An Adaptively Filtered Precise Integration Method Considering Perturbation for Stochastic Dynamics Problems

The difficulty in solving stochastic dynamics problems lies in the need for a large number of repeated computations of deterministic dynamic equations,which has been a challenge in stochastic dynamics analysis and was discussed in this study.To efficiently and accurately compute the exponential of the dynamics state matrix and the matrix functions due to external loads,an adaptively filtered precise integration method was proposed,which inherits the high precision of the precise integrationmethod,improves the computational efficiency and saves the memory required.Moreover,the perturbation method was introduced to avoid repeated computations of matrix exponential and terms due to external loads.Based on the filtering and perturbation techniques,an adaptively filtered precise integration method considering perturbation for stochastic dynamics problems was developed.Two numerical experiments,including a model of phononic crystal and a bridge model considering random parameters,were performed to test the performance of the proposed method in terms of accuracy and efficiency.Numerical results show that the accuracy and efficiency of the proposed method are better than those of the existing precise integration method,the Newmark-βmethod and the Wilson-θmethod.

Nonlinear stochastic dynamics of an array of coupled micromechanical oscillators

The stochastic response of a multi‐degree‐of‐freedom nonlinear dynamical system is determined based on the recently developed Wiener path integral(WPI)technique.The system can be construed as a representative model of electrostatically coupled arrays of micromechanical oscillators,and relates to an experiment performed by Buks and Roukes.Compared to alternative modeling and solution treatments in the literature,the paper exhibits the following novelties.First,typically adopted linear,or higher‐order polynomial,approximations of the nonlinear electrostatic forces are circumvented.Second,for the first time,stochastic modeling is employed by considering a random excitation component representing the effect of diverse noise sources on the system dynamics.Third,the resulting high‐dimensional,nonlinear system of coupled stochastic differential equations governing the dynamics of the micromechanical array is solved based on the WPI technique for determining the response joint probability density function.Comparisons with pertinent Monte Carlo simulation data demonstrate a quite high degree of accuracy and computational efficiency exhibited by the WPI technique.Further,it is shown that the proposed model can capture,at least in a qualitative manner,the salient aspects of the frequency domain response of the associated experimental setup.

Nonlinear stochastic dynamics research on a Lorenz system with white Gaussian noise based on a quasi‐potential approach

Environmental noise can lead to complex stochastic dynamical behaviors in nonlinear systems.In this paper,a Lorenz system with the parameter region with two stable fixed points and a chaotic saddle subject to white Gaussian noise is investigated as an example.Noise‐induced phenomena,such as noise‐induced quasi‐cycle,three‐state intermittency,and chaos,are observed.In the intermittency process,the optimal path used to describe the transition mechanism is calculated and confirmed to pass through an unstable periodic orbit,a chaotic saddle,a saddle point,and a heteroclinic trajectory in an orderly sequence using generalized cell mapping with a digraph method constructively.The corresponding optimal fluctuation forces are delineated to uncover the effects of noise during the transition process.Then the process will switch frequently between the attractors and the chaotic saddle as noise intensity increased further,that is,noise induced chaos emerging.A threshold noise intensity is defined by stochastic sensitivity analysis when a confidence ellipsoid is tangent to the stable manifold of the periodic orbit,which agrees with the simulation results.It is finally reported that these results and methods can be generalized to analyze the stochastic dynamics of other nonlinear mechanical systems with similar structures.

Computing large deviation prefactors of stochastic dynamical systems based on machine learning

We present a large deviation theory that characterizes the exponential estimate for rare events in stochastic dynamical systems in the limit of weak noise.We aim to consider a next-to-leading-order approximation for more accurate calculation of the mean exit time by computing large deviation prefactors with the aid of machine learning.More specifically,we design a neural network framework to compute quasipotential,most probable paths and prefactors based on the orthogonal decomposition of a vector field.We corroborate the higher effectiveness and accuracy of our algorithm with two toy models.Numerical experiments demonstrate its powerful functionality in exploring the internal mechanism of rare events triggered by weak random fluctuations.

