Feedback maximization of reliability of MDOF quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations

We studied the feedback maximization of reliability of multi-degree-of-freedom （MDOF） quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations. First, the partially averaged Ito equations are derived by using the stochastic averaging method for quasi integrable-Hamiltonian systems under combined harmonic and white noise excitations. Then, the dynamical programming equation and its boundary and final time conditions for the control problems of maximizing the reliability is established from the partially averaged equations by using the dynamical programming principle. The nonlinear stochastic optimal control for maximizing the reliability is determined from the dynamical programming equation and control constrains. The reliability function of optimally controlled systems is obtained by solving the final dynamical programming equation. Finally, the application of the proposed procedure and effectiveness of the control strategy are illustrated by using an example.

Response of harmonically and stochastically excited strongly nonlinear oscillators with delayed feedback bang-bang control

We studied the response of harmonically and stochastically excited strongly nonlinear oscillators with delayed feedback bang-bang control using the stochastic averaging method. First, the time-delayed feedback bang-bang control force is expressed approximately in terms of the system state variables without time delay. Then the averaged It6 stochastic differential equations for the system are derived using the stochastic averaging method. Finally, the response of the system is obtained by solving the Fokker-Plank-Kolmogorov （FPK） equation associated with the averaged lt6 equations. A Duffing oscillator with time-delayed feedback bang-bang control under combined harmonic and white noise excitations is taken as an example to illus- trate the proposed method. The analytical results are confirmed by digital simulation. We found that the time delay in feedback bang-bang control will deteriorate the control effectiveness and cause bifurcation of stochastic jump of Duffing oscillator.

First-passage failure of harmonically and stochastically excited Duffing oscillator with delayed feedback control

The first-passage failure of Duffing oscillator with the delayed feedback control under the combined harmonic and white-noise excitations is investigated. First, the time-delayed feedback control force is expressed approximately in terms of the system state variables without time delay. Then, the averaged It? stochastic differential equations for the system are derived by using the stochastic averaging method. A backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of the first-passage time are established. Finally, the conditional reliability function, the conditional probability density and moments of the first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. The effects of time delay in feedback control force on the conditional reliability function, conditional probability density and moments of the first-passage time are analyzed. The validity of the proposed method is confirmed by digital simulation.

On the Dual Orlicz Mixed Volumes

In this paper,the authors define a harmonic Orlicz combination and a dual Orlicz mixed volume of star bodies,and then establish the dual Orlicz-Minkowski mixedvolume inequality and the dual Orlicz-Brunn-Minkowksi inequality.