The Simplest Resonance Capture Problem,Using Harmonic Balance Based Averaging

We study the dynamics of capture into, or escape from, resonance in a strongly nonlinear oscillator with weak damping and forcing, using harmonic balance based averaging (HBBA). This system provides the simplest example of resonance capture that we know of. The HBBA technique, here adapted to tackle nonlinear resonances, provides a harmonic balance assisted approximation to the underlying, asymptotically correct, averaged dynamics. Allowing the harmonic balance approximation makes a variety of systems analytically tractable which might otherwise be intractable. The evolution equations for amplitude and phase of oscillations are derived first. Restricting attention near the primary resonance, the slow flow equations are approximately averaged. The resulting flow transparently shows the stable and unstable primary resonant solutions, as well as the trajectories that get captured into resonance and the ones that escape. Good agreement with numerics is obtained, showing the utility of HBBA near resonance manifolds.     

Stochastic averaging of quasi integrable and resonant Hamiltonian systems excited by fractional Gaussian noise with Hurst index 1/2<H<1

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 f Gn and related fractional Brownian motion(fBm) 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.     

A modified averaging scheme with application to the secondary Hopf bifurcation of a delayed van der Pol oscillator

In this paper, a modified averaging scheme is presented for a class of time-delayed vibration systems with slow variables. The new scheme is a combination of the averaging techniques proposed by Hale and by Lehman and Weibel, respectively. The averaged equation obtained from the modified scheme is simple enough but it retains the required information for the local nonlinear dynamics around an equilibrium. As an application of the present method, the delay value for which a secondary Hopf bifurcation occurs is successfully located for a delayed van der Pol oscillator.     

2:1 and 1:1 frequency-locking in fast excited van der Pol–Mathieu–Duffing oscillator

The frequency-locking area of 2:1 and 1:1 resonances in a fast harmonically excited van der Pol–Mathieu–Duffing oscillator is studied. An averaging technique over the fast excitation is used to derive an equation governing the slow dynamic of the oscillator. A perturbation technique is then performed on the slow dynamic near the 2:1 and 1:1 resonances, respectively, to obtain reduced autonomous slow flow equations governing the modulation of amplitude and phase of the corresponding slow dynamics. These equations are used to determine the steady state responses, bifurcations and frequency-response curves. Analysis of quasi-periodic vibrations is carried out by performing multiple scales expansion for each of the dependent variables of the slow flows. Results show that in the vicinity of both considered resonances, fast harmonic excitation can change the nonlinear characteristic spring behavior from softening to hardening and causes the entrainment regions to shift. It was also shown that entrained vibrations with moderate amplitude can be obtained in a small region near the 1:1 resonance. Numerical simulations are performed to confirm the analytical results.     

Stochastic averaging of energy harvesting systems

A stochastic averaging method is proposed for nonlinear energy harvesters subjected to external white Gaussian noise and parametric excitations. The Fokker–Planck–Kolmogorov equation of the coupled electromechanical system of energy harvesting is a three variables nonlinear parabolic partial differential equation whose exact stationary solutions are generally hard to find. In order to overcome difficulties in solving higher dimensional nonlinear partial differential equations, a transformation scheme is applied to decouple the electromechanical equations. The averaged Itô equations are derived via the standard stochastic averaging method, then the FPK equations of the decoupled system are obtained. The exact stationary solution of the averaged FPK equation is used to determine the probability densities of the displacement, the velocity, the amplitude, the joint probability densities of the displacement and velocity, and the power of the stationary response. The effects of the system parameters on the output power are examined. The approximate analytical outcomes are qualitatively and quantitatively supported by the Monte Carlo simulations.     

On methods for continuous systems with quadratic and cubic nonlinearities

Methods for determining the response of continuous systems with quadratic and cubic nonlinearities are discussed. We show by means of a simple example that perturbation and computational methods based on first discretizing the systems may lead to erroncous results whereas perturbation methods that attack directly the nonlinear partial-differential equations and boundary conditions avoid the pitfalls associated with the analysis of the discretized systems. We describe a perturbation technique that applies either the method of multiple scales or the method of averaging to the Lagrangian of the system rather than the partial-differential equations and boundary conditions.     

Evolution of a heavy rigid body rotation under the action of unsteady restoring and perturbation torques

The paper develops an approximate solution to the system of Euler’s equations with additional perturbation term for dynamically symmetric rotating rigid body. The perturbed motions of a rigid body, close to Lagrange’s case, under the action of restoring and perturbation torques that are slowly varying in time are investigated. We describe an averaging procedure for slow variables of a rigid body perturbed motion, similar to Lagrange top. Conditions for the possibility of averaging the equations of motion with respect to the nutation phase angle are presented. The averaging technique reduces the system order from 6 to 3 and does not contain fast oscillations. An example of motion of the body using linearly dissipative torques is worked out to demonstrate the use of general equations. The numerical integration of the averaged system of equations is conducted of the body motion. The graphical presentations of the solutions are represented and discussed. A new class of rotations of a dynamically symmetric rigid body about a fixed point with account for a nonstationary perturbation torque, as well as for a restoring torque that slowly varies with time, is studied. The main objective of this paper is to extend the previous results for problem of the dynamic motion of a symmetric rigid body subjected to perturbation and restoring torques. The proposed averaging method is implemented to receive the averaging system of equations of motion. The graphical representations of the solutions are presented and discussed. The attained results are a generalization of our former works where µ and M_i are independent of the slow time τ and M_i depend on the slow time only.

