UNIFIED APPROACH FOR NOISY NONLINEAR MATHIEU-TYPE SYSTEMS

2001 ◽  
Vol 01 (03) ◽  
pp. 405-450 ◽  
Author(s):  
N. SRI NAMACHCHIVAYA ◽  
RICHARD B. SOWERS
Keyword(s):  
Markov Process ◽  
Random Perturbation ◽  
Mathieu Equation ◽  
Type Systems ◽  
Stochastic Averaging ◽  
Unified Approach ◽  
Van Der Pol ◽  
Periodic Hamiltonian System ◽  
Time Periodic ◽  
Stochastic Bifurcations

The purpose of this work is to develop a unified approach to study the dynamics of a single-degree-of-freedom system excited by both periodic and random perturbations. As a prototype, we consider the noisy Duffing–van der Pol–Mathieu equation and achieve a reduction by developing rigorous methods to replace, in a limiting regime, the original complicated system by a simpler, constructive, and rational approximation — a lower-dimensional model of the dynamical system. To this end, we study the equations as a random perturbation of a two-dimensional weakly dissipative time-periodic Hamiltonian system. We achieve the model-reduction through stochastic averaging and the reduced Markov process takes its values on a graph with certain glueing conditions at the vertex of the graph. Examination of the reduced Markov process on the graph yields many important results, namely, mean exit times, probability density functions, and stochastic bifurcations.

Unified Approach for Noisy Nonlinear Mathieu-Type Systems

2001 ◽  
Author(s):  
N. Sri Namachchivaya ◽  
Richard B. Sowers ◽  
H. J. Van Roessel
Keyword(s):  
Markov Process ◽  
Random Perturbation ◽  
Mathieu Equation ◽  
Type Systems ◽  
Stochastic Averaging ◽  
Degree Of Freedom ◽  
Unified Approach ◽  
Single Degree Of Freedom ◽  
Single Degree ◽  
Low Dimensional

Abstract The purpose of this work is to develop a unified approach to study the dynamics of a single degree of freedom system excited by both periodic and random perturbations. We consider the noisy Duffing-van der Pol-Mathieu equation as a prototypical single degree of freedom system and achieve a reduction by developing rigorous methods to replace, in some limiting regime, the original complicated system by a simpler, constructive, and rational approximation — a low-dimensional model of the dynamical system. To this end, we study the equations as a random perturbation of a two-dimensional weakly dissipative time-periodic Hamiltonian system. We achieve the model-reduction through stochastic averaging and the reduced Markov process takes its values on a graph with certain glueing conditions at the vertex of the graph. Examination of the reduced Markov process on the graph yields many important results, namely, mean exit times, probability density functions, and stochastic bifurcations.

Non-Standard Reduction of Noisy Structural Systems: Shallow Arches

2000 ◽  
Author(s):  
Lalit Vedula ◽  
N. Sri Namachchivaya
Keyword(s):  
Markov Process ◽  
Random Perturbation ◽  
Exit Time ◽  
Stochastic Averaging ◽  
Dimensional System ◽  
Shallow Arches ◽  
Higher Dimensional ◽  
Mean Exit Time ◽  
Stationary Probability Density Function ◽  
Low Dimensional

Abstract The dynamics of a shallow arch subjected to small random external and parametric excitation is invegistated in this work. We develop rigorous methods to replace, in some limiting regime, the original higher dimensional system of equations by a simpler, constructive and rational approximation – a low-dimensional model of the dynamical system. To this end, we study the equations as a random perturbation of a two-dimensional Hamiltonian system. We achieve the model-reduction through stochastic averaging and the reduced Markov process takes its values on a graph with certain glueing conditions at the vertex of the graph. Examination of the reduced Markov process on the graph yields many important results such as mean exit time, stationary probability density function.

