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 ...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.展开更多
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 stochast...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. .展开更多
根据形状记忆合金(SMA)的等应变拉压实验的数据,利用van der Pol环模型模拟了形状记忆合金在加载和卸载过程中的应力应变迟滞环特性。并且根据弹性理论和Galerkin方法建立了形状记忆合金简支梁在受轴向高斯白噪声激励时的振动模型。应...根据形状记忆合金(SMA)的等应变拉压实验的数据,利用van der Pol环模型模拟了形状记忆合金在加载和卸载过程中的应力应变迟滞环特性。并且根据弹性理论和Galerkin方法建立了形状记忆合金简支梁在受轴向高斯白噪声激励时的振动模型。应用拟不可积Hamilton随机平均法将函数表示为一维扩散过程后,通过最大Lyapunov指数判断系统的局部稳定性,同时用奇异边界理论讨论了系统的全局稳定性。随后通过分析稳态概率密度和联合概率密度的图形特征,得到了此模型的随机Hopf分岔现象,并讨论了系统产生随机Hopf分岔的条件。最后,用数值法模拟了系统在特定初始条件和边界条件下可靠性函数和首次穿越时间的概率密度函数所满足的BK(Backward Kolmogorov)方程,并且分析了系统发生首次穿越的条件。展开更多
应用广义胞映射图论方法(GCMD)研究了在谐和激励与随机噪声共同作用下的Duffing-Van der Pol 系统的随机分岔现象．系统参数选择在多个吸引子与混沌鞍共存的范围内．研究发现,随着随机激励强度的增大,该系统存在两种分岔现象:一种为随...应用广义胞映射图论方法(GCMD)研究了在谐和激励与随机噪声共同作用下的Duffing-Van der Pol 系统的随机分岔现象．系统参数选择在多个吸引子与混沌鞍共存的范围内．研究发现,随着随机激励强度的增大,该系统存在两种分岔现象:一种为随机吸引子与吸引域边界上的鞍碰撞,此时随机吸引子突然消失;另一种为随机吸引子与吸引域内部的鞍碰撞,此时随机吸引子突然增大．研究证实,当随机激励强度达到某一临界值时,该系统还会发生D-分岔(基于Lyapunov指数符号的改变而定义),此类分岔点不同于上述基于系统拓扑性质改变所得的分岔点．展开更多
基金The project supported by the National Natural Science Foundation of China (19972059)
文摘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.
文摘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. .
文摘根据形状记忆合金(SMA)的等应变拉压实验的数据,利用van der Pol环模型模拟了形状记忆合金在加载和卸载过程中的应力应变迟滞环特性。并且根据弹性理论和Galerkin方法建立了形状记忆合金简支梁在受轴向高斯白噪声激励时的振动模型。应用拟不可积Hamilton随机平均法将函数表示为一维扩散过程后,通过最大Lyapunov指数判断系统的局部稳定性,同时用奇异边界理论讨论了系统的全局稳定性。随后通过分析稳态概率密度和联合概率密度的图形特征,得到了此模型的随机Hopf分岔现象,并讨论了系统产生随机Hopf分岔的条件。最后,用数值法模拟了系统在特定初始条件和边界条件下可靠性函数和首次穿越时间的概率密度函数所满足的BK(Backward Kolmogorov)方程,并且分析了系统发生首次穿越的条件。
文摘应用广义胞映射图论方法(GCMD)研究了在谐和激励与随机噪声共同作用下的Duffing-Van der Pol 系统的随机分岔现象．系统参数选择在多个吸引子与混沌鞍共存的范围内．研究发现,随着随机激励强度的增大,该系统存在两种分岔现象:一种为随机吸引子与吸引域边界上的鞍碰撞,此时随机吸引子突然消失;另一种为随机吸引子与吸引域内部的鞍碰撞,此时随机吸引子突然增大．研究证实,当随机激励强度达到某一临界值时,该系统还会发生D-分岔(基于Lyapunov指数符号的改变而定义),此类分岔点不同于上述基于系统拓扑性质改变所得的分岔点．
