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 equat...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.展开更多
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 a...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.展开更多
The stochastic averaging method for quasi-integrable Hamiltonian systems with time-delayed feedback bang-bang control is first introduced. Then, two time delay compensation methods, namely the method of changing contr...The stochastic averaging method for quasi-integrable Hamiltonian systems with time-delayed feedback bang-bang control is first introduced. Then, two time delay compensation methods, namely the method of changing control force amplitude (CFA) and the method of changing control delay time (CDT), are proposed. The conditions applicable to each compensation method are discussed. Finally, an example is worked out in detail to illustrate the application and effectiveness of the proposed methods and the two compensation methods in combination.展开更多
The symmetry constraint and binary nonlinearization of Lax pairs for the super classical-Boussinesq hierarchy is obtained. Under the obtained symmetry constraint, the n-th flow of the super classical-Boussinesq hierar...The symmetry constraint and binary nonlinearization of Lax pairs for the super classical-Boussinesq hierarchy is obtained. Under the obtained symmetry constraint, the n-th flow of the super classical-Boussinesq hierarchy is decomposed into two super finite-dimensional integrable Hamiltonian systems, defined over the super-symmetry manifold with the corresponding dynamical variables x and tn. The integrals of motion required for Liouville integrability are explicitly given.展开更多
The stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems is investigated. First, the stochastic optimal control problem of a partially observable nonlinear quasi-integrable...The stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems is investigated. First, the stochastic optimal control problem of a partially observable nonlinear quasi-integrable Hamiltonian system is converted into that of a completely observable linear system based on a theorem due to Charalambous and Elliot. Then, the converted stochastic optimal control problem is solved by applying the stochastic averaging method and the stochastic dynamical programming principle. The response of the controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation and the Riccati equation for the estimated error of system states. As an example to illustrate the procedure and effectiveness of the proposed method, the stochastic optimal control problem of a partially observable two-degree-of-freedom quasi-integrable Hamiltonian system is worked out in detail.展开更多
An explicit Bargmann symmetry constraint is computed and its associated binary nonlinearization of Lax pairs is carried out for the super NLS-MKdV hierarchy. Under the obtained symmetry constraint, the n-th flow of th...An explicit Bargmann symmetry constraint is computed and its associated binary nonlinearization of Lax pairs is carried out for the super NLS-MKdV hierarchy. Under the obtained symmetry constraint, the n-th flow of the super NLS-MKdV hierarchy is decomposed into two super finite-dimensional integrable Hamiltonian systems, defined over the super-symmetry manifold R4N|2N with the corresponding dynamical variables x and tn. The integrals of motion required for Liouville integrability are explicitly given.展开更多
A stochastic averaging method for predicting the response of quasi partially integrable and non-resonant Hamiltoniansystems to fractional Gaussian noise （fGla） with the Hurst index 1/2〈H〈l is proposed. The average...A stochastic averaging method for predicting the response of quasi partially integrable and non-resonant Hamiltoniansystems to fractional Gaussian noise （fGla） with the Hurst index 1/2〈H〈l is proposed. The averaged stochastic differential equa-tions （SDEs） for the first integrals of the associated Hamiltonian system are derived. The dimension of averaged SDEs is less thanthat of the original system. The stationary probability density and statistics of the original system are obtained approximately fromsolving the averaged SDEs numerically. Two systems are worked out to illustrate the proposed stochastic averaging method. It isshown that the results obtained by using the proposed stochastic averaging method and those from digital simulation of originalsystem agree well, and the computational time for the former results is less than that for the latter ones.展开更多
