基于大偏差理论的随机动力学研究

本文介绍了大偏差理论的基本思想、基本概念以及大偏差理论在离出问题研究中的应用.本文评述了有关离出问题的三个重要指标:平均首次离出时间、离出位置分布和最优离出路径相关研究的思路和方法,而其中对最优离出路径的刻化是结构性的难题. 针对平均首次离出时间,本文介绍了它与拟势的关系,并应用平均首次离出时间的结论分析了随机共振以及自诱导随机共振中的时间匹配机制.对于离出位置分布, 本文介绍了提高蒙特卡罗模拟速度的相关算法,并重点评述了其中的概率演化算法和相关的算例. 最后,对于最优离出路径的研究, 本文讨论了几类计算方法,分析了最优路径满足的辅助哈密尔顿系统轨线由于非线性多值性形成的拉格朗日流形拓扑结构的奇异性及其动力学含义,并进一步给出了有限噪声强度激励条件下的作用量修正方法. 最后,给出了大偏差理论应用发展的一些开放性问题的展望.      

非线性随机动力系统的稳定性和分岔研究

在随机动力系统中的分岔──噪声导致的跃迁行为，是一种有别于确定性系统分岔与混沌的独特的非线性复杂现象．本文全面评述非线性随机系统的稳定性问题、离出问题、随机动力系统理论和随机分岔等各项研究的发展历史、基本的思想方法以及主要的研究成果．     

多稳态动力系统中随机共振的研究进展

非线性随机动力学是力学、数学、工程等多个领域关注的热点,在航空航天、机械工程、生物生态等领域有广泛的应用.多稳态动力系统作为其最重要的研究对象,在随机扰动下具有丰富的动力学行为,如随机分岔、随机共振等,尤其是随机共振,已经被应用于机械故障诊断、微弱信号检测和振动能量俘获等工程实际问题中.本文主要综述了多稳态动力系统中的随机共振理论、方法及工程应用.首先,通过几类典型的非线性随机动力学系统,介绍了随机共振的经典理论和度量指标;其次,重点阐述了多稳态动力学系统,尤其是三稳态和周期势系统,在各类噪声激励下的随机共振现象,分析了其诱发机理、演化规律和研究方法;最后,介绍了多稳态动力系统中随机共振的几类应用实例,并进一步给出了随机共振当前面临的难题和未来的发展趋势等开放性问题.     

具有刚性约束随机非线性动力系统擦边现象的研究

利用Chebyshev多项式逼近法在单边约束条件下将带有随机参数的Duffing-van der Pol系统转化为与之等价的确定性系统,然后利用确定性系统的数值方法,研究了系统在擦边附近的动力学行为.研究表明,随机非光滑动力系统由擦边到混沌运动过程中,存在一个擦边区间.当控制参数完全经过这个区间时,随机系统才变为和确定性系统类似的混沌运动,而在这个区间内,随机系统经过一个由擦边运动到混沌再到擦边运动的反复过程.同时作者还发现,随机非光滑动力系统在擦边附近存在由随机因素诱发的倍周期分岔现象.     

非高斯随机激励下滞迟系统响应与首次穿越失效

针对由有界噪声、泊松白噪声和高斯白噪声共同构成的非高斯随机激励,通过Monte Carlo数值模拟方法研究了此激励作用下双线性滞迟系统和Bouc-Wen滞迟系统这两类经典滞迟系统的稳态响应与首次穿越失效时间。一方面,分析了有界噪声和泊松白噪声这两种分别具有连续样本函数和非连续样本函数的非高斯随机激励,在不同激励参数条件下对双线性滞迟系统和Bouc-Wen滞迟系统的稳态响应概率密度、首次穿越失效时间概率密度及其均值的不同影响;另一方面,揭示了在这类非高斯随机激励荷载作用下,双线性滞迟系统的首次穿越失效时间概率密度将出现与Bouc-Wen滞迟系统的单峰首次穿越失效时间概率密度截然不同的双峰形式。     