Lattice Free Stochastic Dynamics

We introduce a lattice-free hard sphere exclusion stochastic process.The resulting stochastic rates are distance based instead of cell based.The corresponding Markov chain build for this many particle system is updated using an adaptation of the kinetic Monte Carlo method.It becomes quickly apparent that due to the latticefree environment,and because of that alone,the dynamics behave differently than those in the lattice-based environment.This difference becomes increasingly larger with respect to particle densities/temperatures.Thewell-known packing problemand its solution(Palasti conjecture)seem to validate the resulting lattice-free dynamics.

An operator methodology for the global dynamic analysis of stochastic nonlinear systems

In a global dynamic analysis,the coexisting attractors and their basins are the main tools to understand the system behavior and safety.However,both basins and attractors can be drastically influenced by uncertainties.The aim of this work is to illustrate a methodology for the global dynamic analysis of nondeterministic dynamical systems with competing attractors.Accordingly,analytical and numerical tools for calculation of nondeterministic global structures,namely attractors and basins,are proposed.First,based on the definition of the Perron-Frobenius,Koopman and Foias linear operators,a global dynamic description through phase-space operators is presented for both deterministic and nondeterministic cases.In this context,the stochastic basins of attraction and attractors’distributions replace the usual basin and attractor concepts.Then,numerical implementation of these concepts is accomplished via an adaptative phase-space discretization strategy based on the classical Ulam method.Sample results of the methodology are presented for a canonical dynamical system.

TopSTO:a 115-line code for topology optimization of structures under stationary stochastic dynamic loading

The use of topology optimization in structural design under dynamic excitation is becoming more prevalent in the literature.While many such applications utilize frequency or time domain formulations,relatively few consider stochastic dynamic excitations.This paper presents an efficient and compact code called TopSTO for structural topology optimization considering stationary stochastic dynamic loading using a method derived from random vibration theory.The theory,described in conjunction with the implementation in the provided code,is illustrated for a seismically excited building.This work demonstrates the efficiency of the approach in terms of both the computational resources and minimal amount of code required.This code is intended to serve as a baseline for understanding the theory and implementation of this topology optimization approach and as a foundation for additional applications and developments.

Emerging of Stochastic Dynamical Equalities and Steady State Thermodynamics from Darwinian Dynamics

The evolutionary dynamics first conceived by Darwin and Wallace, referring to as Darwinian dynamics in the present paper, has been found to be universally valid in biology. The statistical mechanics and thermodynamics, while enormous successful in physics, have been in an awkward situation of wanting a consistent dynamical understanding. Here we present from a formal point of view an exploration of the connection between thermodynamics and Darwinian dynamics and a few related topics. We first show that the stochasticity in Darwinian dynamics implies the existence temperature, hence the canonical distribution of Boltzmann-Gibbs type. In term of relative entropy the Second Law of thermodynamics is dynamically demonstrated without detailed balance condition, and is valid regardless of size of the system. In particular, the dynamical component responsible for breaking detailed balance condition does not contribute to the change of the relative entropy. Two types of stochastic dynamical equalities of current interest are explicitly discussed in the present approach： One is based on Feynman-Kac formula and another is a generalization of Einstein relation. Both are directly accessible to experimental tests. Our demonstration indicates that Darwinian dynamics represents logically a simple and straightforward starting point for statistical mechanics and thermodynamics and is complementary to and consistent with conservative dynamics that dominates the physical sciences. Present exploration suggests the existence of a unified stochastic dynamical framework both near and far from equilibrium.

Langevin approach with rescaled noise for stochastic channel dynamics in Hodgkin–Huxley neurons

The Langevin approach has been applied to model the random open and closing dynamics of ion channels. It has long been known that the gate-based Langevin approach is not sufficiently accurate to reproduce the statistics of stochastic channel dynamics in Hodgkin–Huxley neurons. Here, we introduce a modified gate-based Langevin approach with rescaled noise strength to simulate stochastic channel dynamics. The rescaled independent gate and identical gate Langevin approaches improve the statistical results for the mean membrane voltage, inter-spike interval, and spike amplitude.

