Hysteresis widely exists in civil structures,and dissipates the mechanical energy of systems.Research on the random vibration of hysteretic systems,however,is still insufficient,particularly when the excitation is non...Hysteresis widely exists in civil structures,and dissipates the mechanical energy of systems.Research on the random vibration of hysteretic systems,however,is still insufficient,particularly when the excitation is non-Gaussian.In this paper,the radial basis function(RBF)neural network(RBF-NN)method is adopted as a numerical method to investigate the random vibration of the Bouc-Wen hysteretic system under the Poisson white noise excitations.The solution to the reduced generalized Fokker-PlanckKolmogorov(GFPK)equation is expressed in terms of the RBF-NNs with the Gaussian activation functions,whose weights are determined by minimizing the loss function of the reduced GFPK equation residual and constraint associated with the normalization condition.A steel fiber reinforced ceramsite concrete(SFRCC)column loaded by the Poisson white noise is studied as an example to illustrate the solution process.The effects of several important parameters of both the system and the excitation on the stochastic response are evaluated,and the obtained results are compared with those obtained by the Monte Carlo simulations(MCSs).The numerical results show that the RBF-NN method can accurately predict the stationary response with a considerable high computational efficiency.展开更多
Objectives To evaluate the effects of white noise on pain-related cortical response,pain score,and behavioral and physiological parameters in neonates with procedural pain.Methods A double-blind,randomized controlled ...Objectives To evaluate the effects of white noise on pain-related cortical response,pain score,and behavioral and physiological parameters in neonates with procedural pain.Methods A double-blind,randomized controlled trial was conducted.Sixty-six neonates from the Neonatal Intensive Care Unit in a university-affiliated general hospital were randomly assigned to listen to white noise at 50 dB(experimental group)or 0 dB(control group)2 min before radial artery blood sampling and continued until 5 min after needle withdrawal.Pain-related cortical response was measured by regional cerebral oxygen saturation(rScO_(2))monitored with near-infrared spectroscopy,and facial expressions and physiological parameters were recorded by two video cameras.Two assessors scored the Premature Infant Pain Profile-Revised(PIPP-R)independently when viewing the videos.Primary outcomes were pain score and rScO_(2)during arterial puncture and 5 min after needle withdrawal.Secondary outcomes were pulse oximetric oxygen saturation(SpO_(2))and heart rate(HR)during arterial puncture,and duration of painful expressions.The study was registered at the Chinese Clinical Trial Registry(ChiCTR2200055571).Results Sixty neonates(experimental group,n=29;control group,n=31)were included in the final analysis.The maximum PIPP-R score in the experimental and control groups was 12.00(9.50,13.00),12.50(10.50,13.75),respectively(median difference−0.5,95%CI−2.0 to 0.5),and minimum rScO_(2)was(61.22±3.07)%,(61.32±2.79)%,respectively(mean difference−0.325,95%CI−1.382 to 0.732),without significant differences.During arterial puncture,the mean rScO_(2),HR,and SpO_(2)did not differ between groups.After needle withdrawal,the trends for rScO_(2),PIPP-R score,and facial expression returning to baseline were different between the two groups without statistical significance.Conclusion The white noise intervention did not show beneficial effects on pain-related cortical response as well as pain score,behavioral and physiological parameters in neonates with procedural pain.展开更多
For the multi-sensor linear discrete time-invariant stochastic systems with correlated measurement noises and unknown noise statistics,an on-line noise statistics estimator is obtained using the correlation method.Sub...For the multi-sensor linear discrete time-invariant stochastic systems with correlated measurement noises and unknown noise statistics,an on-line noise statistics estimator is obtained using the correlation method.Substituting it into the optimal weighted fusion steady-state white noise deconvolution estimator based on the Kalman filtering,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the Dynamic Error System Analysis(DESA) method,it proved that the self-tuning fusion white noise deconvolution estimator converges to the steady-state optimal fusion white noise deconvolution estimator in a realization.Therefore,it has the asymptotically global optimality.A simulation example for the tracking system with 3 sensors and the Bernoulli-Gaussian input white noise shows its effectiveness.展开更多
