Studies on Stochastic Parametric Roll of Ship with Stochastic Averaging Method

The paper studies the parametric stochastic roll motion in the random waves.The differential equation of the ship parametric roll under random wave is established with considering the nonlinear damping and ship speed.Random sea surface is treated as a narrow-band stochastic process,and the stochastic parametric excitation is studied based on the effective wave theory.The nonlinear restored arm function obtained from the numerical simulation is expressed as the approximate analytic function.By using the stochastic averaging method,the differential equation of motion is transformed into Ito’s stochastic differential equation.The steady-state probability density function of roll motion is obtained,and the results are validated with the numerical simulation and model test.

Stochastic Bifurcation of an SIS Epidemic Model with Treatment and Immigration

In this paper, we investigate an SIS model with treatment and immigration. Firstly, the two-dimensional model is simplified by using the stochastic averaging method. Then, we derive the local stability of the stochastic system by computing the Lyapunov exponent of the linearized system. Further, the global stability of the stochastic model is analyzed based on the singular boundary theory. Moreover, we prove that the model undergoes a Hopf bifurcation and a pitchfork bifurcation. Finally, several numerical examples are provided to illustrate the theoretical results. .

Research on hunting stability and bifurcation characteristics of nonlinear stochastic wheelset system

A stochastic wheelset model with a nonlinear wheel-rail contact relationship is established to investigate the stochastic stability and stochastic bifurcation of the wheelset system with the consideration of the stochastic parametric excitations of equivalent conicity and suspension stiffness.The wheelset is systematized into a onedimensional(1D)diffusion process by using the stochastic average method,the behavior of the singular boundary is analyzed to determine the hunting stability condition of the wheelset system,and the critical speed of stochastic bifurcation is obtained.The stationary probability density and joint probability density are derived theoretically.Based on the topological structure change of the probability density function,the stochastic Hopf bifurcation form and bifurcation condition of the wheelset system are determined.The effects of stochastic factors on the hunting stability and bifurcation characteristics are analyzed,and the simulation results verify the correctness of the theoretical analysis.The results reveal that the boundary behavior of the diffusion process determines the hunting stability of the stochastic wheelset system,and the left boundary characteristic value cL=1 is the critical state of hunting stability.Besides,stochastic D-bifurcation and P-bifurcation will appear in the wheelset system,and the critical speeds of the two kinds of stochastic bifurcation decrease with the increase in the stochastic parametric excitation intensity.

Performance enhancement of a viscoelastic bistable energy harvester using time-delayed feedback control

This paper focuses on the stochastic analysis of a viscoelastic bistable energy harvesting system under colored noise and harmonic excitation, and adopts the time-delayed feedback control to improve its harvesting efficiency. Firstly, to obtain the dimensionless governing equation of the system, the original bistable system is approximated as a system without viscoelastic term by using the stochastic averaging method of energy envelope, and then is further decoupled to derive an equivalent system. The credibility of the proposed method is validated by contrasting the consistency between the numerical and the analytical results of the equivalent system under different noise conditions. The influence of system parameters on average output power is analyzed, and the control effect of the time-delayed feedback control on system performance is compared. The output performance of the system is improved with the occurrence of stochastic resonance(SR). Therefore, the signal-to-noise ratio expression for measuring SR is derived, and the dependence of its SR behavior on different parameters is explored.

Stochastic response of van der Pol oscillator with two kinds of fractional derivatives under Gaussian white noise excitation

This paper aims to investigate the stochastic response of the van der Pol （VDP） oscillator with two kinds of fractional derivatives under Gaussian white noise excitation. First, the fractional VDP oscillator is replaced by an equivalent VDP oscillator without fractional derivative terms by using the generalized harmonic balance technique. Then, the stochastic averaging method is applied to the equivalent VDP oscillator to obtain the analytical solution. Finally, the analytical solutions are validated by numerical results from the Monte Carlo simulation of the original fractional VDP oscillator. The numerical results not only demonstrate the accuracy of the proposed approach but also show that the fractional order, the fractional coefficient and the intensity of Gaussian white noise play important roles in the responses of the fractional VDP oscillator. An interesting phenomenon we found is that the effects of the fractional order of two kinds of fractional derivative items on the fractional stochastic systems are totally contrary.

