scholarly journals Response of Duffing Oscillator with Time Delay Subjected to Combined Harmonic and Random Excitations

2017 ◽  
Vol 2017 ◽  
pp. 1-8
Author(s):  
D. N. Hao ◽  
N. D. Anh
Keyword(s):  
Time Delay ◽  
Probability Density ◽  
Duffing Oscillator ◽  
Original System ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Auxiliary Function ◽  
Equivalent Linearization ◽  
Stationary Probability ◽  
Stationary Probability Density

This paper aims to investigate the stationary probability density functions of the Duffing oscillator with time delay subjected to combined harmonic and white noise excitation by the method of stochastic averaging and equivalent linearization. By the transformation based on the fundamental matrix of the degenerate Duffing system, the paper shows that the displacement and the velocity with time delay in the Duffing oscillator can be computed approximately in non-time delay terms. Hence, the stochastic system with time delay is transformed into the corresponding stochastic non-time delay equation in Ito sense. The approximate stationary probability density function of the original system can be found by combining the stochastic averaging method, the equivalent linearization method, and the technique of auxiliary function. The response of Duffing oscillator is investigated. The analytical results are verified by numerical simulation results.

scholarly journals Van Der Pol-Duffing oscillator under combined harmonic and random excitations

2014 ◽  
Vol 36 (3) ◽  
pp. 161-172 ◽  
Author(s):  
N. D. Anh ◽  
V. L. Zakovorotny ◽  
D. N. Hao
Keyword(s):  
Duffing Oscillator ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Linearization Method ◽  
Auxiliary Function ◽  
Equivalent Linearization ◽  
Van Der Pol ◽  
Averaged Equations ◽  
Equivalent Linearization Method ◽  
A New Technique

A new technique is proposed to investigate the response of Van der Pol-Duffing (V-D for short) oscillator to a combination of harmonic and random excitations in the primary resonant frequency region. The analytical approach is based on the stochastic averaging method and equivalent linearization method. The stochastic averaging is applied to the original equation transformed into Cartesian coordinates. Then the resulting nonlinear averaged equations are linearized by the equivalent linearization method so that the equations obtained can be solved exactly by the technique of auxiliary function. Numerical results show that the proposed approximate technique is an effective approach to solving the V-D equation. Although the technique has been used for the V-D equation in the paper, however, it can also be used to solve many other nonlinear oscillators.

scholarly journals Applying higher order stochastic averaging method to the Van der Pol system with timedelay under random excitation

2019 ◽  
Vol 2 (2) ◽  
pp. 102-109
Author(s):  
Hao Ngoc Duong ◽  
Anh Dong Nguyen ◽  
Dung Quang Nguyen
Keyword(s):  
Time Delay ◽  
Averaging Method ◽  
Order Approximation ◽  
Original System ◽  
Stochastic Averaging ◽  
Random Excitation ◽  
Stochastic Averaging Method ◽  
Higher Order ◽  
Van Der Pol ◽  
System With Time Delay

The paper investigated the Van der Pol system with time-delay under random excitation by the higher stochastic averaging method. The original system was expressed in terms without time-delay under the assumption that the state variabled of the system were slowly varying processed. Then the higher stochastic averaging method was applied on the approximation system. By this technique, the analytical expression of the stationary probability density function for the Van der Pol system with time-delay under random excitation was showed in higher order approximation for the first time. Effects of the parameter time-delay on the system’s response were investigated. The analytical results were suited well to numerical ones obtained by Monte-Carlo method. It was also showed that the higher order averaging solution was better than the one obtained by the traditional stochastic averaging method.

An improved energy envelope stochastic averaging method and its application to a nonlinear oscillator

2016 ◽  
Vol 23 (1) ◽  
pp. 119-130 ◽  
Author(s):  
Yaping Zhao
Keyword(s):  
Steady State ◽  
Probability Density Function ◽  
Probability Density ◽  
Averaging Method ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
System Response ◽  
Mean Square ◽  
Fpk Equation ◽  
The Mean

