Stochastic averaging of quasi-integrable Hamiltonian systems under combined harmonic and white noise excitations

2004 ◽  
Vol 39 (9) ◽  
pp. 1421-1434 ◽  
Author(s):  
Z.L. Huang ◽  
W.Q. Zhu
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.


2021 ◽  
pp. 1-33
Author(s):  
Mao Lin Deng ◽  
Genjin Mu ◽  
Weiqiu Zhu

Abstract Many wake-oscillator models applied to study vortex-induced vibration (VIV) are assumed to be excited by ideal wind that is assumed to be uniform flow with constant velocity. While in the field of wind engineering, the real wind generally is described to be composed of mean wind and fluctuating wind. The wake-oscillator excited by fluctuating wind should be treated as a randomly excited and dissipated multi-degree of freedom (DOF) nonlinear system. The involved studies are very difficult and so far there are no exact solutions available. The present paper aims to carry out some study works on the stochastic dynamics of VIV. The stochastic averaging method of quasi integrable Hamiltonian systems under wideband random excitation is applied to study the Hartlen-Currie wake-oscillator model and its modified model excited by fluctuating wind. The probability and statistics of the random response of wake-oscillator in resonant or lock-in case and in non-resonant case are analytically obtained, and the theoretical results are confirmed by using numerical simulation of original system. Finally, it is pointed out that the stochastic averaging method of quasi integrable Hamiltonian systems under wideband random excitation can also be applied to other wake-oscillator models, such as Skop-Griffin model and Krenk-Nielsen model excited by fluctuating wind.


2013 ◽  
Vol 81 (5) ◽  
Author(s):  
Yong Wang ◽  
Xiaoling Jin ◽  
Zhilong Huang

Variable-mass systems become more and more important with the explosive development of micro- and nanotechnologies, and it is crucial to evaluate the influence of mass disturbances on system random responses. This manuscript generalizes the stochastic averaging technique from quasi-integrable Hamiltonian systems to stochastic variable-mass systems. The Hamiltonian equations for variable-mass systems are firstly derived in classical mechanics formulation and are approximately replaced by the associated conservative Hamiltonian equations with disturbances in each equation. The averaged Itô equations with respect to the integrals of motion as slowly variable processes are derived through the stochastic averaging technique. Solving the associated Fokker–Plank–Kolmogorov equation yields the joint probability densities of the integrals of motion. A representative variable-mass oscillator is worked out to demonstrate the application and effectiveness of the generalized stochastic averaging technique; also, the sensitivity of random responses to pivotal system parameters is illustrated.


2013 ◽  
Vol 81 (4) ◽  
Author(s):  
Wantao Jia ◽  
Weiqiu Zhu ◽  
Yong Xu ◽  
Weiyan Liu

A stochastic averaging method for quasi-integrable and resonant Hamiltonian systems subject to combined Gaussian and Poisson white noise excitations is proposed. The case of resonance with α resonant relations is considered. An (n + α)-dimensional averaged Generalized Fokker–Plank–Kolmogorov (GFPK) equation for the transition probability density of n action variables and α combinations of phase angles is derived from the stochastic integrodifferential equations (SIDEs) of original quasi-integrable and resonant Hamiltonian systems by using the jump-diffusion chain rule. The reduced GFPK equation is solved by using finite difference method and the successive over relaxation method to obtain the stationary probability density of the system. An example of two nonlinearly damped oscillators under combined Gaussian and Poisson white noise excitations is given to illustrate the proposed method. The good agreement between the analytical results and those from digital simulation shows the validity of the proposed method.


Sign in / Sign up

Export Citation Format

Share Document