Stochastic averaging of strongly nonlinear oscillators with small fractional derivative damping under combined harmonic and white noise excitations

2008 ◽  
Vol 56 (3) ◽  
pp. 231-241 ◽  
Author(s):  
L. C. Chen ◽  
W. Q. Zhu
2008 ◽  
Vol 130 (5) ◽  
Author(s):  
Y. J. Wu ◽  
W. Q. Zhu

Physical and engineering systems are often subjected to combined harmonic and random excitations. The random excitation is often modeled as Gaussian white noise for mathematical tractability. However, in practice, the random excitation is nonwhite. This paper investigates the stationary response probability density of strongly nonlinear oscillators under combined harmonic and wide-band noise excitations. By using generalized harmonic functions, a new stochastic averaging procedure for estimating stationary response probability density of strongly nonlinear oscillators under combined harmonic and wide-band noise excitations is developed. The damping can be linear and (or) nonlinear and the excitations can be external and (or) parametric. After stochastic averaging, the system state is represented by two-dimensional time-homogeneous diffusive Markov processes. The method of reduced Fokker–Planck–Kolmogorov equation is used to investigate the stationary response of the vibration system. A nonlinearly damped Duffing oscillator is taken as an example to show the application and validity of the method. In the case of primary external resonance, based on the stationary joint probability density of amplitude and phase difference, the stochastic jump of the Duffing oscillator and P-bifurcation as the system parameters change are examined for the first time. The agreement between the analytical results and those from Monte Carlo simulation of original system shows that the proposed procedure works quite well.


2011 ◽  
Vol 2011 ◽  
pp. 1-21 ◽  
Author(s):  
Yongjun Wu ◽  
Changshui Feng ◽  
Ronghua Huan

We study the stochastic optimal bounded control for minimizing the stationary response of strongly nonlinear oscillators under combined harmonic and wide-band noise excitations. The stochastic averaging method and the dynamical programming principle are combined to obtain the fully averaged Itô stochastic differential equations which describe the original controlled strongly nonlinear system approximately. The stationary joint probability density of the amplitude and phase difference of the optimally controlled systems is obtained from solving the corresponding reduced Fokker-Planck-Kolmogorov (FPK) equation. An example is given to illustrate the proposed procedure, and the theoretical results are verified by Monte Carlo simulation.


1998 ◽  
Vol 9 (2) ◽  
pp. 187-194
Author(s):  
J. HU

In a recent paper, the author showed that for certain symmetric bisuperlinear equations, cosine-like boundary behaviours will not yield symmetric solutions [1]. In this paper, we attack the adiabatic invariant problem by showing that, for these strongly nonlinear oscillators, the adiabatic invariant is intimately related to z′(0;∈) for a family of solutions.


2012 ◽  
Vol 22 (04) ◽  
pp. 1250083 ◽  
Author(s):  
F. HU ◽  
W. Q. ZHU ◽  
L. C. CHEN

The stochastic Hopf bifurcation of multi-degree-of-freedom (MDOF) quasi-integrable Hamiltonian systems with fractional derivative damping is investigated. First, the averaged Itô stochastic differential equations for n motion integrals are obtained by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, an expression for the average bifurcation parameter of the averaged system is obtained and a criterion for determining the stochastic Hopf bifurcation of the system by using the average bifurcation parameter is proposed. An example is given to illustrate the proposed procedure in detail and the numerical results show the effect of fractional derivative order on the stochastic Hopf bifurcation.


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