     

Stochastic Hopf bifurcation of quasi-integrable Hamiltonian systems with multi-time-delayed feedback control and wide-band noise excitations

The stochastic Hopf bifurcation of multi-degree-of-freedom (MDOF) quasi-integrable Hamiltonian systems with multi-time-delayed feedback control subject to wide-band noise excitations is studied. First, the time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay and the system is converted into an ordinary quasi-integrable Hamiltonian system. The averaged It? stochastic differential equations are derived by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then the expression for average bifurcation parameter of the averaged system is obtained approximately and a criterion for determining the stochastic Hopf bifurcation induced by time-delayed feedback control forces in the original system using average bifurcation parameter is proposed. An example is worked out in detail to illustrate the criterion and its validity and to show the effect of time delay in feedback control on stochastic Hopf bifurcation of the system.     

Asymptotic Lyapunov stability with probability one of quasi linear systems subject to multi-time-delayed feedback control and wide-band parametric random excitation

The asymptotic Lyapunov stability with probability one of multi-degree-of-freedom quasi linear systems subject to multi-time-delayed feedback control and multiplicative (parametric) excitation of wide-band random process is studied. First, the multi-time-delayed feedback control forces are expressed approximately in terms of the system state variables without time delay and the system is converted into ordinary quasi linear system. Then, the averaged Itô stochastic differential equations are derived by using the stochastic averaging method for quasi linear systems and the expression for the largest Lyapunov exponent of the linearized averaged Itô equations is derived. Finally, the necessary and sufficient condition for the asymptotic Lyapunov stability with probability one of the trivial solution of the original system is obtained approximately by letting the largest Lyapunov exponent to be negative. An example is worked out in detail to illustrate the application and validity of the proposed procedure and to show the effect of the time delay in feedback control on the largest Lyapunov exponent and the stability of system.     

Feedback minimization of first-passage failure of quasi integrable Hamiltonian systems

A nonlinear stochastic optimal control strategy for minimizing the first-passage failure of quasi integrable Hamiltonian systems (multi-degree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is proposed. The equations of motion for a controlled quasi integrable Hamiltonian system are reduced to a set of averaged Itô stochastic differential equations by using the stochastic averaging method. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximization of reliability and mean first-passage time are formulated. The optimal control law is derived from the dynamical programming equations and the control constraints. The final dynamical programming equations for these control problems are determined and their relationships to the backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the mean first-passage time are separately established. The conditional reliability function and the mean first-passage time of the controlled system are obtained by solving the final dynamical programming equations or their equivalent Kolmogorov and Pontryagin equations. An example is presented to illustrate the application and effectiveness of the proposed control strategy.     

Error estimates for averaging method in multifrequency systems with constant delay

We prove new error estimates for the averaging method for multifrequency systems of higher approximations with delay in slow and fast variables. The main assumption is imposed on the vector of frequencies and its derivatives along the solution of the averaged system of zero approximation. __________ Translated from Neliniini Kolyvannya, Vol. 9, No. 2, pp. 233–243, April–June, 2006.     

On Averaging of Difference Equations on an Infinite Interval

The averaging method on a semiaxis is justified for systems of difference equations. A theorem on the closeness of the corresponding solutions of the exact and averaged systems on a semiaxis is proved. This theorem is analogous to the second Bogolyubov theorem on the averaging method for systems of difference equations.     

Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle

A new procedure for designing optimal bounded control of quasi-nonintegrable Hamiltonian systems with actuator saturation is proposed based on the stochastic averaging method for quasi-nonintegrable Hamiltonian systems and the stochastic maximum principle. First, the stochastic averaging method for controlled quasi-nonintegrable Hamiltonian systems is introduced. The original control problem is converted into one for a partially averaged equation of system energy together with a partially averaged performance index. Then, the adjoint equation and the maximum condition of the partially averaged control problem are derived based on the stochastic maximum principle. The bounded optimal control forces are obtained from the maximum condition and solving the forward–backward stochastic differential equations (FBSDE). For infinite time-interval ergodic control, the adjoint variable is stationary process, and the FBSDE is reduced to an ordinary differential equation. Finally, the stationary probability density of the Hamiltonian and other response statistics of optimally controlled system are obtained by solving the Fokker–Plank–Kolmogorov equation associated with the fully averaged Itô equation of the controlled system. For comparison, the bang–bang control is also presented. An example of two degree-of-freedom quasi-nonintegrable Hamiltonian system is worked out to illustrate the proposed procedure and its effectiveness. Numerical results show that the proposed control strategy has higher control efficiency and less discontinuous control force than the corresponding bang–bang control at the price of slightly less control effectiveness.     

