On the construction of a family of anomalous-diffusion Fokker–Planck−Kolmogorov’s equations based on the Sharma–Taneja–Mittal entropy functional

A logical scheme for constructing thermodynamics of anomalous stochastic systems based on the nonextensive two-parameter (κ, ς) -entropy of Sharma–Taneja–Mittal (SHTM) is considered. Thermodynamics within the framework (2 - q) -statistics of Tsallis was constructed, which belongs to the STM family of statistics. The approach of linear nonequilibrium thermodynamics to the construction of a family of nonlinear equations of Fokker−Planck−Kolmogorov (FPK), is used, correlated with the entropy of the STM, in which the stationary solution of the diffusion equation coincides with the corresponding generalized Gibbs distribution obtained from the extremality (κ, ς) - entropy condition of a non-additive stochastic system. Taking into account the convexity property of the Bregman divergence, it was shown that the principle of maximum equilibrium entropy is valid for (κ, ς) - systems, and also was proved the H - theorem determining the direction of the time evolution of the non-equilibrium state of the system. This result is extended also to non-equilibrium systems that evolve to a stationary state in accordance with the nonlinear FPK equation. The method of the ansatz- approach for solving non-stationary FPK equations is considered, which allows us to find the time dependence of the probability density distribution function for non-equilibrium anomalous systems. Received diffusive equations FPК can be used, in particular, at the analysis of diffusion of every possible epidemics and pandemics. The obtained diffusion equations of the FPK can be used, in particular, in the analysis of the spread of various epidemics and pandemics.

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

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 Responses of Lightly Nonlinear Vibroimpact System with Inelastic Impact Subjected to External Poisson White Noise Excitation

A procedure for analyzing stationary responses of lightly nonlinear vibroimpact system with inelastic impact subjected to external Poisson white noise excitation is proposed. First, the original vibroimpact system is transformed to a new system without velocity jump in terms of the Zhuravlev nonsmooth coordinate transformation and the Dirac delta function. Second, the averaged generalized Fokker-Planck-Kolmogorov (FPK) equation for transformed system under parametric excitation of Poisson white noise is derived by stochastic averaging method. Third, the averaged generalized FPK equation is solved by using the perturbation technique and inverse transformation of the Zhuravlev nonsmooth coordinate transformation to obtain the approximately stationary solutions for response probability density functions of original vibroimpact system. Last, analytical and numerical results for two typical lightly nonlinear vibroimpact systems are presented to assess the effectiveness of the proposed method. It is found that they are in good agreement and the proposed method is quite effective.

Stationary Solution of Duffing Oscillator Driven by Additive and Multiplicative Colored Noise Excitations

A bistable Duffing oscillator subjected to additive and multiplicative Ornstein–Uhlenbeck (OU) colored excitations is examined. It is modeled through a set of four first-order stochastic differential equations by representing the OU excitations as filtered Gaussian white noise excitations. Enlargement in the state-space vector leads to four-dimensional (4D) Fokker–Planck–Kolmogorov (FPK) equation. The exponential-polynomial closure (EPC) method, proposed previously for the case of white noise excitations, is further improved and developed to solve colored noise case, resulting in much more polynomial terms included in the approximate solution. Numerical results show that approximate solutions from the EPC method compare well with the predictions obtained via Monte Carlo simulation (MCS) method. Investigation is also carried out to examine the influence of intensity level on the probability distribution solutions of system responses.

Influence of Nonzero Mean Impulse Amplitudes on the Response Statistics of Dynamical Systems

This paper investigates the influences of nonzero mean Poisson impulse amplitudes on the response statistics of dynamical systems. New correction terms of the extended Itô calculus, as a generalization of the Wong–Zakai correction terms in the case of normal excitations, are adopted to consider the non-normal property in the case of Poisson process. Due to these new correction terms, the corresponding drift and diffusion coefficients of Fokker–Planck–Kolmogorov (FPK) equation have to be modified and they become more complicated. Herein, the exponential–polynomial closure (EPC) method is employed to solve such a complex FPK equation. Since there are no exact solutions, the efficiency of the EPC method is numerically evaluated by the simulation results. Three examples of different excitation patterns are considered. Numerical results indicate that the influence of nonzero mean impulse amplitudes on system responses depends on the excitation patterns. It is negligible in the case of parametric excitation on displacement. On the contrary, the influence becomes significant in the cases of external excitation and parametric excitation on velocity.

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

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.

Probabilistic Analysis of Random Structural Intensity for Structural Members under Stochastic Loadings

The concept of structural intensity (SI) is extended to the random domain by introducing a physical quantity denominated random structural intensity (RSI). This quantity is formulated for mechanical systems whose dynamical responses are stochastic due to random excitations. In order to fully characterize the stochastic behavior of a system under random loadings, it is imperative to obtain the probability density function (PDF) of RSI. Based on the elastic theory and the definition of SI, RSI is expressed as functions of system responses. In general, the PDF of system responses is governed by Fokker–Planck–Kolmogorov (FPK) equation under the assumption that random dynamic loadings are idealized as white noise excitations. Therefore, the PDF of RSI is derived with the joint PDF of system responses. In the present study, four demonstrating cases of beams and plates under separately concentrated and uniform random loadings are studied to investigate the properties of RSI. Stationary and non-stationary PDFs of RSI at arbitrary section of beam and plate are obtained. Numerical results show that the PDF of RSI is transient at early stage of stationary loading and then converges to the exact stationary ones as time increases. With the obtained PDFs of RSI, energy transmission path over the beam and plate can be determined, which is guided from the locations with lower probabilities of RSI to the ones with higher probabilities of RSI. Furthermore, virtual energy flow sinks on the plate and beam can be found, which are identified by the locations with the maximum probabilities of RSI.