Laboratory experiments and field observations show that the equilibrium range of wind wave spectra presents a – 4 power law when it is scaled properly. This feature has been attributed to energy balance in spectral s...Laboratory experiments and field observations show that the equilibrium range of wind wave spectra presents a – 4 power law when it is scaled properly. This feature has been attributed to energy balance in spectral space by many researchers. In this paper we point out that white noise on an oscillation system can also lead to a similar inverse power law in the corresponding displacement spectrum, implying that the – 4 power law for the equilibrium range of wind wave spectra may probably only reflect the randomicity of the wind waves rather than any other dynamical processes in physical space. This explanation may shed light on the mechanism of other physical processes with spectra also showing an inverse power law, such as isotropic turbulence, internal waves, etc.展开更多
The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural e...The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is in- vestigated by using the stochastic averaging method. The averaged generalized It6 stochastic differential equation and Fokkerlanck-Kolmogorov (FPK) equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter e2s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo (MC) simulation.展开更多
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....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.展开更多
The exact solutions for stationary responses of one class of the second order and three classes of higher order nonlinear systems to parametric and/or external while noise excitations are constructed by using Fokkcr-P...The exact solutions for stationary responses of one class of the second order and three classes of higher order nonlinear systems to parametric and/or external while noise excitations are constructed by using Fokkcr-Planck-Kolmogorov et/ualion approach. The conditions for the existence and uniqueness and the behavior of the solutions are discussed. All the systems under consideration are characterized by the dependence ofnonconservative fqrces on the first integrals of the corresponding conservative systems and arc catted generalized-energy-dependent f G.E.D.) systems. It is shown taht for each of the four classes of G.E.D. nonlinear stochastic systems there is a family of non-G.E.D. systems which are equivalent to the G.E.D. system in the sense of having identical stationary solution. The way to find the equivalent stochastic systems for a given G.E.D. system is indicated and. as an example, the equivalent stochastic systems for the second order G.E. D. nonlinear stochastic system are given. It is pointed out and illustrated with example that the exact stationary solutions for many non-G.E.D. nonlinear stochastic systems may he found by searching the equivalent G.E.D. systems.展开更多
In this paper, we studied a class of damped high order Beam equation stochas-tic dynamical systems with white noise. First, the Ornstein-Uhlenbeck process is used to transform the equation into a noiseless random equa...In this paper, we studied a class of damped high order Beam equation stochas-tic dynamical systems with white noise. First, the Ornstein-Uhlenbeck process is used to transform the equation into a noiseless random equation with random variables as parameters. Secondly, by estimating the solution of the equation, we can obtain the bounded random absorption set. Finally, the isomorphism mapping method and compact embedding theorem are used to obtain the system. It is progressively compact, then we can prove the existence of ran-dom attractors.展开更多
For the multisensor linear discrete time-invariant stochastic systems with correlated noises and unknown noise statistics,an on-line noise statistics estimator is presented by using the correlation method.Substituting...For the multisensor linear discrete time-invariant stochastic systems with correlated noises and unknown noise statistics,an on-line noise statistics estimator is presented by using the correlation method.Substituting it into the steady-state Riccati equation,the self-tuning Riccati equation is obtained.Using the Kalman filtering method,based on the self-tuning Riccati equation,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the dynamic error system analysis(DESA) method,it is proved that the self-tuning fusion white noise deconvolution estimator converges to the optimal fusion steadystate white noise deconvolution estimator in a realization,so that it has the asymptotic global optimality.A simulation example for Bernoulli-Gaussian input white noise shows its effectiveness.展开更多
A new framework of Gaussian white noise calculus is established, in line with generalized expansion in [3, 4, 7]. A suitable frame of Fock expansion is presented on Gaussian generalized expansion functionals being int...A new framework of Gaussian white noise calculus is established, in line with generalized expansion in [3, 4, 7]. A suitable frame of Fock expansion is presented on Gaussian generalized expansion functionals being introduced here, which provides the integral kernel operator decomposition of the second quantization of Koopman operators for chaotic dynamical systems, in terms of annihilation operators partial derivative(t) and its dual, creation operators partial derivative(t)*.展开更多
