Asymptotic Lyapunov stability with probability one of Duffing oscillator subject to time-delayed feedback control and bounded noise excitation

The asymptotic Lyapunov stability with probability one of a Duffing system with time-delayed feedback control under bounded noise parametric excitation is studied. First, the time-delayed feedback control force is expressed approximately in terms of the system state variables without time delay. Then, the averaged Itô stochastic differential equations for the system are derived by using the stochastic averaging method and the expression for the Lyapunov exponent of the linearized averaged Itô equations is derived. It is inferred that the Lyapunov exponent so obtained is the first approximation of the largest Lyapunov exponent of the original system, and the asymptotic Lyapunov stability with probability one of the original system can be determined approximately by using the Lyapunov exponent. Finally, the effects of time delay in feedback control on the Lyapunov exponent and the stability of the system are analyzed. The theoretical results are well verified through digital simulation.     

Stochastic stability of quasi non-integrable Hamiltonian systems under parametric excitations of Gaussian and Poisson white noises

The asymptotic Lyapunov stability with probability one of n-degree-of-freedom (n-DOF) quasi non-integrable Hamiltonian systems subject to weakly parametric excitations of combined Gaussian and Poisson white noises is studied by using the largest Lyapunov exponent. First, an n-DOF quasi non-integrable Hamiltonian system subject to weakly parametric excitations of combined Gaussian and Poisson white noises is reduced to a one-dimensional averaged Itô stochastic differential equation (SDE) for Hamiltonian by using the stochastic averaging method for quasi non-integrable Hamiltonian systems. Then, the expression for the Lyapunov exponent of the averaged Itô SDE is derived and the approximately necessary and sufficient condition for the asymptotic Lyapunov stability with probability one of the trivial solution of the original system is obtained. Finally, one example is worked out to illustrate the proposed procedure and its effectiveness is confirmed by comparing with Monte Carlo simulation. It is found that analytical and simulation results agree well.     

Feedback stabilization of quasi nonintegrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations

A procedure for designing a feedback control to asymptotic Lyapunov stability with probability one of quasi nonintegrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations is proposed. First, a one dimensional partially averaged Itô stochastic differential equation for controlled Hamiltonian is derived from the motion equations of the system by using the stochastic averaging method. Second, the dynamical programming equation for the ergodic control problem of the averaged system with undetermined cost function is set up based on the dynamical programming principle and the jump–diffusion chain stochastic differential rules. The optimal control law is obtained by solving the dynamical programming equation. Third, the analytical expression for the largest Lyapunov exponent of the averaged system is derived. Finally, the asymptotic Lyapunov stability with probability one of the originally controlled system is analyzed approximately by using the largest Lyapunov exponent. The cost function and optimal control forces are determined by the requirements of stabilizing the system. An example is worked out in detail to illustrate the effectiveness of the proposed method for stabilization control, and the control effect of the proposed feedback stabilization varies with the change of parameters is also studied in this paper, such as, the greater the excitation intensity of Gaussian and Poisson white noise, the better the stabilization control effect.     

First passage failure of quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations

The first passage failure of multi-degree-of-freedom (MDOF) quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations in the case of external resonance is studied. First, a stochastic averaging method for quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations using generalized harmonic functions is reviewed briefly. Then, a backward Kolmogorov equation governing the conditional reliability function and a Pontryagin equation governing the conditional mean of the first passage time are established from the averaged Itô equations, respectively. The conditional reliability function, and the conditional probability density and conditional mean of the first passage time are obtained from solving these equations together with suitable initial condition and boundary conditions. The comparison between the analytical results and those from Monte Carlo simulation for an example shows that the proposed method works very well. It is also shown by using Monte Carlo simulation that the reliability of the system in the case of external resonance is much lower than that in the non-resonant case.     

Stochastic stability of SDOF linear viscoelastic system under wideband noise excitation

The stochastic moment stability and almost-sure stability of a single-degree-of-freedom (SDOF) viscoelastic system subject to parametric fluctuation is investigated by using the method of higher-order stochastic averaging. The stochastic parametric excitation is modeled as a wideband noise, which is taken as Gaussian white noise and real noise. The viscoelastic material is assumed to follow ordinary Maxwell linear constitutive relation. For small damping and weak stochastic fluctuation, analytical expressions are derived for the moment Lyapunov exponent and the Lyapunov exponent, which indicate moment stability and almost-sure stability respectively. The effects of various system and loading parameters on the stochastic stability are discussed. Both analytical and simulation results show that higher-order stochastic averaging improves the accuracy compared with the first-order stochastic averaging. However, results of the third-order averaging are almost overridden by those of second-order averaging and the third-order averaging involves far more calculation. It is advisable to consider a balance between accuracy achievement and calculation endeavor when using higher-order stochastic averaging.     

