Moment Lyapunov Exponent and Stochastic Stability of Binary Airfoil under Combined Harmonic and Non-Gaussian Colored Noise Excitations

2018 ◽  
Vol 17 (02) ◽  
pp. 1850010 ◽  
Author(s):  
D. L. Hu ◽  
X. B. Liu
Keyword(s):  
Lyapunov Exponent ◽  
Stochastic Stability ◽  
Colored Noise ◽  
Singular Perturbation Method ◽  
Random Forces ◽  
Gaussian Colored Noise ◽  
Moment Lyapunov Exponent ◽  
Path Integral Method ◽  
The Moment ◽  
Non Gaussian

Both periodic loading and random forces commonly co-exist in real engineering applications. However, the dynamic behavior, especially dynamic stability of systems under parametric periodic and random excitations has been reported little in the literature. In this study, the moment Lyapunov exponent and stochastic stability of binary airfoil under combined harmonic and non–Gaussian colored noise excitations are investigated. The noise is simplified to an Ornstein-Uhlenbeck process by applying the path-integral method. Via the singular perturbation method, the second-order expansions of the moment Lyapunov exponent are obtained, which agree well with the results obtained by the Monte Carlo simulation. Finally, the effects of the noise and parametric resonance (such as subharmonic resonance and combination additive resonance) on the stochastic stability of the binary airfoil system are discussed.

scholarly journals Stochastic Stability of a Fractional Viscoelastic Plate Driven by Non-Gaussian Colored Noise

2021 ◽  
Author(s):  
Dongliang Hu ◽  
Yong Huang
Keyword(s):  
Lyapunov Exponent ◽  
Stochastic Stability ◽  
Colored Noise ◽  
Viscoelastic Plate ◽  
Dynamic Equations ◽  
Stochastic Dynamic ◽  
Gaussian Colored Noise ◽  
Moment Lyapunov Exponent ◽  
The Moment ◽  
Non Gaussian

Abstract In this paper, the moment Lyapunov exponent and stochastic stability of a fractional viscoelastic plate driven by non-Gaussian colored noise is investigated. Firstly, the stochastic dynamic equations with two degrees of freedom are established by piston theory and Galerkin approximate method. The fractional Kelvin–Voigt constitutive relation is used to describe the material properties of the viscoelastic plate, which leads to that the fractional derivation term is introduced into the stochastic dynamic equations. And the noise is simplified into an Ornstein-Uhlenbeck process by utilizing the path-integral method. Then, via the singular perturbation method, the approximate expansions of the moment Lyapunov exponent are obtained, which agree well with the results obtained by the Monte Carlo simulations. Finally, the effects of the noise, viscoelastic parameters and system parameters on the stochastic dynamics of the viscoelastic plate are discussed.

Resonance Induced by Bounded Noise

2007 ◽  
Author(s):  
Jinyu Zhu ◽  
W.-C. Xie ◽  
Ronald M. C. So
Keyword(s):  
Lyapunov Exponent ◽  
Degrees Of Freedom ◽  
Singular Perturbation Method ◽  
Bounded Noise ◽  
Stochastic Dynamical System ◽  
Moment Lyapunov Exponent ◽  
Band Characteristic ◽  
The Moment ◽  
Moment Lyapunov Exponents

Dynamic stability of a two degrees-of-freedom system under bounded noise excitation with a narrow band characteristic is studied through the determination of the moment Lyapunov exponent. The partial differential eigenvalue problem governing the moment Lyapunov exponent is established using the theory of stochastic dynamical system. For weak noise excitations, a singular perturbation method is employed to obtain second-order expansions of the moment Lyapunov exponents. The case when the system is in combination additive resonance in the absence of noise is considered and the effect of noise on the parametric resonance is investigated.

Stochastic Stability of Linear Gyroscopic Systems: Application to Pipes Conveying Fluid

2002 ◽  
Author(s):  
Lalit Vedula ◽  
N. Sri Namachchivaya
Keyword(s):  
Lyapunov Exponent ◽  
Stochastic Stability ◽  
Perturbation Approach ◽  
Almost Sure Stability ◽  
Moment Lyapunov Exponent ◽  
The Moment ◽  
Gyroscopic Systems ◽  
Two Degree Of Freedom ◽  
Pulsating Fluid ◽  
Moment Stability

