RESEARCH FOR ATTRACTING REGION AND EXIT PROBLEM OF A PIECEWISE LINEAR SYSTEM UNDER PERIODIC AND WHITE NOISE EXCITATIONS

离出行为是随机非线性系统的重要现象之一,而离出问题是除随机动力系统理论以外考察随机非线性系统随机稳定性的另一种重要的方法.分段线性系统是一个经典的非线性动力学模型,受随机激励后成为随机系统,但并不是严格的随机动力系统,因而此时随机动力系统理论也不适用.为了研究同时受周期和白噪声激励的分段线性系统,首先使用Poincaré截面模拟其在无噪声时确定性的动力学行为,然后使用Monte Carlo模拟对其在白噪声激励下的离出行为进行了数值仿真分析.其次,为了考察离出问题中的重要参数,系统的平均首次通过时间（mean first-passage time,MFPT）,使用van der Pol变换,随机平均法,奇异摄动法和射线方法进行了量化计算.通过对理论结果与模拟结果的对比分析,得到结论：当系统吸引子对应的吸引域边界出现碎片化时,理论结果与模拟结果的误差极大;而当吸引域边界足够光滑的以后,理论结果与模拟结果才会相当吻合.     

一类非线性系统的随机振动频率响应分析研究

Volterra级数是研究非线性系统的一种重要数学工具, 它可看作线性系统理论中的卷积运算在非线性系统分析中的推广. 基于Volterra级数, 给出了受高斯白噪声激励下的非线性系统输出功率谱的计算公式. 公式表明, 该系统输出功率谱可用激励强度的多项式函数来表示, 其结果为研究激励强度对非线性系统输出功率谱的影响提供了有效途径.      

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.     

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.      

Kawakami映射的超混沌行为研究

通过对一类平面二维映射系统非线性动力学行为的分析,发现该系统存在一个奇怪吸引子,该吸引子具有两个正Lyapunov指数和分数维。通过该系统不动点的分析揭示了该吸引子的吸引域边界结构,即不稳定第二类结点与不稳定偶数周期点在吸引域边界上的相间排列。     

拟可积哈密顿系统中噪声诱发的混沌运动

研究拟可积哈密顿系统在谐和与噪声激励联合作用下的混沌运动。通过对噪声性质的假定,并利用动力系统理论,给出了高维梅尔尼科夫方法应用于随机拟可积哈密顿系统的推广形式。根据这种推广的方法,研究了谐和与高斯白噪声激励联合使用下两自由度拟可积哈密顿系统 同宿分岔,得出了系统发生混沌运动的参数阈值,并由此讨论了噪声对系统的混沌运动的影响。蒙特-卡罗方法模拟、李雅普诺夫指数等数值结果表明,这种推广的方法是有效的。     

白噪声参激一类余维2分岔系统最大Lyapunov指数研究

在随机动力系统中,最大Lyapunov指数是定义随机分岔系统概率1意义分岔的重要指标,因此目前有关各类随机分岔系统最大Lyapunov指数解析式的计算成为随机分岔研究的焦点问题.本文基于一维扩散过程的奇异点理论,通过使用L.Arnold摄动方法,研究了白噪声参数激励下两种三维随机分岔系统最大Lyapunov指数的渐近分析式.     

基于大偏差理论非高斯随机动力系统离出行为研究

本文介绍了大偏差理论的基本思想及其在非高斯随机动力系统的离出问题研究中的应用.依据不同的非高斯噪声类型,本文分别评述了随机混合系统、指数轻跳跃过程和α稳定Lévy噪声驱动的随机动力系统的离出问题的主要研究方法和近期研究进展.针对随机混合系统,本文介绍了利用随机微分方程对其进行近似的拟稳态扩散近似方法,计算拟势和最优离出路径的WKB近似方法与细致平衡条件的研究,以及求解随机混合系统的简化版本(即生灭过程)的离出问题的研究进展.对于指数轻跳跃过程驱动的随机动力系统,本文介绍了其大偏差原理和中度偏差原理的泛函极值问题的建立,拟势概念的定义和平均离出时间的估计.针对具有α稳定Lévy噪声的随机动力系统,本文介绍了计算平均首次离出时间和离出概率的理论和数值方法,计算最优离出路径的Onsager-Machlup理论、机器学习方法、最大似然法和数据驱动方法.最后,给出了非高斯随机动力系统的离出现象相关的一些开放性问题.     

随机噪声作用下梁结构的非线性振动研究

考虑随机噪声影响,研究一端固支一端夹支的梁结构在横向外激励扰动下的非线性振动。首先,基于里兹-伽辽金法得到梁的振动控制方程并将其无量纲化,随后引入随机噪声进一步得到系统的随机动力学模型。在此基础上考虑高斯白噪声和有界噪声,分别研究2种随机噪声对梁结构随机动力学行为的影响,并利用随机Melnikov法求出系统的混沌阈值,得到2种随机噪声影响下系统的三维混沌阈值图。由数值计算结果可知,阻尼系数、外激励幅值和随机噪声对梁结构的振动都有影响,且阻尼小、外激励幅值大和随机噪声强都更容易导致随机系统产生混沌运动。此外,通过本研究可以分析比较不同随机噪声(如高斯白噪声和有界噪声)对梁结构振动状态的影响,从而以抑制梁结构在随机噪声影响下产生混沌运动为目的,提出更好的降噪方法。     

1∶1内共振对随机振动系统可靠性的影响

研究了二自由度耦合非线性随机振动系统在高斯白噪声激励下基于首次穿越模型的可靠性问题. 在1:1内共振情形,原始系统的运动方程经平均后化为一组关于慢变量的伊藤随机微分方程. 建立了后向柯尔莫哥洛夫方程以及庞德辽金方程,在一定的边界条件和(或) 初始条件下求解这两个偏微分方程,分别得到系统的条件可靠性函数以及平均首次穿越时间. 进而建立了无内共振情形系统的后向柯尔莫哥洛夫方程与庞德辽金方程.将无内共振情形的结果与1:1 内共振情形的结果做比较,发现1:1 内共振能显著降低系统可靠性. 用蒙特卡罗数值模拟验证了理论结果的有效性.     