Output Feedback for Stochastic Nonlinear Systems with Unmeasurable Inverse Dynamics

This paper considers a concrete stochastic nonlinear system with stochastic unmeasurable inverse dynamics. Motivated by the concept of integral input-to-state stability （iISS） in deterministic systems and stochastic input-to-state stability （SISS） in stochastic systems, a concept of stochastic integral input-to-state stability （SiISS） using Lyapunov functions is first introduced. A constructive strategy is proposed to design a dynamic output feedback control law, which drives the state to the origin almost surely while keeping all other closed-loop signals almost surely bounded. At last, a simulation is given to verify the effectiveness of the control law.

Exit problem of stochastic SIR model with limited medical resource

Nonlinearity and randomness are both the essential attributes for the real world,and the case is the same for the models of infectious diseases,for which the deterministic models can not give a complete picture of the evolution.However,although there has been a lot of work on stochastic epidemic models,most of them focus mainly on qualitative properties,which makes us somewhat ignore the original meaning of the parameter value.In this paper we extend the classic susceptible-infectious-removed(SIR)epidemic model by adding a white noise excitation and then we utilize the large deviation theory to quantitatively study the long-term coexistence exit problem with epidemic.Finally,in order to extend the meaning of parameters in the corresponding deterministic system,we tentatively introduce two new thresholds which then prove rational.

A novel refined dynamic model of high-speed maglev train-bridge coupled system for random vibration and running safety assessment

Running safety assessment and tracking irregularity parametric sensitivity analysis of high-speed maglev train-bridge system are of great concern,especially need perfect refinement models in which all properties can be well characterized based on various stochastic excitations.A three-dimensional refined spatial random vibration analysis model of high-speed maglev train-bridge coupled system is established in this paper,in which multi-source uncertainty excitation can be considered simultaneously,and the probability density evolution method(PDEM)is adopted to reveal the system-specific uncertainty dynamic characteristic.The motion equation of the maglev vehicle model is composed of multi-rigid bodies with a total 210-degrees of freedom for each vehicle,and a refined electromagnetic force-air gap model is used to account for the interaction and coupling effect between the moving train and track beam bridges,which are directly established by using finite element method.The model is proven to be applicable by comparing with Monte Carlo simulation.By applying the proposed stochastic framework to the high maglev line,the random dynamic responses of maglev vehicles running on the bridges are studied for running safety and stability assessment.Moreover,the effects of track irregularity wavelength range under different amplitude and running speeds on the coupled system are investigated.The results show that the augmentation of train speed will move backward the sensitive wavelength interval,and track irregularity amplitude influences the response remarkably in the sensitive interval.

A NEW STOCHASTIC OPTIMAL CONTROL STRATEGY FOR HYSTERETIC MR DAMPERS

A new stochastic optimal control strategy for randomly excited quasi-integrable Hamiltonian systems using magneto-rheological (MR) dampers is proposed. The dynamic be- havior of an MR damper is characterized by the Bouc-Wen hysteretic model. The control force produced by the MR damper is separated into a passive part incorporated in the uncontrolled system and a semi-active part to be determined. The system combining the Bouc-Wen hysteretic force is converted into an equivalent non-hysteretic nonlinear stochastic control system. Then It?o stochastic di?erential equations are derived from the equivalent system by using the stochastic averaging method. A dynamical programming equation for the controlled di?usion processes is established based on the stochastic dynamical programming principle. The non-clipping nonlin- ear optimal control law is obtained for a certain performance index by minimizing the dynamical programming equation. Finally, an example is given to illustrate the application and e?ectiveness of the proposed control strategy.

Robust H_∞ control for neutral stochastic uncertain systems with time-varying delay

The problem of robust H_∞ control for uncertain neutral stochastic systems with time-varying delay is discussed.The parameter uncertaintie is assumed to be time varying norm-bounded.First,the stochastic robust stabilization of the stochastic system without disturbance input is investigated by nonlinear matrix inequality method.Then,a full-order stochastic dynamic output feedback controller is designed by solving a bilinear matrix inequality（BMI）,which ensures a prescribed stochastic robust H_∞ performance level for the resulting closed-loop system with nonzero disturbance input and for all admissible uncertainties.An illustrative example is provided to show the feasibility of the controller and the potential of the proposed technique.