非高斯随机激励下滞迟系统响应与首次穿越失效

针对由有界噪声、泊松白噪声和高斯白噪声共同构成的非高斯随机激励,通过Monte Carlo数值模拟方法研究了此激励作用下双线性滞迟系统和Bouc-Wen滞迟系统这两类经典滞迟系统的稳态响应与首次穿越失效时间。一方面,分析了有界噪声和泊松白噪声这两种分别具有连续样本函数和非连续样本函数的非高斯随机激励,在不同激励参数条件下对双线性滞迟系统和Bouc-Wen滞迟系统的稳态响应概率密度、首次穿越失效时间概率密度及其均值的不同影响;另一方面,揭示了在这类非高斯随机激励荷载作用下,双线性滞迟系统的首次穿越失效时间概率密度将出现与Bouc-Wen滞迟系统的单峰首次穿越失效时间概率密度截然不同的双峰形式。     

基于Grms-N的非高斯加速随机振动理论方法的有限元验证

为了研究真实运输环境下的产品加速随机振动问题,将已有文献提出的基于Grms-N (Grms为加速度均方根,N为循环次数)的产品加速随机振动试验理论进行了进一步的推导,通过引入非高斯修正因子法将该理论应用于非高斯激励下产品加速随机振动试验理论的研究。本文建立了单轴激励下产品的随机振动模型,通过有限元分析得到产品在指定峭度的非高斯激励下基础激励加速度均方根值和危险点响应等效应力均方根值之间的关系,分别从加速度和等效应力的角度计算了加速随机振动试验时间压缩比。结果表明,两种压缩比一致,得到了产品在非高斯激励下的振动特性,验证了本文提出的产品在非高斯激励下加速随机振动试验理论的正确性。     

高斯色噪声和谐波激励共同作用下耦合SD振子的混沌研究

耦合SD振子作为一种典型的负刚度振子, 在工程设计中有广泛应用. 同时高斯色噪声广泛存在于外界环境中, 并可能诱发系统产生复杂的非线性动力学行为, 因此其随机动力学是非线性动力学研究的热点和难点问题. 本文研究了高斯色噪声和谐波激励共同作用下双稳态耦合SD振子的混沌动力学, 由于耦合SD振子的刚度项为超越函数形式, 无法直接给出系统同宿轨道的解析表达式, 给混沌阈值的分析造成了很大的困难. 为此, 本文首先采用分段线性近似拟合该振子的刚度项, 发展了高斯色噪声和谐波激励共同作用下的非光滑系统的随机梅尔尼科夫方法. 其次, 基于随机梅尔尼科夫过程, 利用均方准则和相流函数理论分别得到了弱噪声和强噪声情况下该振子混沌阈值的解析表达式, 讨论了噪声强度对混沌动力学的影响. 研究结果表明, 随着噪声强度的增大混沌区域增大, 即增大噪声强度更容易诱发耦合SD振子产生混沌. 当阻尼一定时, 弱噪声情况下混沌阈值随噪声强度的增加而减小; 但是强噪声情况下噪声强度对混沌阈值的影响正好相反. 最后, 数值结果表明, 利用文中的方法研究高斯色噪声和谐波激励共同作用下耦合SD振子的混沌是有效的.本文的结果为随机非光滑系统的混沌动力学研究提供了一定的理论指导.      

基于非齐次复合Poisson过程的正交异性钢桥面板细节疲劳裂纹随机扩展研究

传统的正交异性钢桥面板疲劳损伤评估常采用确定性和可靠性分析方法,忽略了疲劳裂纹扩展的随机性影响,针对这一问题,提出钢桥面板细节疲劳随机扩展分析方法。本文以南溪长江大桥为工程背景,基于长期车辆荷载监测数据,建立了车辆荷载非齐次复合Poisson过程模型。建立钢桥面板有限元模型,采用瞬态分析方法将随机车辆荷载转化成细节疲劳应力,基于线弹性断裂力学理论推导U肋-顶板焊接细节疲劳裂纹扩展时变微分方程,实现宏观关系式疲劳应力幅次数-疲劳损伤至微观表达式应力时间序列-疲劳损伤转换,讨论了车载次序及超载对疲劳裂纹扩展的影响。研究结果表明,非齐次复合泊松过程模型能够较好描述随机车流运营状态,车辆荷载的次序对疲劳裂纹扩展速率的影响不可忽略,重车排序靠前时能够促使疲劳裂纹扩展增速,南溪长江大桥细节点的车辆超载迟滞效应修正系数取值0.804。     

Approaching a large deviation theory for complex systems

Nonlinear Dynamics - Membership function identification is the basis for solving the fuzzy control problems. In order to complete the fuzzification process and reflect the dynamic quality of the...     