In this paper, the analysis method of stochastic response of piled offshore platform excited by stationary filtered white noise is presented. With this method, the strong ground motion is considered as three direction...In this paper, the analysis method of stochastic response of piled offshore platform excited by stationary filtered white noise is presented. With this method, the strong ground motion is considered as three direction stationary filtered white noise process, the theoretic solutions of three special integration equations are derived with the residue theorem, and the expression of response nodal displacements and member forces of offshore platform excited by the stationary filtered white noise is put forward. The stochastic response of a piled offshore platform excited by the stationary filtered white noise, which is located 114.3 m in water depth, is computed. The results are compared with those obtained with the response spectrum analysis method and the stationary white noise model analysis method, and the corresponding conclusion is drawn.展开更多
Variable coefficients and Wick-type stochastic fractional coupled KdV equations are investigated. By using the mod- ified fractional sub-equation method, Hermite transform, and white noise theory the exact travelling ...Variable coefficients and Wick-type stochastic fractional coupled KdV equations are investigated. By using the mod- ified fractional sub-equation method, Hermite transform, and white noise theory the exact travelling wave solutions and white noise functional solutions are obtained, including the generalized exponential, hyperbolic, and trigonometric types.展开更多
The stochastic stability of a logistic model subjected to the effect of a random natural environment, modeled as Poisson white noise process, is investigated. The properties of the stochastic response are discussed fo...The stochastic stability of a logistic model subjected to the effect of a random natural environment, modeled as Poisson white noise process, is investigated. The properties of the stochastic response are discussed for calculating the Lyapunov exponent, which had proven to be the most useful diagnostic tool for the stability of dynamical systems. The generalised Itp differentiation formula is used to analyse the stochastic stability of the response. The results indicate that the stability of the response is related to the intensity and amplitude distribution of the environment noise and the growth rate of the species.展开更多
A new approach of smoothing the white noise for nonlinear stochastic system was proposed. Through presenting the Gaussian approximation about the white noise posterior smoothing probability density fimction, an optima...A new approach of smoothing the white noise for nonlinear stochastic system was proposed. Through presenting the Gaussian approximation about the white noise posterior smoothing probability density fimction, an optimal and unifying white noise smoothing framework was firstly derived on the basis of the existing state smoother. The proposed framework was only formal in the sense that it rarely could be directly used in practice since the model nonlinearity resulted in the intractability and infeasibility of analytically computing the smoothing gain. For this reason, a suboptimal and practical white noise smoother, which is called the unscented white noise smoother (UWNS), was further developed by applying unscented transformation to numerically approximate the smoothing gain. Simulation results show the superior performance of the proposed UWNS approach as compared to the existing extended white noise smoother (EWNS) based on the first-order linearization.展开更多
We study the global pressure of a one-dimensional polydisperse granular gases system for the first time, in which the size distribution of particles has the fractal characteristic and the inhomogeneity is described by...We study the global pressure of a one-dimensional polydisperse granular gases system for the first time, in which the size distribution of particles has the fractal characteristic and the inhomogeneity is described by a fractal dimension D. The particles are driven by Gaussian white noise and subject to inelastic mutual collisions. We define the global pressure P of the system as the impulse transferred across a surface in a unit of time, which has two contributions, one from the translational motion of particles and the other from the collisions. Explicit expression for the global pressure in the steady state is derived. By molecular dynamics simulations, we investigate how the inelasticity of collisions and the inhomogeneity of the particles influence the global pressure. The simulation results indicate that the restitution coefficient e and the fractal dimension D have significant effect on the pressure.展开更多