An improved stochastic averaging method of the energy envelope is proposed, whose application sphere is extensive and whose implementation is convenient. An oscillating system with both nonlinear damping and stiffness is taken into account. Its averaged Fokker-Planck-Kolmogorov (FPK) equation in respect of the transition probability density function of the energy envelope is deduced by virtue of the method mentioned above. Under the initial and boundary conditions, the joint probability density function as to the displacement and velocity of the system is worked out in closed form after solving the averaged FPK equation by right of a technique based on the integral transformation. With the aid of the special functions, the transient solutions of the probabilistic characteristics of the system response are further derived analytically, including the probability density functions and the mean square values. A simple approach to generate the ideal white noise is drastically ameliorated in order to produce the stationary wide-band stochastic external excitation for the Monte Carlo simulating investigation of the nonlinear system. Both the theoretical solution and the numerical solution of the probabilistic properties of the system response are obtained, which are extremely coincident with each other. The numerical simulation and the theoretical computation all show that the time factor has a certain influence on the probability characteristics of the response. For example, the probabilistic distribution of the displacement tends to be scattered and the mean square displacement trends toward its steady-state value as time goes by. Of course the transient process to reach the steady-state value will obviously be shorter if the damping of the system is greater.

scholarly journals Dynamics of a Nonlinear Business Cycle Model Under Poisson White Noise Excitation

2015 ◽  
Vol 3 (2) ◽  
pp. 176-183 ◽  
Author(s):  
Jiaorui Li ◽  
Shuang Li
Keyword(s):  
Business Cycle ◽  
White Noise ◽  
Economic System ◽  
Probability Density ◽  
Stationary Probability ◽  
Cycle Model ◽  
Poisson White Noise ◽  
Stationary Probability Density ◽  
White Noise Excitation ◽  
Business Cycle Model

AbstractSeveral observations in real economic systems have shown the evidence of non-Gaussianity behavior, and one of mathematical models to describe these behaviors is Poisson noise. In this paper, stationary probability density of a nonlinear business cycle model under Poisson white noise excitation has been studied analytically. By using the stochastic averaged method, the approximate stationary probability density of the averaged generalized FPK equations are obtained analytically. The results show that the economic system occurs jump and bifurcation when there is a Poisson impulse existing in the periodic economic system. Furthermore, the numerical solutions are presented to show the effectiveness of the obtained analytical solutions.

scholarly journals The stationary probability density of a class of bounded Markov processes

2010 ◽  
Vol 42 (04) ◽  
pp. 986-993 ◽  
Author(s):  
Muhamad Azfar Ramli ◽  
Gerard Leng
Keyword(s):  
Differential Equation ◽  
Integral Equation ◽  
Markov Process ◽  
Probability Density ◽  
Markov Processes ◽  
Transition Probability ◽  
Stationary Probability ◽  
Probability Functions ◽  
Stationary Probability Density

In this paper we generalize a bounded Markov process, described by Stoyanov and Pacheco-González for a class of transition probability functions. A recursive integral equation for the probability density of these bounded Markov processes is derived and the stationary probability density is obtained by solving an equivalent differential equation. Examples of stationary densities for different transition probability functions are given and an application for designing a robotic coverage algorithm with specific emphasis on particular regions is discussed.

scholarly journals Probability-Weighted Optimal Control for Nonlinear Stochastic Vibrating Systems with Random Time Delay

2018 ◽  
Vol 2018 ◽  
pp. 1-8
Author(s):  
R. C. Hu ◽  
Q. F. Lü ◽  
X. F. Wang ◽  
Z. G. Ying ◽  
R. H. Huan
Keyword(s):  
Optimal Control ◽  
Time Delay ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Random Time ◽  
Nonlinear Stochastic System ◽  
Control Force ◽  
Markov Jump ◽  
Optimal Control Strategy ◽  
Vibrating Systems

A probability-weighted optimal control strategy for nonlinear stochastic vibrating systems with random time delay is proposed. First, by modeling the random delay as a finite state Markov process, the optimal control problem is converted into the one of Markov jump systems with finite mode. Then, upon limiting averaging principle, the optimal control force is approximately expressed as probability-weighted summation of the control force associated with different modes of the system. Then, by using the stochastic averaging method and the dynamical programming principle, the control force for each mode can be readily obtained. To illustrate the effectiveness of the proposed control, the stochastic optimal control of a two degree-of-freedom nonlinear stochastic system with random time delay is worked out as an example.

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