A general perturbation theory for large discrete linear dynamical systems

Summary Large discrete linear dynamical systems are described by the equation of motion with symmetrical and non-symmetrical matrices. With the solution of the associated right-hand eigenproblem state transition matrix is calculated in an efficient manner, because a complex inversion of a big matrix is substituted by three small, real inversions. Now the system is assumed to be altered. The new parameters cause a change of system matrices. The new eigenvalues and eigenvectors are represented as sums of unperturbed and perturbational terms up to fourth order. Inserting yields algebraic equations arranged in the order of perturbation. They are solved successively by expanding the perturbation eigenvectors in terms of unperturbed ones and employing the appropriately defined left-hand eigenvectors. The perturbation-eigenvalues are obtained directly from simple quotients, the expansion coefficients are solutions of linear systems of equations. Repeated solution of the eigenproblem is unnecessary. For special systems formulas become even more simple. Perturbed modal matrix of state equation and its inverse are represented as simple sums. Hence, also the state transition matrix of the altered system is known.

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Eine allgemeine Störungsrechnung für diskrete, lineare Vielfreiheitsgradsysteme

Übersicht Ein diskretes, lineares, mechanisches Vielfreiheitsgradsystem ist durch die Bewegungsgleichung mit Matrizen beliebiger Symmetrieeigenschaften beschrieben. Aus der Lösung des zugeordneten RechtsEigenproblems folgt die Überführungsmatrix, welche effizient durch Ersatz der komplexen Inversion einer großen Matrix durch drei kleine, reelle Inversionen berechnet wird. Nun wird das System verändert, die neuen Parameter bewirken geänderte Systemmatrizen. Die neuen Eigenwerte und Eigenvektoren werden als Summen der ungestörten und der Störungsgrößen bis vierter Ordnung angesetzt. Einsetzen liefert nach der Ordnung der Störung sortierte algebraische Gleichungssysteme. Diese werden durch Entwicklung der Störungsvektoren nach den ungestörten Eigenvektoren sukzessive gelöst, wobei geeignet definierte Links-Eigenvektoren verwendet werden. Die Störungen der Eigenwerte sind direkt aus einfachen Quotienten berechenbar, die Entwicklungskoeffizienten folgen aus linearen Gleichungssystemen ohne neuerlicher Lösung eines Eigenproblems. Die gestörte Modalmatrix der Zustandsgleichung und ihre Inverse werden als einfache Summen dargestellt. Damit ist auch die Überführungsmatrix des geänderten Systems bekannt.

     

On the use of the theory of dynamical systems for transient problems

This paper is a preliminary work to address the problem of dynamical systems with parameters varying in time. An idea to predict their behavior is proposed. These systems are called transient systems, and are distinguished from steady systems in which parameters are constant. In particular, in steady systems the excitation is either constant (e.g., nought) or periodic with amplitude, frequency, and phase angle which do not vary in time. We apply our method to systems, which are subjected to a transient excitation that is neither constant nor periodic. The effect of switching-off and full-transient forces is investigated. The former can be representative of switching-off procedures in machines; the latter can represent earthquake vibrations, wind gusts, etc., acting on a mechanical system. This class of transient systems can be seen as the evolution of an ordinary steady system into another ordinary steady system, for both of which the classical theory of dynamical systems holds. The evolution from a steady system to the other is driven by a transient force, which is regarded as a map between the two steady systems.     