The white noise deconvolution or input white noise estimation problem has important applications in oil seismic exploration, communication and signal processing. By the modern time series analysis method, based on the...The white noise deconvolution or input white noise estimation problem has important applications in oil seismic exploration, communication and signal processing. By the modern time series analysis method, based on the autoregressive moving average (ARMA) innovation model, a new information fusion white noise deconvolution estimator is presented for the general multisensor systems with different local dynamic models and correlated noises. It can handle the input white noise fused filtering, prediction and smoothing problems, and it is applicable to systems with colored measurement noises. It is locally optimal, and is globally suboptimal. The accuracy of the fuser is higher than that of each local white noise estimator. In order to compute the optimal weights, the formula computing the local estimation error cross-covariances is given. A Monte Carlo simulation example for the system with Bernoulli-Gaussian input white noise shows the effectiveness and performances.展开更多
The perturbations of nonholonomic mechanical systems under the Gauss white noises are studied in this paper. It is proved that the differential equations of the first-order moments of the solution process coincide wit...The perturbations of nonholonomic mechanical systems under the Gauss white noises are studied in this paper. It is proved that the differential equations of the first-order moments of the solution process coincide with the corresponding equations in the non-perturbational case, and that there are e2 -terms but no e-terms in the differential equations of the second-order moments. Two propositions are obtained. Finally, an example is given to illustrate the application of the results.展开更多
The current paper is devoted to the study of the stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise. First, the dynamics of stochastic FitzHugh-Nagumo systems are studied. Then, the exis...The current paper is devoted to the study of the stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise. First, the dynamics of stochastic FitzHugh-Nagumo systems are studied. Then, the existence and uniqueness of their invariant measures, which mix exponentially are proved. Finally, the asymptotic behaviors of invariant measures when size of noise gets to zero are investigated.展开更多
Under the framework of white noise analysis, the existence of scattering solutions to the abstract dynamical φ4^4 wave equations in terms of generalized operators (see Section 3 below) is proven via a combination o...Under the framework of white noise analysis, the existence of scattering solutions to the abstract dynamical φ4^4 wave equations in terms of generalized operators (see Section 3 below) is proven via a combination of the characterization for the symbol of generalized operators and the classical scattering results. In addition, some properties (Poincare invariance and irreducibility) of the solutions are discussed.展开更多
基金the National Natural Science Foundation of China(No.12072118)the Natural Science Funds for Distinguished Young Scholar of Fujian Province of China(No.2021J06024)the Project for Youth Innovation Fund of Xiamen of China(No.3502Z20206005)。
文摘Hysteresis widely exists in civil structures,and dissipates the mechanical energy of systems.Research on the random vibration of hysteretic systems,however,is still insufficient,particularly when the excitation is non-Gaussian.In this paper,the radial basis function(RBF)neural network(RBF-NN)method is adopted as a numerical method to investigate the random vibration of the Bouc-Wen hysteretic system under the Poisson white noise excitations.The solution to the reduced generalized Fokker-PlanckKolmogorov(GFPK)equation is expressed in terms of the RBF-NNs with the Gaussian activation functions,whose weights are determined by minimizing the loss function of the reduced GFPK equation residual and constraint associated with the normalization condition.A steel fiber reinforced ceramsite concrete(SFRCC)column loaded by the Poisson white noise is studied as an example to illustrate the solution process.The effects of several important parameters of both the system and the excitation on the stochastic response are evaluated,and the obtained results are compared with those obtained by the Monte Carlo simulations(MCSs).The numerical results show that the RBF-NN method can accurately predict the stationary response with a considerable high computational efficiency.
基金This work was supported by grants from Guangdong Nurse Association[gdshsxh2021a058]Department of Science and Technology of Guangdong Province[2014A020212396].