First passage failure of SDOF nonlinear oscillator with lightly fractional derivative damping under real noise excitations

The first passage failure of single-degree-of-freedom (SDOF) nonlinear oscillator with lightly fractional derivative damping under real noise excitations is investigated in this paper. First, the system state is approximately represented by one-dimensional time-homogeneous diffusive Markov process of amplitude through stochastic averaging. Then, the backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the conditional mean of first passage time are established from the averaged Itô equation for Hamiltonian. The conditional reliability function, the conditional probability density and mean of the first passage time are obtained by solving these equations together with suitable initial condition and boundary conditions. Finally, two examples are worked out in detail and the analytical solutions are checked by those from the Monte Carlo simulation of original systems.     

Some aspects of chaotic and stochastic dynamics for structural systems

In this paper, the bifurcation behaviour of an externally excited four-dimensional nonlinear system is examined. Throughout this paper, a two-degree-of-freedom shallow arch structure under either a periodic or a stochastic excitation will be considered. For the case when the excitation is periodic, the local and global behaviour is examined in the presence of principalsubharmonic resonance and1:2 internal resonance. The method of averaging is used to obtain the first order approximation of the response of the system under resonant conditions. A standard Melnikov type perturbation method is used to show analytically that the system may exhibit chaotic dynamics in the sense of Smale horseshoe for the 1:2 internal resonance case in the absence of dissipation. In the case of stochastic excitation, the stability of the stationary solution is examined by determining themaximal Lyapunov exponent andmoment Lyapunov exponent in terms of system parameters. An asymptotic method is used to obtain explicit expressions for various exponents in the presence of weak dissipation and noise intensity. These quantities provide almost-sure stability boundaries in parameter space. When the system parameters lie outside these boundaries, it is essential to understand the nonlinear behaviour. The method of stochastic averaging is applied to obtain a set of approximate Itô equations which are then examined to describe the local bifurcation behaviour.     

First passage failure of MDOF quasi-integrable Hamiltonian systems with fractional derivative damping

The first passage failure of multi-degree-of-freedom (MDOF) quasi-integrable Hamiltonian systems with damping described by a fractional derivative is studied. The stochastic averaging procedure is applied to derive the averaged equations for first integrals. The conditional reliability function and the conditional mean of first passage failure time are obtained by solving the associated backward Kolmogorv equation and Pontryagin equation together with suitable boundary conditions and initial condition, respectively. One example of two coupled nonlinear oscillators with fractional derivative damping is given to illustrate the proposed procedure. The accuracy of the method is substantiated by comparing the analytical results with those from Monte Carlo simulation. Effects of some parameters of fractional order, damping coefficients and nonlinear strength on the system??s reliability are examined.     

A bounded optimal control for maximizing the reliability of randomly excited nonlinear oscillators with fractional derivative damping

In this paper, a bounded optimal control for maximizing the reliability of randomly excited nonlinear oscillators with fractional derivative damping is proposed. First, the partially averaged It? equations for the energy processes of individual degree of freedom are derived by using the stochastic averaging method. Second, the dynamical programming equations for the control problems of maximizing the reliability function and maximizing the mean first passage time are established from the partially averaged It? equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equation and control constraints. Third, the conditional reliability function and mean first passage time of the optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation associated with the fully averaged It? equation, respectively. The application of the proposed procedure and effectiveness of the control strategy are illustrated by using two examples. Besides, the effect of fractional derivative order on the reliability of the optimally controlled system is examined.     

Some formulas for Lyapunov exponents and rotation numbers in two dimensions and the stability of the harmonic oscillator and the inverted pendulum

Lyapunov exponents and rotation numbers of linear two-dimensional stochastic differential equations are described by variants of Furstenberg-Khasminskii formulas exhibiting the interaction of drift and diffusion in terms of Lie brackets of their projections into projective space. In the case of one diffusion matrix of sheet type and general drift, the formulas simplify to expressions containing the moments of one-dimensional diffusions of potential type. Applications are given to the following systems perturbed by white noise: the harmonic oscillator and the inverted pendulum linearized in its unstable equilibrium position. Their Lyapunov exponents and rotation numbers are explicited in terms of hypergeometric functions, and are asymptotically expanded into series as functions of the noise parameter. A complete account of the stability diagrams of the systems is given. Lines of change of stability and of maximal stability are described in the planes spanned by the damping and noise respectively restoring force and noise parameters. The area in the planes where stabilization by noise for the inverted pendulum takes place is investigated.     

Time-delay stochastic optimal control and stabilization of quasi-integrable Hamiltonian systems

Innovative procedures for the time-delay stochastic optimal control and stabilization of quasi-integrable Hamiltonian systems subject to Gaussian white noise excitations are proposed. First, the problem of time-delay stochastic optimal control of quasi-integrable Hamiltonian systems is formulated and converted into the problem of stochastic optimal control without time delay. Then the converted control problem is solved by applying the stochastic averaging method for quasi-integrable Hamiltonian systems and the stochastic dynamical programming principle. The time-delay feedback stabilization of quasi-integrable Hamiltonian systems is formulated as an ergodic control problem with an un-determined cost function which is determined later by minimizing the largest Lyapunov exponent of the controlled system. As an example, a two-degree-of-freedom quasi-integrable Hamiltonian system with time-delay feedback control forces is investigated in detail to illustrate the procedures and their effectiveness.     

