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. .

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.

Analysis of stochastic bifurcation and chaos in stochastic Duffing-van der Pol system via Chebyshev polynomial approximation

The Chebyshev polynomial approximation is applied to investigate the stochastic period-doubling bifurcation and chaos problems of a stochastic Duffing-van der Pol system with bounded random parameter of exponential probability density function subjected to a harmonic excitation. Firstly the stochastic system is reduced into its equivalent deterministic one, and then the responses of stochastic system can be obtained by numerical methods. Nonlinear dynamical behaviour related to stochastic period-doubling bifurcation and chaos in the stochastic system is explored. Numerical simulations show that similar to its counterpart in deterministic nonlinear system of stochastic period-doubling bifurcation and chaos may occur in the stochastic Duffing-van der Pol system even for weak intensity of random parameter. Simply increasing the intensity of the random parameter may result in the period-doubling bifurcation which is absent from the deterministic system.

Stochastic bifurcation and density function analysis of a stochastic logistic equation with distributed delay and strong kernel

Since the stochastic bifurcation theory is still in its infancy,we try to analyze some stochastic bifurcation phenomenon from a simple mathematical model.Thus,this paper mainly focuses on studying the stochastic bifurcation of a stochastic logistic model with distributed delay in the strong kernel case,which is affected by noise.Therefore,we use the intrinsic growth rate as a bifurcation parameter.First,we study the stochastic D-bifurcation and stochastic P-bifurcation for stochastic logistic model.Furthermore,by deriving the corresponding Fokker-Planck equation,we obtain the expression of the joint density function of the stochastic logistic system near the positive equilibrium point.Finally,some conclusions are given.

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.

Stochastic period-doubling bifurcation analysis of stochastic Bonhoeffer-van der Pol system

In this paper, the Chebyshev polynomial approximation is applied to the problem of stochastic period-doubling bifurcation of a stochastic Bonhoeffer-van der Pol （BVP for short） system with a bounded random parameter. In the analysis, the stochastic BVP system is transformed by the Chebyshev polynomial approximation into an equivalent deterministic system, whose response can be readily obtained by conventional numerical methods. In this way we have explored plenty of stochastic period-doubling bifurcation phenomena of the stochastic BVP system. The numerical simulations show that the behaviour of the stochastic period-doubling bifurcation in the stochastic BVP system is by and large similar to that in the deterministic mean-parameter BVP system, but there are still some featured differences between them. For example, in the stochastic dynamic system the period-doubling bifurcation point diffuses into a critical interval and the location of the critical interval shifts with the variation of intensity of the random parameter. The obtained results show that Chebyshev polynomial approximation is an effective approach to dynamical problems in some typical nonlinear systems with a bounded random parameter of an arch-like probability density function.

STOCHASTIC HOPF BIFURCATION IN QUASIINTEGRABLE-HAMILTONIAN SYSTEMS

A new procedure is developed to study the stochastic Hopf bifurcation in quasi- integrable-Hamiltonian systems under the Gaussian white noise excitation.Firstly,the singular bound- aries of the first-class and their asymptotic stable conditions in probability are given for the averaged Ito differential equations about all the sub-system's energy levels with respect to the stochastic aver- aging method.Secondly,the stochastic Hopf bifurcation for the coupled sub-systems are discussed by defining a suitable bounded torus region in the space of the energy levels and employing the theory of the torus region when the singular boundaries turn into the unstable ones.Lastly,a quasi-integrable- Hamiltonian system with two degrees of freedom is studied in detail to illustrate the above procedure. Moreover,simulations by the Monte-Carlo method are performed for the illustrative example to verify the proposed procedure.It is shown that the attenuation motions and the stochastic Hopf bifurcation of two oscillators and the stochastic Hopf bifurcation of a single oscillator may occur in the system for some system's parameters.Therefore,one can see that the numerical results are consistent with the theoretical predictions.

Stochastic period-doubling bifurcation in biharmonic driven Duffing system with random parameter

Stochastic period-doubling bifurcation is explored in a forced Duffing system with a bounded random parameter as an additional weak harmonic perturbation added to the system. Firstly, the biharmonic driven Duffing system with a random parameter is reduced to its equivalent deterministic one, and then the responses of the stochastic system can be obtained by available effective numerical methods. Finally, numerical simulations show that the phase of the additional weak harmonic perturbation has great influence on the stochastic period-doubling bifurcation in the biharmonic driven Duffing system. It is emphasized that, different from the deterministic biharmonic driven Duffing system, the intensity of random parameter in the Duffing system can also be taken as a bifurcation parameter, which can lead to the stochastic period-doubling bifurcations.