Stochastic bifurcations of generalized Duffing–van der Pol system with fractional derivative under colored noise

The stochastic bifurcation of a generalized Duffing–van der Pol system with fractional derivative under color noise excitation is studied. Firstly, fractional derivative in a form of generalized integral with time-delay is approximated by a set of periodic functions. Based on this work, the stochastic averaging method is applied to obtain the FPK equation and the stationary probability density of the amplitude. After that, the critical parameter conditions of stochastic P-bifurcation are obtained based on the singularity theory. Different types of stationary probability densities of the amplitude are also obtained. The study finds that the change of noise intensity, fractional order, and correlation time will lead to the stochastic bifurcation.

STOCHASTIC OPTIMAL CONTROL FOR THE RESPONSE OF QUASI NON-INTEGRABLE HAMILTONIAN SYSTEMS

A strategy is proposed based on the stochastic averaging method for quasi non- integrable Hamiltonian systems and the stochastic dynamical programming principle.The pro- posed strategy can be used to design nonlinear stochastic optimal control to minimize the response of quasi non-integrable Hamiltonian systems subject to Gaussian white noise excitation.By using the stochastic averaging method for quasi non-integrable Hamiltonian systems the equations of motion of a controlled quasi non-integrable Hamiltonian system is reduced to a one-dimensional av- eraged It stochastic differential equation.By using the stochastic dynamical programming princi- ple the dynamical programming equation for minimizing the response of the system is formulated. The optimal control law is derived from the dynamical programming equation and the bounded control constraints.The response of optimally controlled systems is predicted through solving the FPK equation associated with It stochastic differential equation.An example is worked out in detail to illustrate the application of the control strategy proposed.

A Semi-Analytical Method for the PDFs of A Ship Rolling in Random Oblique Waves

The PDFs(probability density functions) and probability of a ship rolling under the random parametric and forced excitations were studied by a semi-analytical method. The rolling motion equation of the ship in random oblique waves was established. The righting arm obtained by the numerical simulation was approximately fitted by an analytical function. The irregular waves were decomposed into two Gauss stationary random processes, and the CARMA(2, 1) model was used to fit the spectral density function of parametric and forced excitations. The stochastic energy envelope averaging method was used to solve the PDFs and the probability. The validity of the semi-analytical method was verified by the Monte Carlo method. The C11 ship was taken as an example, and the influences of the system parameters on the PDFs and probability were analyzed. The results show that the probability of ship rolling is affected by the characteristic wave height, wave length, and the heading angle. In order to provide proper advice for the ship’s manoeuvring, the parametric excitations should be considered appropriately when the ship navigates in the oblique seas.

Time-delayed feedback control optimization for quasi linear systems under random excitations

A strategy for time-delayed feedback control optimization of quasi linear systems with random excitation is proposed. First, the stochastic averaging method is used to reduce the dimension of the state space and to derive the stationary response of the system. Secondly, the control law is assumed to be velocity feedback control with time delay and the unknown control gains are determined by the performance indices. The response of the controlled system is predicted through solving the Fokker-Plank-Kolmogorov equation associated with the averaged Ito equation. Finally, numerical examples are used to illustrate the proposed control method, and the numerical results are confirmed by Monte Carlo simulation .