文摘Objectives To evaluate the effects of white noise on pain-related cortical response,pain score,and behavioral and physiological parameters in neonates with procedural pain.Methods A double-blind,randomized controlled trial was conducted.Sixty-six neonates from the Neonatal Intensive Care Unit in a university-affiliated general hospital were randomly assigned to listen to white noise at 50 dB(experimental group)or 0 dB(control group)2 min before radial artery blood sampling and continued until 5 min after needle withdrawal.Pain-related cortical response was measured by regional cerebral oxygen saturation(rScO_(2))monitored with near-infrared spectroscopy,and facial expressions and physiological parameters were recorded by two video cameras.Two assessors scored the Premature Infant Pain Profile-Revised(PIPP-R)independently when viewing the videos.Primary outcomes were pain score and rScO_(2)during arterial puncture and 5 min after needle withdrawal.Secondary outcomes were pulse oximetric oxygen saturation(SpO_(2))and heart rate(HR)during arterial puncture,and duration of painful expressions.The study was registered at the Chinese Clinical Trial Registry(ChiCTR2200055571).Results Sixty neonates(experimental group,n=29;control group,n=31)were included in the final analysis.The maximum PIPP-R score in the experimental and control groups was 12.00(9.50,13.00),12.50(10.50,13.75),respectively(median difference−0.5,95%CI−2.0 to 0.5),and minimum rScO_(2)was(61.22±3.07)%,(61.32±2.79)%,respectively(mean difference−0.325,95%CI−1.382 to 0.732),without significant differences.During arterial puncture,the mean rScO_(2),HR,and SpO_(2)did not differ between groups.After needle withdrawal,the trends for rScO_(2),PIPP-R score,and facial expression returning to baseline were different between the two groups without statistical significance.Conclusion The white noise intervention did not show beneficial effects on pain-related cortical response as well as pain score,behavioral and physiological parameters in neonates with procedural pain.
基金Supported by National Natural Science Foundation of China (No.60874063)Key Laboratory of Electronics Engineering,College of Heilongjiang Province (No.DZZD2010-5),and Science and Automatic Control Key Laboratory of Heilongjiang University
文摘For the multi-sensor linear discrete time-invariant stochastic systems with correlated measurement noises and unknown noise statistics,an on-line noise statistics estimator is obtained using the correlation method.Substituting it into the optimal weighted fusion steady-state white noise deconvolution estimator based on the Kalman filtering,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the Dynamic Error System Analysis(DESA) method,it proved that the self-tuning fusion white noise deconvolution estimator converges to the steady-state optimal fusion white noise deconvolution estimator in a realization.Therefore,it has the asymptotically global optimality.A simulation example for the tracking system with 3 sensors and the Bernoulli-Gaussian input white noise shows its effectiveness.
基金This study was financially supported by the National Natural Science Foundation of China (Grant No. 40406008)the Foundation for 0pen Projects of the Key Lab of Physical 0ceanography, the Ministry of Education, China (Grant No. 200309).
文摘Laboratory experiments and field observations show that the equilibrium range of wind wave spectra presents a – 4 power law when it is scaled properly. This feature has been attributed to energy balance in spectral space by many researchers. In this paper we point out that white noise on an oscillation system can also lead to a similar inverse power law in the corresponding displacement spectrum, implying that the – 4 power law for the equilibrium range of wind wave spectra may probably only reflect the randomicity of the wind waves rather than any other dynamical processes in physical space. This explanation may shed light on the mechanism of other physical processes with spectra also showing an inverse power law, such as isotropic turbulence, internal waves, etc.
基金supported by the National Natural Science Foundation of China(10932009,11072212,11272279,and 11321202)
文摘The classical Lotka-Volterra (LV) model is a well-known mathematical model for prey-predator ecosystems. In the present paper, the pulse-type version of stochastic LV model, in which the effect of a random natural environment has been modeled as Poisson white noise, is in- vestigated by using the stochastic averaging method. The averaged generalized It6 stochastic differential equation and Fokkerlanck-Kolmogorov (FPK) equation are derived for prey-predator ecosystem driven by Poisson white noise. Approximate stationary solution for the averaged generalized FPK equation is obtained by using the perturbation method. The effect of prey self-competition parameter e2s on ecosystem behavior is evaluated. The analytical result is confirmed by corresponding Monte Carlo (MC) simulation.
基金Project supported by the National Natural Science Foundation of China(No.11025211)the Zhejiang Provincial Natural Science Foundation of China(No.Z6090125)the Special Fund for National Excellent Ph.D.Dissertation and Research Grant Council of Hong Kong City(No.U115807)
文摘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.
