Analytical and numerical studies of multi-degree-of-freedom(MDOF) nonlinear stochastic or deterministic dynamic systems have long been a technical challenge.This paper presents a highly-efficient method for determinin...Analytical and numerical studies of multi-degree-of-freedom(MDOF) nonlinear stochastic or deterministic dynamic systems have long been a technical challenge.This paper presents a highly-efficient method for determining the stationary probability density functions(PDFs) of MDOF nonlinear systems subjected to both additive and multiplicative Gaussian white noises. The proposed method takes advantages of the sufficient conditions of the reduced Fokker-Planck-Kolmogorov(FPK) equation when constructing the trial solution. The assumed solution consists of the analytically constructed trial solutions satisfying the sufficient conditions and an exponential polynomial of the state variables, and delivers a high accuracy of the solution because the analytically constructed trial solutions capture the main characteristics of the nonlinear system. We also make use of the concept from the data-science and propose a symbolic integration over a hypercube to replace the numerical integrations in a higher-dimensional space, which has been regarded as the insurmountable difficulty in the classical method of weighted residuals or stochastic averaging for high-dimensional dynamic systems. Three illustrative examples of MDOF nonlinear systems are analyzed in detail. The accuracy of the numerical results is validated by comparison with the Monte Carlo simulation(MCS) or the available exact solution. Furthermore, we also show the substantial gain in the computational efficiency of the proposed method compared with the MCS.展开更多
A homotopy analysis method（HAM）is presented for the primary resonance of multiple degree-of-freedom systems with strong non-linearity excited by harmonic forces.The validity of the HAM is independent of the existenc...A homotopy analysis method（HAM）is presented for the primary resonance of multiple degree-of-freedom systems with strong non-linearity excited by harmonic forces.The validity of the HAM is independent of the existence of small parameters in the considered equation.The HAM provides a simple way to adjust and control the convergence region of the series solution by means of an auxiliary parameter.Two examples are presented to show that the HAM solutions agree well with the results of the modified Linstedt-Poincar＇e method and the incremental harmonic balance method.展开更多
本文研究了调制白噪声激励下多自由度时滞非线性系统的近似瞬态响应概率密度.首先,由系统当前状态与时滞状态的关系,将原时滞系统近似等效为无时滞系统.然后,应用基于广义谐和函数的随机平均法,导出关于幅值瞬态概率密度的平均Fokker-Pl...本文研究了调制白噪声激励下多自由度时滞非线性系统的近似瞬态响应概率密度.首先,由系统当前状态与时滞状态的关系,将原时滞系统近似等效为无时滞系统.然后,应用基于广义谐和函数的随机平均法,导出关于幅值瞬态概率密度的平均Fokker-Planck-Kolmogorov方程.该方程的解可通过级数式表示,基函数为幅值相关正交函数,系数为时间函数.应用Galerkin方法,系数可由一阶线性微分方程组解得,从而得出幅值响应的瞬态概率密度、状态空间概率密度及幅值统计矩的半解析表达式.最后,以调制白噪声激励下阻尼耦合的二自由度Duffing-van der Pol振子系统为例,验证其求解过程,并讨论不同时滞的影响.展开更多
基金Project supported by the National Natural Science Foundation of China (Nos.11672111,11332008,11572215,and 11602089)the Program for New Century Excellent Talents in Fujian Province’s University+1 种基金the Natural Science Foundation of Fujian Province of China (No.2019J01049)the Scholarship for Overseas Studies from Fujian Province of China。
文摘Analytical and numerical studies of multi-degree-of-freedom(MDOF) nonlinear stochastic or deterministic dynamic systems have long been a technical challenge.This paper presents a highly-efficient method for determining the stationary probability density functions(PDFs) of MDOF nonlinear systems subjected to both additive and multiplicative Gaussian white noises. The proposed method takes advantages of the sufficient conditions of the reduced Fokker-Planck-Kolmogorov(FPK) equation when constructing the trial solution. The assumed solution consists of the analytically constructed trial solutions satisfying the sufficient conditions and an exponential polynomial of the state variables, and delivers a high accuracy of the solution because the analytically constructed trial solutions capture the main characteristics of the nonlinear system. We also make use of the concept from the data-science and propose a symbolic integration over a hypercube to replace the numerical integrations in a higher-dimensional space, which has been regarded as the insurmountable difficulty in the classical method of weighted residuals or stochastic averaging for high-dimensional dynamic systems. Three illustrative examples of MDOF nonlinear systems are analyzed in detail. The accuracy of the numerical results is validated by comparison with the Monte Carlo simulation(MCS) or the available exact solution. Furthermore, we also show the substantial gain in the computational efficiency of the proposed method compared with the MCS.
基金supported by the Fundamental Research Funds for the Central Universities(No.N090405009)
文摘A homotopy analysis method（HAM）is presented for the primary resonance of multiple degree-of-freedom systems with strong non-linearity excited by harmonic forces.The validity of the HAM is independent of the existence of small parameters in the considered equation.The HAM provides a simple way to adjust and control the convergence region of the series solution by means of an auxiliary parameter.Two examples are presented to show that the HAM solutions agree well with the results of the modified Linstedt-Poincar＇e method and the incremental harmonic balance method.
文摘本文研究了调制白噪声激励下多自由度时滞非线性系统的近似瞬态响应概率密度.首先,由系统当前状态与时滞状态的关系,将原时滞系统近似等效为无时滞系统.然后,应用基于广义谐和函数的随机平均法,导出关于幅值瞬态概率密度的平均Fokker-Planck-Kolmogorov方程.该方程的解可通过级数式表示,基函数为幅值相关正交函数,系数为时间函数.应用Galerkin方法,系数可由一阶线性微分方程组解得,从而得出幅值响应的瞬态概率密度、状态空间概率密度及幅值统计矩的半解析表达式.最后,以调制白噪声激励下阻尼耦合的二自由度Duffing-van der Pol振子系统为例,验证其求解过程,并讨论不同时滞的影响.