FIRST-PASSAGE TIME OF QUASI-NON-INTEGRABLE-HAMILTONIAN SYSTEM

Studies on first-passage failure are extended to the multi-degree-of-freedom quasi-non-integrable-Hamiltonian systems under parametric excitations of Gaussian white noises in this paper. By the stochastic averaging method of energy envelope, the system's energy can be modeled as a one-dimensional approximate diffusion process by which the classical Pontryagin equation with suitable boundary conditions is applicable to analyzing the statistical moments of the first-passage time of an arbitrary order. An example is studied in detail and some numerical results are given to illustrate the above procedure.

Response of a Duffing-Rayleigh system with a fractional derivative under Gaussian white noise excitation

In this paper,we consider the response analysis of a Duffing-Rayleigh system with fractional derivative under Gaussian white noise excitation.A stochastic averaging procedure for this system is developed by using the generalized harmonic functions.First,the system state is approximated by a diffusive Markov process.Then,the stationary probability densities are derived from the averaged Ito stochastic differential equation of the system.The accuracy of the analytical results is validated by the results from the Monte Carlo simulation of the original system.Moreover,the effects of different system parameters and noise intensity on the response of the system are also discussed.

Stochastic averaging of quasi integrable and resonant Hamiltonian systems excited by fractional Gaussian noise with Hurst index 1/2

A stochastic averaging method of quasi integrable and resonant Hamiltonian systems under excitation of fractional Gaussian noise （fGn） with the Hurst index 1/2 〈 H 〈 1 is proposed. First, the definition and the basic property of fGn and related fractional Brownian motion （iBm） are briefly introduced. Then, the averaged fractional stochastic differential equations （SDEs） for the first integrals and combinations of angle variables of the associated Hamiltonian systems are derived. The stationary probability density and statistics of the original systems are then obtained approximately by simulating the averaged SDEs numerically. An example is worked out to illustrate the proposed stochastic averaging method. It is shown that the results obtained by using the proposed stochastic averaging method and those from digital simulation of original system agree well.

ON THE TWO BIFURCATIONS OF A WHITE-NOISE EXCITED HOPF BIFURCATION SYSTEM

The present work is concerned with the behavior of the second bifurcation of a Hopf bifurcation system excited by white-noise. It is found that the intervention of noises induces a drift of the bifurcation point along with the subtantial change in bifurcation type.

Nonstationary probability densities of system response of strongly nonlinear single-degree-of-freedom system subject to modulated white noise excitation

The nonstationary probability densities of system response of a single-degree- of-freedom system with lightly nonlinear damping and strongly nonlinear stiffness subject to modulated white noise excitation are studied. Using the stochastic averaging method based on the generalized harmonic functions, the averaged Fokl^er-Planck-Kolmogorov equation governing the nonstationary probability density of the amplitude is derived. The solution of the equation is approximated by the series expansion in terms of a set of properly selected basis functions with time-dependent coefficients. According to the Galerkin method, the time-dependent coefficients can be solved from a set of first-order linear differential equations. Then, the semi-analytical formulae of the nonstationary probability density of the amplitude response as well as the nonstationary probability density of the state response and the statistic moments of the amplitude response can be obtained. A van der Pol-Duffing oscillator subject to modulated white noise is given as an example to illustrate the proposed procedures. The effects of the system parameters, such as the linear damping coefficient and the nonlinear stiffness coefficient, on the system response are discussed.

Stationary response of colored noise excited vibro-impact system

The generalized cell mapping(GCM) method is used to obtain the stationary response of a single-degree-of-freedom.Vibro-impact system under a colored noise excitation. In order to show the advantage of the GCM method, the stochastic averaging method is also presented. Both of the two methods are tested through concrete examples and verified by the direct numerical simulation. It is shown that the GCM method can well predict the stationary response of this noise-perturbed system no matter whether the noise is wide-band or narrow-band, while the stochastic averaging method is valid only for the wide-band noise.