Stochastic period-doubling bifurcation analysis of a Rssler system with a bounded random parameter

This paper aims to study the stochastic period-doubling bifurcation of the three-dimensional Rossler system with an arch-like bounded random parameter. First, we transform the stochastic RSssler system into its equivalent deterministic one in the sense of minimal residual error by the Chebyshev polynomial approximation method. Then, we explore the dynamical behaviour of the stochastic RSssler system through its equivalent deterministic system by numerical simulations. The numerical results show that some stochastic period-doubling bifurcation, akin to the conventional one in the deterministic case, may also appear in the stochastic Rossler system. In addition, we also examine the influence of the random parameter intensity on bifurcation phenomena in the stochastic Rossler system.

NONLINEAR STOCHASTIC DYNAMICS: A SURVEY OF RECENT DEVELOPMENTS

This paper provides an overview of significant advances in nonlinear stochastic dynamics during the past two decades, including random response, stochastic stability, stochastic bifurcation, first passage problem and nonlinear stochastic control. Topics for future research are also suggested.

Stochastic responses of Duffing–Van der Pol vibro-impact system under additive colored noise excitation

A response analysis procedure is developed for a vibro-impact system excited by colored noise. The non-smooth transformation is used to convert the vibro-impact system into a new system without impact term. With the help of the modified quasi-conservative averaging, the total energy of the new system can be approximated as a Markov process, and the stationary probability density function （PDF） of the total energy is derived. The response PDFs of the original system are obtained using the analytical solution of the stationary PDF of the total energy. The validity of the theoretical results is tested through comparison with the corresponding simulation results. Moreover, stochastic bifurcations are also explored.

ELEMENTARY BIFURCATIONS FOR A SIMPLE DYNAMICAL SYSTEM UNDER NON-GAUSSIAN LVY NOISES

Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies.A computational analysis is conducted to investigate bifurcations of a simple dynamical system under non-Gaussian a-stable Levy motions, by examining the changes in stationary probability density functions for the solution orbits of this stochastic system. The stationary probability density functions are obtained by solving a nonlocal Fokker-Planck equation numerically. This allows numerically investigating phenomenological bifurcation, or P-bifurcation, for stochastic differential equations with non-Gaussian Levy noises.

The Stochastic stability of a Logistic model with Poisson white noise

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.

A stochastic epidemic model on homogeneous networks

In this paper, a stochastic SIS epidemic model on homogeneous networks is considered. The largest Lyapunov exponent is calculated by Oseledec multiplicative ergodic theory, and the stability condition is determined by the largest Lyapunov exponent. The probability density function for the proportion of infected individuals is found explicitly, and the stochastic bifurcation is analysed by a probability density function. In particular, the new basic reproductive number R^＊, that governs whether an epidemic with few initial infections can become an endemic or not, is determined by noise intensity. In the homogeneous networks, despite of the basic productive number R0 〉1, the epidemic will die out as long as noise intensity satisfies a certain condition.

Bifurcation in most probable phase portraits for a bistable kinetic model with coupling Gaussian and non-Gaussian noises

The phenomenon of stochastic bifurcation driven by the correlated non-Gaussian colored noise and the Gaussian white noise is investigated by the qualitative changes of steady states with the most probable phase portraits.To arrive at the Markovian approximation of the original non-Markovian stochastic process and derive the general approximate Fokker-Planck equation(FPE),we deal with the non-Gaussian colored noise and then adopt the unified colored noise approximation(UCNA).Subsequently,the theoretical equation concerning the most probable steady states is obtained by the maximum of the stationary probability density function(SPDF).The parameter of the uncorrelated additive noise intensity does enter the governing equation as a non-Markovian effect,which is in contrast to that of the uncorrelated Gaussian white noise case,where the parameter is absent from the governing equation,i.e.,the most probable steady states are mainly controlled by the uncorrelated multiplicative noise.Additionally,in comparison with the deterministic counterpart,some peculiar bifurcation behaviors with regard to the most probable steady states induced by the correlation time of non-Gaussian colored noise,the noise intensity,and the non-Gaussian noise deviation parameter are discussed.Moreover,the symmetry of the stochastic bifurcation diagrams is destroyed when the correlation between noises is concerned.Furthermore,the feasibility and accuracy of the analytical predictions are verified compared with those of the Monte Carlo(MC)simulations of the original system.