Torus doublings and chaotic amplitude modulations in a two degree-of-freedom resonantly forced mechanical system

This work studies the response of a weakly non-linear vibratory system with two degrees-of-freedom when the system is excited near resonance. The two linear modes are in 1:3 internal resonance. The asymptotic method of averaging and direct numerical integration are used to obtain the response of the system. Over a range of excitation frequencies and modal damping, the averaged equations in slow time are found to possess limit cycle solutions. These solutions undergo period doubling bifurcations to chaotic solutions. The averaging theory then implies the existence of amplitude modulated motions, the exact nature of modulations not being well defined. Numerical simulation of the original vibratory two degree-of-freedom system shows that the system does undergo amplitude modulated motions. For sufficiently large damping, only periodic modulations arise in the form of a 2-torus. For lower damping, the 2-torus can undergo doubling and ultimate destruction to result in a chaotic attractor. Poincare sections of steady state solutions are used to characterize the various types of amplitude modulated motions.     

Nonlinearly damped systems under simultaneous broad-band and harmonic excitations

The probability distribution of the response of a nonlinearly damped system subjected to both broad-band and harmonic excitations is investigated. The broad-band excitation is additive, and the harmonic excitations can be either additive or multiplicative. The frequency of a harmonic excitation can be either near or far from a resonance frequency of the system. The stochastic averaging method is applied to obtain the Itô type stochastic differential equations for an averaged system described by a set of slowly varying variables, which are approximated as components of a Markov vector. Then, a procedure based on the concept of stationary potential is used to obtain the exact stationary probability density for a class of such averaged systems. For those systems not belonging to this class, approximate solutions are obtained using the method of weighted residuals. Application of the exact and approximate solution procedures are illustrated in two specific cases, and the results are compared with those obtained from Monte Carlo simulations.     

Optimal Bounded Control of First-Passage Failure of Quasi-Integrable Hamiltonian Systems with Wide-Band Random Excitation

The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged Itô equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.     

First passage failure of quasi-partial integrable generalized Hamiltonian systems

The first passage failure of quasi-partial integrable generalized Hamiltonian systems is studied by using the stochastic averaging method. First, the stochastic averaging method for quasi-partial integrable generalized Hamiltonian systems is introduced briefly. Then, the backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the conditional mean of first passage time are derived from the averaged Itô equations. The conditional reliability function, the conditional probability density and mean of the first passage time are obtained from solving these equations together with suitable initial condition and boundary conditions, respectively. Finally, one example is given to illustrate the proposed procedure in detail and the solutions are confirmed by using the results from Monte Carlo simulation of the original system.     

Time-delayed stochastic optimal control of strongly non-linear systems with actuator saturation by using stochastic maximum principle

A time-delayed stochastic optimal bounded control strategy for strongly non-linear systems under wide-band random excitations with actuator saturation is proposed based on the stochastic averaging method and the stochastic maximum principle. First, the partially averaged Itô equation for the system amplitude is derived by using the stochastic averaging method for strongly non-linear systems. The time-delayed feedback control force is approximated by a control force without time delay based on the periodically random behavior of the displacement and velocity of the system. The partially averaged Itô equation for the system energy is derived from that for the system amplitude by using Itô formula and the relation between system amplitude and system energy. Then, the adjoint equation and maximum condition of the partially averaged control problem are derived based on the stochastic maximum principle. The saturated optimal control force is determined from maximum condition and solving the forward–backward stochastic differential equations (FBSDEs). For infinite time-interval ergodic control, the adjoint variable is stationary process and the FBSDE is reduced to a ordinary differential equation. Finally, the stationary probability density of the Hamiltonian and other response statistics of optimally controlled system are obtained from solving the Fokker–Plank–Kolmogorov (FPK) equation associated with the fully averaged Itô equation of the controlled system. For comparison, the optimal control forces obtained from the time-delayed bang–bang control and the control without considering time delay are also presented. An example is worked out to illustrate the proposed procedure and its advantages.     

Stochastic averaging of quasi-integrable and non-resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations

A stochastic averaging method for predicting the response of quasi-integrable and non-resonant Hamiltonian systems to combined Gaussian and Poisson white noise excitations is proposed. First, the motion equations of a quasi-integrable and non-resonant Hamiltonian system subject to combined Gaussian and Poisson white noise excitations is transformed into stochastic integro-differential equations (SIDEs). Then $n$ -dimensional averaged SIDEs and generalized Fokker–Plank–Kolmogrov (GFPK) equations for the transition probability densities of $n$ action variables and $n$ - independent integrals of motion are derived by using stochastic jump–diffusion chain rule and stochastic averaging principle. The probability density of the stationary response is obtained by solving the averaged GFPK equation using the perturbation method. Finally, as an example, two coupled non-linear damping oscillators under both external and parametric excitations of combined Gaussian and Poisson white noises are worked out in detail to illustrate the application and validity of the proposed stochastic averaging method.