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随机激励的耗散的Hamilton系统理论的研究进展
引用本文:朱位秋,黄志龙.随机激励的耗散的Hamilton系统理论的研究进展[J].力学进展,2000,30(4):481-494.
作者姓名:朱位秋  黄志龙
作者单位:浙江大学力学系
基金项目:国家自然科学基金(19972059)和浙江大学曹光彪高科技发展基金重点资助项目
摘    要:近几年中,利用Hamilton系统的可积性与共振性概念及Poisson括号性质等,提出了高斯白噪声激励下多自由度非线性随机系统的精确平稳解的泛函构造与求解方法,并在此基础上提出了等效非线性系统法,提出了拟Hamilton系统的随机平均法,并在该法基础上研究了拟Hamilton系统随机稳定性、随机分岔、可靠性及最优非线性随机控制,从而基本上形成了一个非线性随机动力学与控制的Hamilton理论框架.本文简要介绍了这方面的进展.

关 键 词:Hamilton系统  随机平均法  随机稳定性  随机分岔  最优非线性随机控制
修稿时间:1999年5月31日

ADVANCES IN THEORY OF STOCHASTICALLY EXCITED AND DISSIPATED
Zhu Weiqiu Huang Zhilong.ADVANCES IN THEORY OF STOCHASTICALLY EXCITED AND DISSIPATED[J].Advances in Mechanics,2000,30(4):481-494.
Authors:Zhu Weiqiu Huang Zhilong
Abstract:In recent years, the functional form and solution method of the exact stationary solution for multi-degree-of-freedom nonlinear stochastic oscillatory systems under Gaussian white noise excitation were proposed by the present authors using the concepts of integrability and resonance and the property of Poisson bracket in Hamiltonian dynamics. Based on the exact stationary solution, an equivalent nonlinear system method was developed for similar systems. The stochastic averaging method for quasi-Hamiltonian systems was also proposed. The stochastic stability, stochastic bifurcation, reliability and optimal stochastic control of quasi-Hamiltonian systems were studied based on the stochastic averaging method. Thus, a Hamiltonian framework of nonlinear stochastic dynamics and control has been basically formulated. In the present paper, the advances in the theory of stochastically excited and dissipated Hamiltonian systems is reviewed.
Keywords:hamiltonian system  stochastic averaging method  stochastic stability  stochastic  bifurcation  optimal nonlinear feedback control
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