In this paper we obtain asymptotic approximations for the moment Lyapunov exponent, g(p), and the Lyapunov exponent,λ, for a two-degree-of-freedom gyroscopic system close to a double zero resonance and subjected to small damping and noisy disturbances. Using a perturbation approach, we show analytically that the moment and the top Lyapunov exponent grow in proportion to ε1/3 when the damping and noise respectively are of O(ε) and O(ε). These results, pertaining to pth moment stability and almost-sure stability of the trivial solution, are applied to study the stochastic stability of a pipe conveying pulsating fluid.

scholarly journals Stochastic Stability Analysis of Coupled Viscoelastic Systems with Nonviscously Damping Driven by White Noise

2018 ◽  
Vol 2018 ◽  
pp. 1-16 ◽  
Author(s):  
Di Liu ◽  
Yanru Wu ◽  
Xiufeng Xie
Keyword(s):  
Lyapunov Exponent ◽  
White Noise ◽  
Lyapunov Exponents ◽  
Stochastic Stability ◽  
Time History ◽  
Kernel Functions ◽  
Direct Monte Carlo Simulation ◽  
Viscoelastic System ◽  
Moment Lyapunov Exponent ◽  
The Moment

Nonviscously damped structural system has been raised in many engineering fields, in which the damping forces depend on the past time history of velocities via convolution integrals over some kernel functions. This paper investigates stochastic stability of coupled viscoelastic system with nonviscously damping driven by white noise through moment Lyapunov exponents and Lyapunov exponents. Using the coordinate transformation, the coupled Itô stochastic differential equations of the norm of the response and angles process are obtained. Then the problem of the moment Lyapunov exponent is transformed to the eigenvalue problem, and then the second-perturbation method is used to derive the moment Lyapunov exponent of coupled stochastic system. Lyapunov exponent also can be obtained according to the relationship between moment Lyapunov exponent and Lyapunov exponent. Finally, the effects of various physical quantities of stochastic coupled system on the stochastic stability are discussed in detail. These results are validated by the direct Monte Carlo simulation technique.

Moment Lyapunov Exponents of a Two-Dimensional Viscoelastic System Under Bounded Noise Excitation

2002 ◽  
Vol 69 (3) ◽  
pp. 346-357 ◽  
Author(s):  
W.-C. Xie
Keyword(s):  
Lyapunov Exponent ◽  
Lyapunov Exponents ◽  
Two Dimensional ◽  
Bounded Noise ◽  
Regular Perturbation ◽  
Stochastic Fluctuation ◽  
Viscoelastic System ◽  
Moment Lyapunov Exponent ◽  
The Moment ◽  
Moment Lyapunov Exponents

The moment Lyapunov exponents of a two-dimensional viscoelastic system under bounded noise excitation are studied in this paper. An example of this system is the transverse vibration of a viscoelastic column under the excitation of stochastic axial compressive load. The stochastic parametric excitation is modeled as a bounded noise process, which is a realistic model of stochastic fluctuation in engineering applications. The moment Lyapunov exponent of the system is given by the eigenvalue of an eigenvalue problem. The method of regular perturbation is applied to obtain weak noise expansions of the moment Lyapunov exponent, Lyapunov exponent, and stability index in terms of the small fluctuation parameter. The results obtained are compared with those for which the effect of viscoelasticity is not considered.

Parametric Resonance of a Two Degrees-of-Freedom System Induced by Bounded Noise

2009 ◽  
Vol 76 (4) ◽  
Author(s):  
Jinyu Zhu ◽  
W.-C. Xie ◽  
Ronald M. C. So ◽  
X. Q. Wang
Keyword(s):  
Lyapunov Exponents ◽  
Parametric Resonance ◽  
Degrees Of Freedom ◽  
Singular Perturbation Method ◽  
Bounded Noise ◽  
Two Degrees Of Freedom ◽  
Moment Lyapunov Exponent ◽  
The Moment ◽  
Combined Resonance ◽  
Moment Lyapunov Exponents

The dynamic stability of a two degrees-of-freedom system under bounded noise excitation with a narrowband characteristic is studied through the determination of moment Lyapunov exponents. The partial differential eigenvalue problem governing the moment Lyapunov exponent is established. For weak noise excitations, a singular perturbation method is employed to obtain second-order expansions of the moment Lyapunov exponents and Lyapunov exponents, which are shown to be in good agreement with those obtained using Monte Carlo simulation. The different cases when the system is in subharmonic resonance, combination additive resonance, and combined resonance in the absence of noise, respectively, are considered. The effects of noise and frequency detuning on the parametric resonance are investigated.

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