Stochastic response of fractionally damped beams

This paper aims at introducing the governing equation of motion of a continuous fractionally damped system under generic input loads, no matter the order of the fractional derivative. Moreover, particularizing the excitation as a random noise, the evaluation of the power spectral density performed in frequency domain highlights relevant features of such a system.Numerical results have been carried out considering a cantilever beam under stochastic loads. The influence of the fractional derivative order on the power spectral density response has been investigated, underscoring the damping effect in reducing the power spectral density amplitude for higher values of the fractional derivative order. Finally, the fractional derivative term introduces in the system dynamics both effective damping and effective stiffness frequency dependent terms.     

Delay-independent stability of moments of a linear oscillator with delayed state feedback and parametric white noise

The stability of a linear oscillator with delayed state feedback driven by parametric Gaussian white noise is studied in this paper. The first and second order moment equations of the system response are derived by using moment method and Itô differential rule. Based on the moment equations, the delay-independent stable conditions of both moments are proposed: For the first order moment, the sufficient and necessary condition that guarantee delay-independent stability is identified to that of the deterministic system; for the second order moment, the sufficient condition that ensure delay-independent stability depends on noise intensity. The theoretical results are also illustrated with numerical simulations.     

二阶随机系统的Lyapunov指数与稳定性

利用线性变换方法研究了二阶系统在随机扰动下系统的运动稳定性及分叉问题。给出了线性化系统最大Ｌｙａｐｕｎｏｖ指数的计算公式，从而由其最大Ｌｙａｐｕｎｏｖ指数为零可求出线性化系统几乎必然稳定区域的边界。     

含分数阶导数项的随机Duffing振子的稳态响应分析

本文对一个含有分数阶导数项阻尼的、Gaussian白噪声激励下的Duffing振子进行了稳态响应分析。首先,基于能量平衡理论,运用等效线性化方法,计算等效系统的线性阻尼及自然频率,建立统计意义下的等效线性化系统。然后,利用平均法建立随机Ito方程,得到随机响应的Markovian近似;给出描述振子振幅概率密度函数演化的Fokker-Planck方程,并得到它的稳态解。进一步,对于含有响应振幅的等效线性系统,借助由Laplace变换得到的转换函数,得到原系统的条件功率谱密度,结合振幅的稳态概率密度作为权重函数,给出原系统功率谱密度的估计,以及响应的统计量的估计。数值模拟的结果说明所提出的功率谱密度的近似解析表达式是可靠的,它甚至适用于Duffing振子具有强非线性回复力的情形,因为它可以较好的表现出功率谱密度共振频谱加宽及多峰现象的出现。     

Stochastic stability of linear viscoelastic systems

The stochastic almost-sure stability of a single degree-of-freedom linear viscoelastic system subjected to random fluctuation in the stiffness parameter is investigated. For small damping and weak random fluctuation, asymptotic expressions are derived for the Lyapunov exponent and the rotation number using the method of stochastic averaging. From the sign of the Lyapunov exponent, the condition for asymptotic stability with probability 1 of the trivial equilibrium state is obtained.     

Small noise expansion of moment lyapunov exponents for two-dimensional systems

We construct an approximation for the moment Lyapunov exponent, the asymptotic growth rate of the moments of the response of a two-dimensional linear system driven by real or white noise. A perturbation approach is used to obtain explicit expressions for these exponents in the presence of small intensity noise. As an example, we study the moment stability of the stationary solution of nonlinear structural and mechanical systems subjected to real noise excitation. The usefulness of the moment Lyapunov exponent in predicting parameter values at which qualitative changes in the probability density function occur (stochastic bifurcation) is also illustrated.     

Optimal bounded control of harmonically and stochastically excited strongly nonlinear oscillators

A procedure for designing optimal bounded control to minimize the response of harmonically and stochastically excited strongly nonlinear oscillators is proposed. First, the stochastic averaging method for controlled strongly nonlinear oscillators under combined harmonic and white noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equation for the control problem of minimizing response of the systems is formulated from the partially completed averaged Itô equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equation and control constraint without solving the dynamical programming equation. Finally, the stationary probability density of the amplitude and mean amplitude of the optimally controlled systems are obtained from solving the reduced Fokker–Planck–Kolmogorov equation associated with fully completed averaged Itô equations. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation.     

Response spectral density determination for nonlinear systems endowed with fractional derivatives and subject to colored noise

A computationally efficient method for determining the response of non-linear stochastic dynamic systems endowed with fractional derivative elements subject to stochastic excitation is presented. The method relies on a spectral representation both for the system excitation and its response. Specifically, first the ordinary non-linear differential equation of motion is transferred into a set of non-linear algebra equations by employing the harmonic balance method. Next, the response Fourier coefficients are determined by solving these non-linear equations. Finally, repeated use of the proposed procedure yields the response power spectral density. Pertinent numerical examples, including a fractional Duffing and a bilinear oscillator, demonstrate the accuracy of the proposed method.