Nonlinear dynamic characteristics and optimal control of a giant magnetostrictive film-shaped memory alloy composite plate subjected to in-plane stochastic excitation

The nonlinear dynamic characteristics and optimal control of a giant magnetostrictive film （GMF）-shaped memory alloy （SMA） composite plate subjected to in-plane stochastic excitation are studied. GMF is prepared based on an SMA plate, and combined into a GMF-SMA composite plate. The Van der Pol item is improved to explain the hysteretic phenomena of GMF and SMA, and the nonlinear dynamics model of a GMF-SMA composite cantilever plate subjected to in-plane stochastic excitation is developed. The stochastic stability of the system is analyzed, and the steady-state probability density function of the dynamic response of the system is obtained. The condition of stochastic Hopf bifurcation is discussed, the reliability function of the system is provided, and then the probability density of the first-passage time is given. Finally, the stochastic optimal control strategy is proposed by the stochastic dynamic programming method. Numerical simulation shows that the stability of the trivial solution varies with bifurcation parameters, and stochastic Hopf bifurcation appears in the process; the system＇s reliability is improved through stochastic optimal control, and the first- passage time is delayed. A GMF-SMA composite plate combines the advantages of GMF and SMA, and can reduce vibration through passive control and active control effectively. The results are helpful for the engineering applications of GMF-SMA composite plates.

Dynamic responses of an energy harvesting system based on piezoelectric and electromagnetic mechanisms under colored noise

Because of the increasing demand for electrical energy,vibration energy harvesters(VEHs)that convert vibratory energy into electrical energy are a promising technology.In order to improve the efficiency of harvesting energy from environmental vibration,here we investigate a hybrid VEH.Unlike previous studies,this article analyzes the stochastic responses of the hybrid piezoelectric and electromagnetic energy harvesting system with viscoelastic material under narrow-band(colored)noise.Firstly,a mass-spring-damping system model coupled with piezoelectric and electromagnetic circuits under fundamental acceleration excitation is established,and analytical solutions to the dimensionless equations are derived.Then,the formula of the amplitude-frequency responses in the deterministic case and the first-order and secondorder steady-state moments of the amplitude in the stochastic case are obtained by using the multi-scales method.The amplitude-frequency analytical solutions are in good agreement with the numerical solutions obtained by the Monte Carlo method.Furthermore,the stochastic bifurcation diagram is plotted for the first-order steady-state moment of the amplitude with respect to the detuning frequency and viscoelastic parameter.Eventually,the influence of system parameters on mean-square electric voltage,mean-square electric current and mean output power is discussed.Results show that the electromechanical coupling coefficients,random excitation and viscoelastic parameter have a positive effect on the output power of the system.

Probability Response of Shape Memory Alloy Beam Subjected to Noise Excitation

Shape Memory Alloy(SMA)is a typical material with memory effect,and it is widely used in many engineering fields.Based on the elastic theory and Galerkin method,a vibration system of SMA beam with rigid constraints is proposed.The non⁃smooth transformation was employed to deal with the discontinuous position,and the original system was turned into an approximate equivalent system associated with the Dirac function.Then,using the stochastic averaging method,the drift and diffusion coefficients of the corresponding Fokker Planck Kolmogorov equation were described.Lastly,the approximate probability response of the system was formulated analytically.Meanwhile,numerical simulation was carried out to verify the effectiveness of analytical results.Furthermore,stochastic bifurcation was discussed.Results show that the stationary probability response of the system was affected by the increase of noise amplitude and restitution force,and a certain restitution value and damping could induce P⁃bifurcation.

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.

Stochasticst ability and Hopf bifurcation analysis of a singular bio-economic model with stochastic fluctuations

In this paper,we study a class of singular stochastic bio-economic models described by differential-algebraic equations due to the influence of economic factors.Simplifying the model through a stochastic averaging method,we obtained a two-dimensional diffusion process of averaged amplitude and phase.Stochastic stability and Hopf bifurcations can be analytically determined based on the singular boundary theory of diffusion process,the Maximal Lyapunov exponent and the invariant measure theory.The critical value of the stochastic Hopf bifurcation parameter is obtained and the position of Hopf bifurcation drifting with the parameter increase is presented as a result.Practical example is presented to verify the effectiveness of the results.