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.

Response Statistics of a Beam-Mass Oscillator Under Combined Harmonic and Random Excitation

1995 ◽  
Vol 1 (2) ◽  
pp. 225-247 ◽  
Author(s):  
Stephen Ekwaro-Osire ◽  
Atila Ertas
Keyword(s):  
Steady State ◽  
Harmonic Component ◽  
Stochastic Averaging ◽  
Random Excitation ◽  
Stochastic Averaging Method ◽  
Time Averaging ◽  
Mean Square ◽  
Mean Square Response ◽  
The Mean ◽  
Non Gaussian

In the present study, the response statistics of a beam-mass oscillator under combined harmonic and random excitation were investigated. The Gaussian and non-Gaussian closure schemes, in conjunction with the stochastic averaging method, were used to solve for the mean square response. The influence of the oscillator parameters on the response statistics was studied. The harmonic component of the excitation was observed to manifest itself, as an oscillation, in the steady-state mean square response. Results obtained showed that the non-Gaussian solution yields higher steady-state mean square responses than those obtained from the Gaussian solution. It was further shown that the harmonic time-varying properties of the oscillator are preserved by omitting the time-averaging in the stochastic averaging procedure.

The Effects of Correlated Noise on Bifurcation in Birhythmicity Driven by Delay

2018 ◽  
Vol 28 (10) ◽  
pp. 1850127 ◽  
Author(s):  
Lijuan Ning ◽  
Zhidan Ma
Keyword(s):  
Averaging Method ◽  
Harmonic Approximation ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Self Control ◽  
Correlated Noise ◽  
State Variables ◽  
Stationary Probability Density Function ◽  
Fpk Equation ◽  
Control Feedback

We consider bifurcation regulations under the effects of correlated noise and delay self-control feedback excitation in a birhythmic model. Firstly, the term of delay self-control feedback is transferred into state variables without delay by harmonic approximation. Secondly, FPK equation and stationary probability density function (SPDF) for amplitude can be theoretically mapped with stochastic averaging method. Thirdly, the intriguing effects on bifurcation regulations in a birhythmic model induced by delay and correlated noise are observed, which suggest the violent dependence of bifurcation in this model on delay and correlated noise. Particularly, the inner limit cycle (LC) is always standing due to noise. Lastly, the validity of analytical results was confirmed by Monte Carlo simulation for the dynamics.

Stochastic Response and Stability Analysis of Two-Point Mooring System

2011 ◽  
Author(s):  
A. K. Banik ◽  
T. K. Datta
Keyword(s):  
Stability Analysis ◽  
Probability Density Function ◽  
Probability Density ◽  
Mooring System ◽  
Mean Square ◽  
Stochastic Response ◽  
Sea State ◽  
Mean Square Response ◽  
Linear Damping ◽  
The Mean

The stochastic response and stability of a two-point mooring system are investigated for random sea state represented by the P-M sea spectrum. The two point mooring system is modeled as a SDOF system having only stiffness nonlinearity; drag nonlinearity is represented by an equivalent linear damping. Since no parametric excitation exists and only the linear damping is assumed to be present in the system, only a local stability analysis is sufficient for the system. This is performed using a perturbation technique and the Infante’s method. The analysis requires the mean square response of the system, which may be obtained in various ways. In the present study, the method using van-der-Pol transformation and F-P-K equation is used to obtain the probability density function of the response under the random wave forces. From the moment of the probability density function, the mean square response is obtained. Stability of the system is represented by an inequality condition expressed as a function of some important parameters. A two point mooring system is analysed as an illustrative example for a water depth of 141.5 m and a sea state represented by PM spectrum with 16 m significant height. It is shown that for certain combinations of parameter values, stability of two point mooring system may not be achieved.

On Estimation of a Functional of a Probability Density Function

1993 ◽  
Vol 43 (1-2) ◽  
pp. 13-24
Author(s):  
L. O. Odongo ◽  
M. Samanta
Keyword(s):  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Mean Square Error ◽  
Regularity Conditions ◽  
Mean Square ◽  
Simulation Studies ◽  
Kernel Estimate ◽  
Primary 62G07 ◽  
The Mean

The problem of estimating the integral of the square of a probability density function is considered, It is shown that under some regularity conditions the kernel estimate of this functional is asymptotically normally distributed. An expression for the smoothing parameter that minimizes the mean square error of the estimate is derived. Results of simulation studies are included. AMS (1980) Subject Classification: Primary 62G07 Secondary 60FOS.