基金Project Supported by The National Natural Science Foundation of China
文摘The exact solutions for stationary responses of one class of the second order and three classes of higher order nonlinear systems to parametric and/or external while noise excitations are constructed by using Fokkcr-Planck-Kolmogorov et/ualion approach. The conditions for the existence and uniqueness and the behavior of the solutions are discussed. All the systems under consideration are characterized by the dependence ofnonconservative fqrces on the first integrals of the corresponding conservative systems and arc catted generalized-energy-dependent f G.E.D.) systems. It is shown taht for each of the four classes of G.E.D. nonlinear stochastic systems there is a family of non-G.E.D. systems which are equivalent to the G.E.D. system in the sense of having identical stationary solution. The way to find the equivalent stochastic systems for a given G.E.D. system is indicated and. as an example, the equivalent stochastic systems for the second order G.E. D. nonlinear stochastic system are given. It is pointed out and illustrated with example that the exact stationary solutions for many non-G.E.D. nonlinear stochastic systems may he found by searching the equivalent G.E.D. systems.
文摘In this paper, we studied a class of damped high order Beam equation stochas-tic dynamical systems with white noise. First, the Ornstein-Uhlenbeck process is used to transform the equation into a noiseless random equation with random variables as parameters. Secondly, by estimating the solution of the equation, we can obtain the bounded random absorption set. Finally, the isomorphism mapping method and compact embedding theorem are used to obtain the system. It is progressively compact, then we can prove the existence of ran-dom attractors.
基金supported by the National Natural Science Foundation of China(60874063)Science and Technology Research Foundation of Heilongjiang Education Department(11551355)Key Laboratory of Electronics Engineering,College of Heilongjiang Province(DZZD20105)
文摘For the multisensor linear discrete time-invariant stochastic systems with correlated noises and unknown noise statistics,an on-line noise statistics estimator is presented by using the correlation method.Substituting it into the steady-state Riccati equation,the self-tuning Riccati equation is obtained.Using the Kalman filtering method,based on the self-tuning Riccati equation,a self-tuning weighted measurement fusion white noise deconvolution estimator is presented.By the dynamic error system analysis(DESA) method,it is proved that the self-tuning fusion white noise deconvolution estimator converges to the optimal fusion steadystate white noise deconvolution estimator in a realization,so that it has the asymptotic global optimality.A simulation example for Bernoulli-Gaussian input white noise shows its effectiveness.
文摘A new framework of Gaussian white noise calculus is established, in line with generalized expansion in [3, 4, 7]. A suitable frame of Fock expansion is presented on Gaussian generalized expansion functionals being introduced here, which provides the integral kernel operator decomposition of the second quantization of Koopman operators for chaotic dynamical systems, in terms of annihilation operators partial derivative(t) and its dual, creation operators partial derivative(t)*.
文摘In this paper, the analysis method of stochastic response of piled offshore platform excited by stationary filtered white noise is presented. With this method, the strong ground motion is considered as three direction stationary filtered white noise process, the theoretic solutions of three special integration equations are derived with the residue theorem, and the expression of response nodal displacements and member forces of offshore platform excited by the stationary filtered white noise is put forward. The stochastic response of a piled offshore platform excited by the stationary filtered white noise, which is located 114.3 m in water depth, is computed. The results are compared with those obtained with the response spectrum analysis method and the stationary white noise model analysis method, and the corresponding conclusion is drawn.
文摘Variable coefficients and Wick-type stochastic fractional coupled KdV equations are investigated. By using the mod- ified fractional sub-equation method, Hermite transform, and white noise theory the exact travelling wave solutions and white noise functional solutions are obtained, including the generalized exponential, hyperbolic, and trigonometric types.
基金supported by the National Natural Science Foundation of China (Grant Nos. 10872165 and 10932009)
文摘The stochastic stability of a logistic model subjected to the effect of a random natural environment, modeled as Poisson white noise process, is investigated. The properties of the stochastic response are discussed for calculating the Lyapunov exponent, which had proven to be the most useful diagnostic tool for the stability of dynamical systems. The generalised Itp differentiation formula is used to analyse the stochastic stability of the response. The results indicate that the stability of the response is related to the intensity and amplitude distribution of the environment noise and the growth rate of the species.