On the effects of non-linear elements in the reliability-based optimal design of stochastic dynamical systems

The aim of the present paper is to study the effects of non-linear devices on the reliability-based optimal design of structural systems subject to stochastic excitation. One-dimensional hysteretic devices are used for modelling the non-linear system behavior while non-stationary filtered white noise processes are utilized to represent the stochastic excitation. The reliability-based optimization problem is formulated as the minimization of the expected cost of the structure for a specified failure probability. Failure is assumed to occur when any one of the output states of interest exceeds in magnitude some specified threshold level within a given time duration. Failure probabilities are approximated locally in terms of the design variables during the optimization process in a parallel computing environment. The approximations are based on a local interpolation scheme and on an efficient simulation technique. Specifically, a subset simulation scheme is adopted and integrated into the proposed optimization process. The local approximations are then used to define a series of explicit approximate optimization problems. A sensitivity analysis is performed at the final design in order to evaluate its robustness with respect to design and system parameters. Numerical examples are presented in order to illustrate the effects of hysteretic devices on the design of two structural systems subject to earthquake excitation. The obtained results indicate that the non-linear devices have a significant effect on the reliability and global performance of the structural systems.     

Bifurcation characteristics analysis of a class of nonlinear dynamical systems based on singularity theory

A method for seeking main bifurcation parameters of a class of nonlinear dynamical systems is proposed. The method is based on the effects of parametric variation of dynamical systems on eigenvalues of the Frechet matrix. The singularity theory is used to study the engineering unfolding(EU) and the universal unfolding(UU) of an arch structure model, respectively. Unfolding parameters of EU are combination of concerned physical parameters in actual engineering, and equivalence of unfolding parameters and physical parameters is verified. Transient sets and bifurcation behaviors of EU and UU are compared to illustrate that EU can reflect main bifurcation characteristics of nonlinear systems in engineering. The results improve the understanding and the scope of applicability of EU in actual engineering systems when UU is difficult to be obtained.     

Geometrical theory of fluid flows and dynamical systems

Various dynamical systems have often common geometrical structures and can be formulated on the basis of Riemannian geometry and Lie group theory, provided that a dynamical system has a group symmetry, namely it is invariant under group transformations, and further that the group manifold is endowed with a Riemannian metric. The basic ideas and tools are described, and their applications are presented for the following five problems: (a) free rotation of a rigid body, which is a well-known system in mechanics and presented as an illustrative example of the geometrical theory; (b) geodesic equation and KdV equation on the group of diffeomorphisms of a circle and its extended group; (c) a self-gravitating system of a finite number of points masses and a geometrical interpretation of chaos of Hénon–Heiles system; (d) geometrical formulation of hydrodynamics of an incompressible ideal fluid on the group of volume preserving diffeomorphisms, where an interpretation of the origin of Riemannian curvatures of the fluid flow is given; (e) geodesic equation on a loop group and the local induction equation for the motion of a vortex filament, where the geodesic equation on its extended group is found to be equivalent to the equation for a vortex filament with an axial flow along it.

It is remarkable that the present geometrical formulations are successful for all the problems considered here and give an insight into the deep background common to the diverse physical systems. Furthermore, the geometrical formulation opens a new approach to various dynamical systems, which is rewarded with new results.     

Stochastic averaging of n-dimensional non-linear dynamical systems subject to non-Gaussian wide-band random excitations

The averaged generalized Fokker-Planck-Kolmogorov (GFPK) equation for response of n-dimensional (n-d) non-linear dynamical systems to non-Gaussian wide-band stationary random excitation is derived from the standard form of equation of motion. The explicit expressions for coefficients of the fourth-order approximation of the averaged GFPK equation are given in series form. Conditions for convergences of these series are pointed out. The averaged GFPK equation is then reduced to that for 1-d dynamical systems derived by Stratonovich and compared with the closed form of GFPK equation for n-d dynamical systems subject to Poisson white noise derived by Di Paola and Falsone. Finally, this averaged GFPK equation is further reduced to that for quasi linear system subject to non-Gaussian wide-band stationary random excitation. Stationary probability density for quasi linear system subject to filtered Poisson white noise is obtained. Theoretical results for an example are confirmed by using Monte-Carlo simulation for different parameter values.     

A machine learning method for computing quasi-potential of stochastic dynamical systems

Nonlinear Dynamics - The concept of quasi-potential plays a central role in understanding the mechanisms of rare events and characterizing the statistics of transition behaviors in stochastic...