Noisy Impact Oscillators

2004 ◽  
Author(s):  
Jun H. Park ◽  
N. Sri Namachchivaya
Keyword(s):  
Model Reduction ◽  
Random Perturbation ◽  
Stochastic Averaging ◽  
Exit Times ◽  
Single Degree Of Freedom ◽  
Impact Oscillators ◽  
Single Degree ◽  
Saddle Type ◽  
Dissipative Hamiltonian System ◽  
Stochastic Bifurcations

The purpose of this work is to develop an averaging approach to study the dynamics of a vibro-impact system excited by random perturbations. As a prototype, we consider a noisy single-degree-of-freedom equation with both positive and negative stiffness and achieve a model reduction; i.e., the development of rigorous methods to replace in some asymptotic regime, a complicated system by a simpler one. To this end, we study the equations as a random perturbation of a two-dimensional weakly dissipative Hamiltonian system with either center type or saddle type fixed points. We achieve the model-reduction through stochastic averaging. Examination of the reduced Markov process on a graph yields mean exit times, probability density functions, and stochastic bifurcations.

Stochastic Dynamics of Impact Oscillators

2004 ◽  
Vol 72 (6) ◽  
pp. 862-870 ◽  
Author(s):  
N. Sri Namachchivaya ◽  
Jun H. Park
Keyword(s):  
Model Reduction ◽  
Stochastic Dynamics ◽  
Random Perturbation ◽  
Stochastic Averaging ◽  
Exit Times ◽  
Single Degree Of Freedom ◽  
Impact Oscillators ◽  
Saddle Type ◽  
Dissipative Hamiltonian System ◽  
Stochastic Bifurcations

The purpose of this work is to develop an averaging approach to study the dynamics of a vibro-impact system excited by random perturbations. As a prototype, we consider a noisy single-degree-of-freedom equation with both positive and negative stiffness and achieve a model reduction, i.e., the development of rigorous methods to replace, in some asymptotic regime, a complicated system by a simpler one. To this end, we study the equations as a random perturbation of a two-dimensional weakly dissipative Hamiltonian system with either center type or saddle type fixed points. We achieve the model-reduction through stochastic averaging. Examination of the reduced Markov process on a graph yields mean exit times, probability density functions, and stochastic bifurcations.

Observations Regarding Numerical Results Obtained by the Floquet-Method

2013 ◽  
Author(s):  
Till J. Kniffka ◽  
Horst Ecker
Keyword(s):  
Numerical Methods ◽  
Monodromy Matrix ◽  
Mathieu Equation ◽  
Numerical Results ◽  
The Other ◽  
Benchmark Problem ◽  
Stability Studies ◽  
Floquet Method ◽  
System Equations ◽  
Time Periodic

Stability studies of parametrically excited systems are frequently carried out by numerical methods. Especially for LTP-systems, several such methods are known and in practical use. This study investigates and compares two methods that are both based on Floquet’s theorem. As an introductary benchmark problem a 1-dof system is employed, which is basically a mechanical representation of the damped Mathieu-equation. The second problem to be studied in this contribution is a time-periodic 2-dof vibrational system. The system equations are transformed into a modal representation to facilitate the application and interpretation of the results obtained by different methods. Both numerical methods are similar in the sense that a monodromy matrix for the LTP-system is calculated numerically. However, one method uses the period of the parametric excitation as the interval for establishing that matrix. The other method is based on the period of the solution, which is not known exactly. Numerical results are computed by both methods and compared in order to work out how they can be applied efficiently.

scholarly journals On Periodic Perturbations of Asymmetric Duffing–Van-der-Pol Equation

2014 ◽  
Vol 24 (05) ◽  
pp. 1450061 ◽  
Author(s):  
Albert D. Morozov ◽  
Olga S. Kostromina
Keyword(s):  
Saddle Point ◽  
Limit Cycles ◽  
Small Neighborhood ◽  
Integrable Equation ◽  
Van Der Pol Equation ◽  
Van Der Pol ◽  
Periodic Perturbations ◽  
Autonomous Equation ◽  
Nonautonomous Equation ◽  
Time Periodic

Time-periodic perturbations of an asymmetric Duffing–Van-der-Pol equation close to an integrable equation with a homoclinic "figure-eight" of a saddle are considered. The behavior of solutions outside the neighborhood of "figure-eight" is studied analytically. The problem of limit cycles for an autonomous equation is solved and resonance zones for a nonautonomous equation are analyzed. The behavior of the separatrices of a fixed saddle point of the Poincaré map in the small neighborhood of the unperturbed "figure-eight" is ascertained. The results obtained are illustrated by numerical computations.

