡稳态解(0,0)的稳定性和分岔的问题,所研究的方程组是一个定义在有界区域(0,L)上有着Dirichlet边界条件的振幅方程.文中区间长度L被看成是一个分岔参数.文章考虑平凡稳态解(0,0)处的渐近行为,利用扰动理论的方法,获得非平凡解分岔结果,进一步地分析了非平凡分岔解的稳定性及其渐近行为.     

白噪声作用下统一混沌系统的脉冲同步

考察了白噪声和脉冲信号联合作用下统一混沌系统的随机渐近稳定性问题,得到该随机脉冲系统的比较系统,从而由该确定性比较系统的稳定性得到原随机脉冲系统的随机渐近稳定性.并从理论上得到能使该随机脉冲系统随机渐近稳定的参数取值范围,最后用数值仿真验证了理论结果的正确性.     

一类简化的时滞半导体激光方程的Hopf分岔

研究一类简化的时滞半导体激光方程的稳定性和Hopf分岔.以时滞量为参数,分析系统线性化方程零解的稳定性,给出系统产生Hopf分岔临界时滞表达式,最后用数值模拟对结论进行验证.     

Modelling algal densities in harmful algal blooms (HAB) with stochastic dynamics

In this paper, we consider the growth of densities of two kinds of typical HAB algae: diatom and dianoflagellate on some coasts of China’s mainland. Since there exist many random factors that cause the change of the algae densities, we shall develop a new nonlinear dynamical model with stochastic excitations on the algae densities. Applying a stochastic averaging method on the model, we obtain a two-dimensional diffusion process of averaged amplitude and phase. Then we investigate the stability and the Hopf bifurcation of the stochastic system with FPK (Fokker Planck–Kolmogorov) theory and obtain the stationary transition probability density of the process. We obtain the critical values of parameters for the occurrences of Hopf bifurcation in terms of probability. We also investigate numerically the effects of various parameters on the stationary transition probability density of the occurrences of Hopf bifurcation. The numerical results are in good correlation with the analysis. We draw the conclusion that if the Hopf bifurcation occurs with a radius large enough, i.e., if the densities of the HAB algae reach a high value, the HAB will take place with comparatively high probability.     

Stochastic stability and bifurcation for the chronic state in Marchuk’s model with noise

A stochastic differential equation modelling a Marchuk’s model is investigated. The stochasticity in the model is introduced by parameter perturbation which is a standard technique in stochastic population modelling. Firstly, the stochastic Marchuk’s model has been simplified by applying stochastic center manifold and stochastic average theory. Secondly, by using Lyapunov exponent and singular boundary theory, we analyze the local stochastic stability and global stochastic stability for stochastic Marchuk’s model, respectively. Thirdly, we explore the stochastic bifurcation of the stochastic Marchuk’s model according to invariant measure and stationary probability density. Some new criteria ensuring stochastic pitchfork bifurcation and P-bifurcation for stochastic Marchuk’s model are obtained, respectively.     

Dynamical Analysis for a General Jerky Equation with Random Excitation

A general jerky equation with random excitation is investigated in this paper. Before introducing the random excitation term, the equation is reduced to a two-dimensional model when undergoing a Hopf bifurcation. Then the model with the parametric excitation and external excitation is converted to a stochastic differential equation with singularity based on the stochastic average theory. For the equation, its dynamical behaviors are analyzed in different parameters'' spaces, including the stability, stochastic bifurcation and stationary solution. Besides, numerical simulations are given to show the asymptotic behavior of the stationary solution.     

Noise in a Small Genetic Circuit that Undergoes Bifurcation

Based on the consideration of Boolean dynamics, it has been hypothesized that cell types may correspond to alternative attractors of a gene regulatory network. Recent stochastic Boolean network analysis, however, raised the important question concerning the stability of such attractors. In this paper a detailed numerical analysis is performed within the framework of Langevin dynamics. While the present results confirm that the noise is indeed an important dynamical element, the cell type as represented by attractors can still be a viable hypothesis. It is found that the stability of an attractor depends on the strength of noise related to the distance of the system to the bifurcation point and it can be exponentially stable depending on biological parameters.     

Modeling treatment of cancer using virotherapy with generalized logistic growth of tumor cells

Abstract

Virotherapy is an effective strategy in cancer treatment. It eliminates tumor cells without harming the healthy cells. In this article, a deterministic mathematical model to understand the dynamics of tumor cells in response to virotherapy is formulated and analyzed by incorporating cytotoxic T lymphocytes (CTLs). The basic reproduction number and the immune response reproduction number are computed and different equilibria of the proposed model are found. The local stability of different equilibria is discussed in detail. Further, the proposed model is extended to stochastic model. Numerical simulation is performed for both deterministic and stochastic models. It is observed that when both the reproduction numbers are greater than one, which corresponds to existence of unique nontrivial equilibrium point, dynamics of deterministic and stochastic models are almost same. The deterministic model shows a very complex dynamics when one or both the reproduction numbers are below one. The system exhibits both backward bifurcation and Hopf-bifurcation for suitable sets of parameters and in this situation it is not easy to predict the dynamics of cancer cells and virus particles. The existence of backward bifurcation demonstrates the fact that partial success of virotherapy can be achieved even if the immune response reproduction number is less than one.     

Explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations

Our aim in this article is to establish explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations. We use these formulas to examine the sample-path stability of a linear stochastic differential equations arising in fluid dynamics and of a model of stochastic Hopf bifurcation.     

Control of Stochastic Systems with Time-Varying Multiple Time Delays: LMI Approach

This paper deals with the class of continuous-time linear systems with Markovian jumps and multiple time delays. The systems that we are treating are assumed to have time-varying delays in their dynamics which can be different and also have uncertainties in the system parameters. The time-varying structure of the bounded uncertainties is considered. Delay-dependent conditions for stochastic stability and stochastic stabilizability and their robustness are considered. A design algorithm for a stabilizing memoryless controller is proposed. All the results are given in the LMI formalism.     

Effect of stochastic perturbation on a two species competitive model

In this paper first we study the stability and bifurcation of a two species competitive model with a delay effect. Next we extend the deterministic model system to a stochastic delay differential system by incorporating multiplicative white noise terms in growth equations of both species. We consider the stochastic stability of a co-existing equilibrium point in terms of mean square stability by constructing a suitable Lyapunov functional. We perform a numerical simulation to validate our analytical findings.     

Stochastic stability and bifurcation in a macroeconomic model

On the basis of the work of Goodwin and Puu, a new business cycle model subject to a stochastically parametric excitation is derived in this paper. At first, we reduce the model to a one-dimensional diffusion process by applying the stochastic averaging method of quasi-nonintegrable Hamiltonian system. Secondly, we utilize the methods of Lyapunov exponent and boundary classification associated with diffusion process respectively to analyze the stochastic stability of the trivial solution of system. The numerical results obtained illustrate that the trivial solution of system must be globally stable if it is locally stable in the state space. Thirdly, we explore the stochastic Hopf bifurcation of the business cycle model according to the qualitative changes in stationary probability density of system response. It is concluded that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simply way on the potential applications of stochastic stability and bifurcation analysis.