A strategy is proposed based on the stochastic averaging method for quasi non- integrable Hamiltonian systems and the stochastic dynamical programming principle.The pro- posed strategy can be used to design nonlinear ...A strategy is proposed based on the stochastic averaging method for quasi non- integrable Hamiltonian systems and the stochastic dynamical programming principle.The pro- posed strategy can be used to design nonlinear stochastic optimal control to minimize the response of quasi non-integrable Hamiltonian systems subject to Gaussian white noise excitation.By using the stochastic averaging method for quasi non-integrable Hamiltonian systems the equations of motion of a controlled quasi non-integrable Hamiltonian system is reduced to a one-dimensional av- eraged It stochastic differential equation.By using the stochastic dynamical programming princi- ple the dynamical programming equation for minimizing the response of the system is formulated. The optimal control law is derived from the dynamical programming equation and the bounded control constraints.The response of optimally controlled systems is predicted through solving the FPK equation associated with It stochastic differential equation.An example is worked out in detail to illustrate the application of the control strategy proposed.展开更多
There are only a few results concerned with the constraints and finite-dimensional integrable systems which are associated with the third-order eigenvalue problem tbr soliton equation. In particular, the higher-order ...There are only a few results concerned with the constraints and finite-dimensional integrable systems which are associated with the third-order eigenvalue problem tbr soliton equation. In particular, the higher-order constraints and corresponding integrable systems have not been studied yet. In the present note, using the Boussinesq equation as展开更多
Bifurcation of limit cycles to a perturbed integrable non-Hamiltonian system is investigated using both qualitative analysis and numerical exploration.The investigation is based on detection functions which are partic...Bifurcation of limit cycles to a perturbed integrable non-Hamiltonian system is investigated using both qualitative analysis and numerical exploration.The investigation is based on detection functions which are particularly effective for the perturbed integrable non-Hamiltonian system.The study reveals that the system has 3 limit cycles.By the method of numerical simulation,the distributed orderliness of the 3 limitcycles is observed,and their nicety places are determined.The study also indicates that each of the 3 limit cycles passes the corresponding nicety point.展开更多
By modifying the procedure of binary nonlinearization for the AKNS spectral problem and its adjoint spectral problem under an implicit symmetry constraint, we obtain a finite dimensional system from the Lax pair of th...By modifying the procedure of binary nonlinearization for the AKNS spectral problem and its adjoint spectral problem under an implicit symmetry constraint, we obtain a finite dimensional system from the Lax pair of the nonlinear Schrodinger equation. We show that this system is a completely integrable Hamiltonian system.展开更多
基金Project supported by the National Natural Science Foundation of China (No. 10772159)the Research Fund for the Doctoral Program of Higher Education of China (No. 20060335125)the Zhejiang Provincial Nature Science Foundation of China (No. Y7080070)
文摘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.
基金The project supported by the National Natural Science Foundation of China (10302025)
文摘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.
基金Supported by the National Natural Science Foundation of China (Grant No. 10772159)the Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20060335125)+1 种基金Zhejiang Natural Science Foundation (Grant No. Y7080070)Fujian Provincial Science and Technology Project (Grant No. 2005YZ1021)
文摘The stochastic averaging method for quasi-integrable Hamiltonian systems with time-delayed feedback bang-bang control is first introduced. Then, two time delay compensation methods, namely the method of changing control force amplitude (CFA) and the method of changing control delay time (CDT), are proposed. The conditions applicable to each compensation method are discussed. Finally, an example is worked out in detail to illustrate the application and effectiveness of the proposed methods and the two compensation methods in combination.
基金Project supported by the National Natural Science Foundation of China (Grant Nos.61072147 and 11071159)the Natural Science Foundation of Shanghai,China (Grant No.09ZR1410800)+2 种基金the Science Foundation of the Key Laboratory of Mathematics Mechanization,China (Grant No.KLMM0806)the Shanghai Leading Academic Discipline Project,China (Grant No.J50101)the Key Disciplines of Shanghai Municipality of China (Grant No.S30104)
文摘The symmetry constraint and binary nonlinearization of Lax pairs for the super classical-Boussinesq hierarchy is obtained. Under the obtained symmetry constraint, the n-th flow of the super classical-Boussinesq hierarchy is decomposed into two super finite-dimensional integrable Hamiltonian systems, defined over the super-symmetry manifold with the corresponding dynamical variables x and tn. The integrals of motion required for Liouville integrability are explicitly given.