Response Analysis of van der Pol Vibro-Impact System with Coulomb Friction Under Gaussian White Noise

2018 ◽  
Vol 28 (13) ◽  
pp. 1830043 ◽  
Author(s):  
Meng Su ◽  
Wei Xu ◽  
Guidong Yang
Keyword(s):  
White Noise ◽  
Coulomb Friction ◽  
Gaussian White Noise ◽  
Original System ◽  
Stochastic Averaging ◽  
Response Analysis ◽  
State Variables ◽  
Van Der Pol ◽  
Impact System ◽  
The Impact

In this paper, the stationary response of a van der Pol vibro-impact system with Coulomb friction excited by Gaussian white noise is studied. The Zhuravlev nonsmooth transformation of the state variables is utilized to transform the original system to a new system without the impact term. Then, the stochastic averaging method is applied to the equivalent system to obtain the stationary probability density functions (pdfs). The accuracy of the analytical results obtained from the proposed procedure is verified by those from the Monte Carlo simulation based on the original system. Effects of different damping coefficients, restitution coefficients, amplitudes of friction and noise intensities on the response are discussed. Additionally, stochastic P-bifurcations are explored.

scholarly journals Second-order differential equations with random perturbations and small parameters

2017 ◽  
Vol 147 (4) ◽  
pp. 763-779
Author(s):  
M. Kamenskii ◽  
S. Pergamenchtchikov ◽  
M. Quincampoix
Keyword(s):  
Differential Equations ◽  
Small Parameter ◽  
Random Perturbation ◽  
Stochastic Averaging ◽  
Second Order ◽  
Random Perturbations ◽  
Existence And Uniqueness Theorem ◽  
Second Order Differential Equations ◽  
Averaging Theorem ◽  
Small Parameters

We consider boundary-value problems for differential equations of second order containing a Brownian motion (random perturbation) and a small parameter and prove a special existence and uniqueness theorem for random solutions. We study the asymptotic behaviour of these solutions as the small parameter goes to zero and show the stochastic averaging theorem for such equations. We find the explicit limits for the solutions as the small parameter goes to zero.

Galerkin Scheme-Based Determination of Survival Probability of Oscillators With Fractional Derivative Elements

2016 ◽  
Vol 83 (12) ◽  
Author(s):  
Pol D. Spanos ◽  
Alberto Di Matteo ◽  
Yezeng Cheng ◽  
Antonina Pirrotta ◽  
Jie Li
Keyword(s):  
Fractional Derivative ◽  
Survival Probability ◽  
Stochastic Averaging ◽  
Kolmogorov Equation ◽  
System Response ◽  
Statistical Linearization ◽  
Van Der Pol ◽  
Galerkin Scheme ◽  
Confluent Hypergeometric Functions

In this paper, an approximate semi-analytical approach is developed for determining the first-passage probability of randomly excited linear and lightly nonlinear oscillators endowed with fractional derivative elements. The amplitude of the system response is modeled as one-dimensional Markovian process by employing a combination of the stochastic averaging and the statistical linearization techniques. This leads to a backward Kolmogorov equation which governs the evolution of the survival probability of the oscillator. Next, an approximate solution of this equation is sought by resorting to a Galerkin scheme. Specifically, a convenient set of confluent hypergeometric functions, related to the corresponding linear oscillator with integer-order derivatives, is used as orthogonal basis for this scheme. Applications to the standard viscous linear and to nonlinear (Van der Pol and Duffing) oscillators are presented. Comparisons with pertinent Monte Carlo simulations demonstrate the reliability of the proposed approximate analytical solution.

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