Stochastic Averaging of Quasi-Integrable Hamiltonian Systems

1997 ◽  
Vol 64 (4) ◽  
pp. 975-984 ◽  
Author(s):  
W. Q. Zhu ◽  
Z. L. Huang ◽  
Y. Q. Yang
Keyword(s):  
Probability Density ◽  
Hamiltonian Systems ◽  
Transition Probability ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Integrable Hamiltonian Systems ◽  
Transition Probability Density ◽  
Special Cases ◽  
Fpk Equation ◽  
Action Variables

A stochastic averaging method is proposed to predict approximately the response of quasi-integrable Hamiltonian systems, i.e., multi-degree-of-freedom integrable Hamiltonian systems subject to lightly linear and (or) nonlinear dampings and weakly external and (or) parametric excitations of Gaussian white noises. According to the present method an n-dimensional averaged Fokker-Planck-Kolmogrov (FPK) equation governing the transition probability density of n action variables or n independent integrals of motion can be constructed in nonresonant case. In a resonant case with α resonant relations, an (n + α)-dimensional averaged FPK equation governing the transition probability density of n action variables and α combinations of phase angles can be obtained. The procedures for obtaining the stationary solutions of the averaged FPK equations for both resonant and nonresonant cases are presented. It is pointed out that the Stratonovich stochastic averaging and the stochastic averaging of energy envelope are two special cases of the present stochastic averaging. Two examples are given to illustrate the application and validity of the proposed method.

Effects of the Fractional Laplacian Order on the Nonlocal Elastic Rod Response

2017 ◽  
Vol 3 (3) ◽  
Author(s):  
Giuseppina Autuori ◽  
Federico Cluni ◽  
Vittorio Gusella ◽  
Patrizia Pucci
Keyword(s):  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Coefficient Of Variation ◽  
Fractional Laplacian ◽  
Numerical Procedure ◽  
Elastic Rod ◽  
The Mean ◽  
Distributed Forces ◽  
Nonlinear Fashion

In this paper, we yield with a nonlocal elastic rod problem, widely studied in the last decades. The main purpose of the paper is to investigate the effects of the statistic variability of the fractional operator order s on the displacements u of the rod. The rod is supposed to be subjected to external distributed forces, and the displacement field u is obtained by means of numerical procedure. The attention is particularly focused on the parameter s, which influences the response in a nonlinear fashion. The effects of the uncertainty of s on the response at different locations of the rod are investigated by the Monte Carlo simulations. The results obtained highlight the importance of s in the probabilistic feature of the response. In particular, it is found that for a small coefficient of variation of s, the probability density function of the response has a unique well-identifiable mode. On the other hand, for a high coefficient of variation of s, the probability density function of the response decreases monotonically. Finally, the coefficient of variation and, to a small extent, the mean of the response tend to increase as the coefficient of variation of s increases.

STOCHASTIC HOPF BIFURCATION OF QUASI-INTEGRABLE HAMILTONIAN SYSTEMS WITH FRACTIONAL DERIVATIVE DAMPING

2012 ◽  
Vol 22 (04) ◽  
pp. 1250083 ◽  
Author(s):  
F. HU ◽  
W. Q. ZHU ◽  
L. C. CHEN
Keyword(s):  
Hopf Bifurcation ◽  
Fractional Derivative ◽  
Hamiltonian Systems ◽  
Averaging Method ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Bifurcation Parameter ◽  
Integrable Hamiltonian Systems ◽  
Fractional Derivative Damping ◽  
Stochastic Hopf Bifurcation

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.

scholarly journals Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion

2020 ◽  
Vol 2020 ◽  
pp. 1-7
Author(s):  
Peiguang Wang ◽  
Yan Xu
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Fractional Brownian Motion ◽  
Delay Differential Equations ◽  
Averaging Method ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Delay Differential

In this paper, we investigate the stochastic averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H∈1/2,1. By using the linear operator theory and the pathwise approach, we show that the solutions of neutral stochastic delay differential equations converge to the solutions of the corresponding averaged stochastic delay differential equations. At last, an example is provided to illustrate the applications of the proposed results.

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