Stochastic synchronization for time-varying complex dynamical networks

This paper studies the stochastic synchronization problem for time-varying complex dynamical networks. This model is totally different from some existing network models. Based on the Lyapunov stability theory, inequality techniques, and the properties of the Weiner process, some controllers and adaptive laws are designed to ensure achieving stochastic synchronization of a complex dynamical network model. A sufficient synchronization condition is given to ensure that the proposed network model is mean-square stable. Theoretical analysis and numerical simulation fully verify the main results.

Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise

A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker Plank equation of the system is obtained through the path-integral approach and the method of transformation. Based on the definition of Shannon＇s information entropy and the Schwartz inequality principle, the upper bound for the time derivative of entropy is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculations can be used to interpret the effects of the system dissipative parameter, the system singularity strength parameter, the noise correlation time and the noise deviation parameter on the upper bound.

A kind of noise-induced transition to noisy chaos in stochastically perturbed dynamical system

We investigate a kind of noise-induced transition to noisy chaos in dynamical systems. Due to similar phenomenological structures of stable hyperbolic attractors excited by various physical realizations from a given stationary random process, a specific Poincar6 map is established for stochastically perturbed quasi-Hamiltonian system. Based on this kind of map, various point sets in the Poincar6＇s cross-section and dynamical transitions can be analyzed. Results from the customary Duffing oscillator show that, the point sets in the Poincare＇s global cross-section will be highly compressed in one direction, and extend slowly along the deterministic period-doubling bifurcation trail in another direction when the strength of the harmonic excitation is fixed while the strength of the stochastic excitation is slowly increased. This kind of transition is called the noise-induced point-overspreading route to noisy chaos.

Assessment of buckling-restrained braced frame reliability using an experimental limit-state model and stochastic dynamic analysis

Buckling-restrained braces （BRBs） have recently become popular in the United States for use as primary members of seismic lateral-force-resisting systems. A BRB is a steel brace that does not buckle in compression but instead yields in both tension and compression. Although design guidelines for BRB applications have been developed, systematic procedures for assessing performance and quantifying reliability are still needed. This paper presents an analytical framework for assessing buckling-restrained braced frame （BRBF） reliability when subjected to seismic loads. This framework efficiently quantifies the risk of BRB failure due to low-cycle fatigue fracture of the BRB core. The procedure includes a series of components that： （1） quantify BRB demand in terms of BRB core deformation histories generated through stochastic dynamic analyses; （2） quantify the limit-state of a BRB in terms of its remaining cumulative plastic ductility capacity based on an experimental database; and （3） evaluate the probability of BRB failure, given the quantified demand and capacity, through structural reliability analyses. Parametric studies were conducted to investigate the effects of the seismic load, and characteristics of the BRB and BRBF on the probability of brace failure. In addition, fragility curves （i.e., conditional probabilities of brace failure given ground shaking intensity parameters） were created by the proposed framework. While the framework presented in this paper is applied to the assessment of BRBFs, the modular nature of the framework components allows for application to other structural components and systems.

Stochastic Dynamic Modeling of Rain Attenuation: A Survey

Satellite communication systems(SCS) operating on frequency bands above 10 GHz are sensitive to atmosphere physical phenomena, especially rain attenuation. To evaluate impairments in satellite performance, stochastic dynamic modeling(SDM) is considered as an effective way to predict real-time satellite channel fading caused by rain. This article carries out a survey of SDM using stochastic differential equations(SDEs) currently in the literature. Special attention is given to the different input characteristics of each model to satisfy specific local conditions. Future research directions in SDM are also suggested in this paper.

Linearized Controller Design for the Output Probability Density Functions of Non-Gaussian Stochastic Systems

This paper presents a linearized approach for the controller design of the shape of output probability density functions for general stochastic systems. A square root approximation to an output probability density function is realized by a set of B-spline functions. This generally produces a nonlinear state space model for the weights of the B-spline approximation. A linearized model is therefore obtained and embedded into a performance function that measures the tracking error of the output probability density function with respect to a given distribution. By using this performance function as a Lyapunov function for the closed loop system, a feedback control input has been obtained which guarantees closed loop stability and realizes perfect tracking. The algorithm described in this paper has been tested on a simulated example and desired results have been achieved.