耦合Duffing-van der Pol系统的首次穿越问题

利用拟不可积Hamilton系统随机平均法，研究了高斯白噪声激励下耦 合Duffing-van der Pol系统的首次穿越问题. 首先给出了条件可靠性函数满足的后向 Kolmogorov 方程以及首次穿越时间条件矩满足的广义Pontryagin方程. 然后根据 这两类偏微分方程的边界条件和初始条件，详细分析了在外激与参激共 同作用以及纯外激作用等情况下系统的可靠性与首次穿越时间的各阶矩. 最后以图表形式给 出了可靠性函数、首次穿越时间的概率密度以及平均首次穿越时间的数值结果.     

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.     

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.     

Stochastic averaging method for estimating first-passage statistics of stochastically excited Duffing–Rayleigh–Mathieu system

The first-passage statistics of Duffing-Rayleigh- Mathieu system under wide-band colored noise excitations is studied by using stochastic averaging method. The motion equation of the original system is transformed into two time homogeneous diffusion Markovian processes of amplitude and phase after stochastic averaging. The diffusion process method for first-passage problem is used and the corresponding backward Kolmogorov equation and Pontryagin equation are constructed and solved to yield the conditional reliability function and mean first-passage time with suitable initial and boundary conditions. The analytical results are confirmed by Monte Carlo simulation.     

First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations

First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations is studied. The motion equation of the system is reduced to a set of averaged Itô stochastic differential equations by stochastic averaging in the case of resonance. Then, the backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function and the conditional probability density and mean first-passage time are obtained by solving the backward Kolmogorov equation and Pontryagin equation with suitable initial and boundary conditions. The procedure is applied to Duffing–van der Pol system in resonant case and the analytical results are verified by Monte Carlo simulation.     

First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems

An n degree-of-freedom Hamiltonian system with r(1<r<n) independent first integrals which are in involution is called partially integrable Hamiltonian system. A partially integrable Hamiltonian system subject to light dampings and weak stochastic excitations is called quasi-partially integrable Hamiltonian system. In the present paper, the procedures for studying the first-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems are proposed. First, the stochastic averaging method for quasi-partially integrable Hamiltonian systems is briefly reviewed. Then, based on the averaged Itô equations, a backward Kolmogorov equation governing the conditional reliability function, a set of generalized Pontryagin equations governing the conditional moments of first-passage time and their boundary and initial conditions are established. After that, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximization of reliability and of maximization of mean first-passage time are formulated. The relationship between the backward Kolmogorov equation and the dynamical programming equation for reliability maximization, and that between the Pontryagin equation and the dynamical programming equation for maximization of mean first-passage time are discussed. Finally, an example is worked out to illustrate the proposed procedures and the effectiveness of feedback control in reducing first-passage failure.     

Studies on structural safety in stochastically excited Duffing oscillator with double potential wells

The effects of the Gaussian white noise excitation on structural safety due to erosion of safe basin in Duffing oscillator with double potential wells are studied in the present paper. By employing the well-developed stochastic Melnikov condition and Monte–Carlo method, various eroded basins are simulated in deterministic and stochastic cases of the system, and the ratio of safe initial points (RSIP) is presented in some given limited domain defined by the system’s Hamiltonian for various parameters or first-passage times. It is shown that structural safety control becomes more difficult when the noise excitation is imposed on the system, and the fractal basin boundary may also appear when the system is excited by Gaussian white noise only. From the RSIP results in given limited domain, sudden discontinuous descents in RSIP curves may occur when the system is excited by harmonic or stochastic forces, which are different from the customary continuous ones in view of the first-passage problems. In addition, it is interesting to find that RSIP values can even increase with increasing driving amplitude of the external harmonic excitation when the Gaussian white noise is also present in the system. The project supported by the National Natural Science Foundation of China (10302025 and 10672140). The English text was polished by Yunming Chen.     

FIRST-PASSAGE FAILURE OF PREISACH HYSTERETIC SYSTEMS

The first-passage failure of a single-degree-of-freedom hysteretic system with non- local memory is investigated. The hysteretic behavior is described through a Preisach model with excitation selected as Gaussian white noise. First, the equivalent nonlinear non-hysteretic sys- tem with amplitude-dependent damping and stiffness coefficients is derived through generalized harmonic balance technique. Then, equivalent damping and stiffness coefficients are expressed as functions of system energy by using the relation of amplitude to system energy. The stochastic aver- aging of energy envelope is adopted to accept the averaged It5 stochastic differential equation with respect to system energy. The establishing and solving of the associated backward Kolmogorov equation yields the reliability function and probability density of first-passage time. The effects of system parameters on first-passage failure are investigated concisely and validated through Monte Carlo simulation.