基金Projects(61203234,61135001,61075029,61074179) supported by the National Natural Science Foundation of ChinaProject(20110491692) supported by the Postdoctoral Science Foundation of China
文摘A new approach of smoothing the white noise for nonlinear stochastic system was proposed. Through presenting the Gaussian approximation about the white noise posterior smoothing probability density fimction, an optimal and unifying white noise smoothing framework was firstly derived on the basis of the existing state smoother. The proposed framework was only formal in the sense that it rarely could be directly used in practice since the model nonlinearity resulted in the intractability and infeasibility of analytically computing the smoothing gain. For this reason, a suboptimal and practical white noise smoother, which is called the unscented white noise smoother (UWNS), was further developed by applying unscented transformation to numerically approximate the smoothing gain. Simulation results show the superior performance of the proposed UWNS approach as compared to the existing extended white noise smoother (EWNS) based on the first-order linearization.
基金The project supported by National Natural Science Foundation of China under Grant Nos. 10675048 and 10604017 and Natural Science Foundation of Xianning College under Grant No. KZ0627
文摘We study the global pressure of a one-dimensional polydisperse granular gases system for the first time, in which the size distribution of particles has the fractal characteristic and the inhomogeneity is described by a fractal dimension D. The particles are driven by Gaussian white noise and subject to inelastic mutual collisions. We define the global pressure P of the system as the impulse transferred across a surface in a unit of time, which has two contributions, one from the translational motion of particles and the other from the collisions. Explicit expression for the global pressure in the steady state is derived. By molecular dynamics simulations, we investigate how the inelasticity of collisions and the inhomogeneity of the particles influence the global pressure. The simulation results indicate that the restitution coefficient e and the fractal dimension D have significant effect on the pressure.
基金supported by the National Natural Science Foundation of China (No.60874063)Science and Technology Research Foudation of Heilongjiang Education Department (No.11523037)and Automatic Control Key Laboratory of Heilongjiang University
文摘The white noise deconvolution or input white noise estimation problem has important applications in oil seismic exploration, communication and signal processing. By the modern time series analysis method, based on the autoregressive moving average (ARMA) innovation model, a new information fusion white noise deconvolution estimator is presented for the general multisensor systems with different local dynamic models and correlated noises. It can handle the input white noise fused filtering, prediction and smoothing problems, and it is applicable to systems with colored measurement noises. It is locally optimal, and is globally suboptimal. The accuracy of the fuser is higher than that of each local white noise estimator. In order to compute the optimal weights, the formula computing the local estimation error cross-covariances is given. A Monte Carlo simulation example for the system with Bernoulli-Gaussian input white noise shows the effectiveness and performances.
文摘The perturbations of nonholonomic mechanical systems under the Gauss white noises are studied in this paper. It is proved that the differential equations of the first-order moments of the solution process coincide with the corresponding equations in the non-perturbational case, and that there are e2 -terms but no e-terms in the differential equations of the second-order moments. Two propositions are obtained. Finally, an example is given to illustrate the application of the results.
基金Project supported by the National Natural Science Foundation of China(No.10926096)
文摘The current paper is devoted to the study of the stochastic stability of FitzHugh-Nagumo systems perturbed by Gaussian white noise. First, the dynamics of stochastic FitzHugh-Nagumo systems are studied. Then, the existence and uniqueness of their invariant measures, which mix exponentially are proved. Finally, the asymptotic behaviors of invariant measures when size of noise gets to zero are investigated.
基金supported by NSFC (10401011,10871153)China Postdoctoral Science Foundation (2005037660)
文摘Under the framework of white noise analysis, the existence of scattering solutions to the abstract dynamical φ4^4 wave equations in terms of generalized operators (see Section 3 below) is proven via a combination of the characterization for the symbol of generalized operators and the classical scattering results. In addition, some properties (Poincare invariance and irreducibility) of the solutions are discussed.