基金Supported by the National Natural Science Foundation of China (Grant Nos.1093209 and 10772159)the Specialized Research Fund for Doctor Program of Higher Education of China (Grant No. 20060335125)the Zhejiang Provincial Natural Science Foundation of China (Grant No. Y7080070)
文摘The stochastic optimal control of partially observable nonlinear quasi-integrable Hamiltonian systems is investigated. First, the stochastic optimal control problem of a partially observable nonlinear quasi-integrable Hamiltonian system is converted into that of a completely observable linear system based on a theorem due to Charalambous and Elliot. Then, the converted stochastic optimal control problem is solved by applying the stochastic averaging method and the stochastic dynamical programming principle. The response of the controlled quasi Hamiltonian system is predicted by solving the averaged Fokker-Planck-Kolmogorov equation and the Riccati equation for the estimated error of system states. As an example to illustrate the procedure and effectiveness of the proposed method, the stochastic optimal control problem of a partially observable two-degree-of-freedom quasi-integrable Hamiltonian system is worked out in detail.
文摘An explicit Bargmann symmetry constraint is computed and its associated binary nonlinearization of Lax pairs is carried out for the super NLS-MKdV hierarchy. Under the obtained symmetry constraint, the n-th flow of the super NLS-MKdV hierarchy is decomposed into two super finite-dimensional integrable Hamiltonian systems, defined over the super-symmetry manifold R4N|2N with the corresponding dynamical variables x and tn. The integrals of motion required for Liouville integrability are explicitly given.
基金supported by the National Natural Science Foundation of China(Nos.11172259,11272279,11321202,and 11432012)
文摘A stochastic averaging method for predicting the response of quasi partially integrable and non-resonant Hamiltoniansystems to fractional Gaussian noise （fGla） with the Hurst index 1/2〈H〈l is proposed. The averaged stochastic differential equa-tions （SDEs） for the first integrals of the associated Hamiltonian system are derived. The dimension of averaged SDEs is less thanthat of the original system. The stationary probability density and statistics of the original system are obtained approximately fromsolving the averaged SDEs numerically. Two systems are worked out to illustrate the proposed stochastic averaging method. It isshown that the results obtained by using the proposed stochastic averaging method and those from digital simulation of originalsystem agree well, and the computational time for the former results is less than that for the latter ones.
基金Project supported by the National Natural Science Foundation of China(No.19972059).
文摘A strategy is proposed based on the stochastic averaging method for quasi non- integrable Hamiltonian systems and the stochastic dynamical programming principle.The pro- posed strategy can be used to design nonlinear stochastic optimal control to minimize the response of quasi non-integrable Hamiltonian systems subject to Gaussian white noise excitation.By using the stochastic averaging method for quasi non-integrable Hamiltonian systems the equations of motion of a controlled quasi non-integrable Hamiltonian system is reduced to a one-dimensional av- eraged It stochastic differential equation.By using the stochastic dynamical programming princi- ple the dynamical programming equation for minimizing the response of the system is formulated. The optimal control law is derived from the dynamical programming equation and the bounded control constraints.The response of optimally controlled systems is predicted through solving the FPK equation associated with It stochastic differential equation.An example is worked out in detail to illustrate the application of the control strategy proposed.
基金Project supported by the Fund of the State Committee of Science and Technology of China
文摘There are only a few results concerned with the constraints and finite-dimensional integrable systems which are associated with the third-order eigenvalue problem tbr soliton equation. In particular, the higher-order constraints and corresponding integrable systems have not been studied yet. In the present note, using the Boussinesq equation as
基金supported by the Natural Science Foundation of China(Grant No.11161038)
文摘Bifurcation of limit cycles to a perturbed integrable non-Hamiltonian system is investigated using both qualitative analysis and numerical exploration.The investigation is based on detection functions which are particularly effective for the perturbed integrable non-Hamiltonian system.The study reveals that the system has 3 limit cycles.By the method of numerical simulation,the distributed orderliness of the 3 limitcycles is observed,and their nicety places are determined.The study also indicates that each of the 3 limit cycles passes the corresponding nicety point.
基金Supported by the National Natural Science Foundation of China(No.11001069,61273077,11271210 and 10971109)Program for NCET under Grant No.NCET-08-0515Zhejiang Provincial Natural Science Foun-dation of China under Grant No.LQ12A01002 and LQ12A01003
文摘By modifying the procedure of binary nonlinearization for the AKNS spectral problem and its adjoint spectral problem under an implicit symmetry constraint, we obtain a finite dimensional system from the Lax pair of the nonlinear Schrodinger equation. We show that this system is a completely integrable Hamiltonian system.