VISCO—ELASTIC SYSTEMS UNDER BOTH DETERMINISTIC HARMONIC AND RANDOM EXCITATION

The response of visco_elastic system to combined deterministic harmonic and random excitation was investigated. The method of harmonic balance and the method of stochastic averaging were used to determine the response of the system. The theoretical analysis was verified by numerical results. Theoretical analyses and numerical simulations show that when the intensity of the random excitation increase, the nontrivial steady state solution may change from a limit cycle to a diffused limit cycle. Under some conditions the system may have two steady state solutions and jumps may exist.

Stochastic P-bifurcations of a noisy nonlinear system with fractional derivative element

This paper investigates the stochastic P-bifurcation(SPB)of a fractionally damped oscillator subjected to additive and multiplicative Gaussian white noise.Variable transformation and the stochastic averaging technique are applied to derive the expression of probability density function(PDF)of the system response.Critical conditions of the stochastic bifurcation induced by system parameters are presented based on the change in the number of extreme points of the probability density function.Numerical results are given to show the effectiveness of the proposed approach.Stochastic P-bifurcations for additive and multiplicative noise are studied in detail according to the critical conditions.

Stochastic Optimal Control for First-Passage Failure of Nonlinear Oscillators with Multi-Degrees-of-Freedom

To enhance the reliability of the stochastically excited structure,it is significant to study the problem of stochastic optimal control for minimizing first-passage failure.Combining the stochastic averaging method with dynamical programming principle,we study the optimal control for minimizing first-passage failure of multidegrees-of-freedom(MDoF)nonlinear oscillators under Gaussian white noise excitations.The equations of motion of the controlled system are reduced to time homogenous difusion processes by stochastic averaging.The optimal control law is determined by the dynamical programming equations and the control constraint.The backward Kolmogorov(BK)equation and the Pontryagin equation are established to obtain the conditional reliability function and mean first-passage time(MFPT)of the optimally controlled system,respectively.An example has shown that the proposed control strategy can increase the reliability and MFPT of the original system,and the mathematical treatment is also facilitated.

Response and Bifurcation of Fractional Duffing Oscillator under Combined Recycling Noise and Time-Delayed Feedback Control

Response and bifurcation of fractional Duffing oscillator under recycling noise and time-delayed feedback control are investigated. Firstly, based on the principle of the minimum mean square error and small time-delayed approximation and linearize the cubic stiffness term, the fractional derivative is equivalent to a linear combination of damping and restoring forces, and the original system is simplified into an equivalent integer order system. Secondly, the Ito differential equations and one-dimensional Markov process are obtained according to stochastic averaging method, and the stochastic stability and stochastic bifurcation of the system are analyzed. Lastly, through joint probability density function diagram and the stationary probability density function diagram, the stochastic bifurcation behavior of system under the different time-delay, fractional order and noise intensity are discussed respectively, the validity of the theory and the occurrence of bifurcation phenomenon are verified.

Rate-dependent tipping-delay phenomenon in a thermoacoustic system with colored noise

Tipping is a phenomenon in multistable systems where small changes in inputs cause huge changes in outputs.When the parameter varies within a certain time scale,the rate will affect the tipping behaviors.These behaviors are undesirable in thermoacoustic systems,which are widely used in aviation,power generation and other industries.Thus,this paper aims at considering the tipping behaviors of the thermoacoustic system with the time-varying parameters and the combined excitations of additive and multiplicative colored noises.Transient dynamical behaviors for the proposed thermoacoustic model are implemented through the reduced Fokker-Planck-Kolmogorov equation derived by a standard stochastic averaging method.Then,the tipping problems of the rate-dependent thermoacoustic systems with random fluctuations are studied by virtue of the obtained probability density functions.Our results show that the rate delays the value of the tipping parameter compared to the one with the quasi-steady assumption,which is called as a rate-dependent tipping-delay phenomenon.Besides,the influences of the initial values,the rate,the changing time of the parameters,and the correlation time of the noises on the rate-dependent tipping-delay phenomenon are analyzed in detail.These results are of great significance for research in related fields such as aviation and land gas turbines.