The first-passage problem of dynamical power system of a single-machine-infinite-bus (SMIB) system under random perturbations is studied.First,the stochastic averaging method for quasi non-integrable generalized Hamil...The first-passage problem of dynamical power system of a single-machine-infinite-bus (SMIB) system under random perturbations is studied.First,the stochastic averaging method for quasi non-integrable generalized Hamiltonian systems is applied to reduce the equations of the SMIB system under random perturbations to a set of averaged It equations.Then,the backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the conditional mean of first passage time are established and solved numerically,respectively.Finally,the proposed method is verified by using the Monte Carlo simulation of the original system.展开更多
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 ...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.展开更多
A stochastic averaging method is proposed for quasi-Hamiltonian systems (Hamiltonian systems with light dampings subject to weakly stochastic excitations). Various versions of the method, depending on whether the asso...A stochastic averaging method is proposed for quasi-Hamiltonian systems (Hamiltonian systems with light dampings subject to weakly stochastic excitations). Various versions of the method, depending on whether the associated Hamiltonian systems are integrable or nonintegrable, resonant or nonresonant, are discussed. It is pointed out that the standard stochastic averaging method and the stochastic averaging method of energy envelope are special cases of the stochastic averaging method of quasi-Hamiltonian systems and that the results obtained by this method for several examples prove its effectiveness.展开更多
The asymptotic Lyapunov stability of one quasi-integrable Hamiltonian system with time-delayed feedback control is studied by using Lyapunov functions and stochastic averaging method.First,a quasi-integrable Hamiltoni...The asymptotic Lyapunov stability of one quasi-integrable Hamiltonian system with time-delayed feedback control is studied by using Lyapunov functions and stochastic averaging method.First,a quasi-integrable Hamiltonian system with time-delayed feedback control subjected to Gaussian white noise excitation is approximated by a quasi-integrable Hamiltonian system without time delay.Then,stochastic averaging method for quasi-integrable Hamiltonian system is used to reduce the dimension of the original system,and after that the Lyapunov function of the averaged It equation is taken as the optimal linear combination of the corresponding independent first integrals in involution.Finally,the stability of the system is determined by using the largest eigenvalue of the linearized system.Two examples are used to illustrate the proposed procedure and the effects of delayed time on the Lyapunov stability are discussed as well.展开更多
A stochastic optimal control method for nonlinear hysteretic systems under externally and/or parametrically random excitations is presented and illustrated with an example of hysteretic column system. A hysteretic sys...A stochastic optimal control method for nonlinear hysteretic systems under externally and/or parametrically random excitations is presented and illustrated with an example of hysteretic column system. A hysteretic system subject to random excitation is first replaced by a nonlinear non-hysteretic stochastic system. An It$\hat {\rm o}$ stochastic differential equation for the total energy of the system as a one-dimensional controlled diffusion process is derived by using the stochastic averaging method of energy envelope. A dynamical programming equation is then established based on the stochastic dynamical programming principle and solved to yield the optimal control force. Finally, the responses of uncontrolled and controlled systems are evaluated to determine the control efficacy. It is shown by numerical results that the proposed stochastic optimal control method is more effective and efficient than other optimal control methods.展开更多
基于广义谐和函数与随机平均原理,研究了具有强非线性的Duffing-Rayleigh-Mathieu系统在色噪声激励下的稳态响应。通过van der Pol坐标变换,将系统运动方程转化为关于幅值与初始相位角的随机微分方程。应用Stratonovich-Khasminskii极...基于广义谐和函数与随机平均原理,研究了具有强非线性的Duffing-Rayleigh-Mathieu系统在色噪声激励下的稳态响应。通过van der Pol坐标变换,将系统运动方程转化为关于幅值与初始相位角的随机微分方程。应用Stratonovich-Khasminskii极限定理,作随机平均,得到近似的二维扩散过程。在此基础上,考虑共振情形,引入相位差变量,做确定性的平均,得到关于幅值与相位差的It随机微分方程。建立对应的Fokker-Planck-Kolmogorov(FPK)方程,结合边界条件与归一化条件,用Crank-Nicolson型有限差分法求解稳态的FPK方程,得到平稳状态下系统的联合概率分布。用Monte Carlo数值模拟法验证了理论方法的有效性。展开更多
We studied the response of fractional-order van de Pol oscillator to Gaussian white noise excitation in this letter. An equivalent integral-order nonlinear stochastic system is obtained to replace the given system bas...We studied the response of fractional-order van de Pol oscillator to Gaussian white noise excitation in this letter. An equivalent integral-order nonlinear stochastic system is obtained to replace the given system based on the principle of minimum mean-square error. Through stochastic averaging, an averaged Ito equation is deduced. We obtained the Fokker–Planck–Kolmogorov equation connected to the averaged Ito equation and solved it to yield the approximate stationary response of the system. The analytical solution is confirmed by using Monte Carlo simulation.展开更多
建立了改进的基于Jacobi椭圆函数的随机平均法,用于预测有界噪声激励作用下硬弹簧和软弹簧系统的随机响应.通过引入基于Jacobi椭圆函数的变换,导出关于响应幅值和激励与响应之间相位差的随机微分方程,应用随机平均原理,将响应幅值近似...建立了改进的基于Jacobi椭圆函数的随机平均法,用于预测有界噪声激励作用下硬弹簧和软弹簧系统的随机响应.通过引入基于Jacobi椭圆函数的变换,导出关于响应幅值和激励与响应之间相位差的随机微分方程,应用随机平均原理,将响应幅值近似为一个Markov扩散过程,建立其平均的Ito随机微分方程.响应幅值的稳态概率密度由相应的简化Fokker-Planck-Kolmogorov方程解出;进而得到系统位移和速度的稳态概率密度.以Duffing-Van der Pol振子为例,研究了硬刚度及软刚度情形下的随机响应,通过与Monte Carlo数值模拟结果比较证实了此方法的可行性及精度.由于广义调和函数是基于线性系统的精确解,Jacobi椭圆函数是基于非线性系统的精确解,研究结果表明基于Jacobi椭圆函数的随机平均法得到的结果与Monte Carlo模拟方法更接近.因此与基于广义调和函数的随机平均相比,基于Jacobi椭圆函数更加精确,因为它是基于保守的非线性系统.展开更多
A bounded optimal control strategy for strongly non-linear systems under non-white wide-band random excitation with actuator saturation is proposed. First, the stochastic averaging method is introduced for controlled ...A bounded optimal control strategy for strongly non-linear systems under non-white wide-band random excitation with actuator saturation is proposed. First, the stochastic averaging method is introduced for controlled strongly non-linear systems under wide-band random excitation using generalized harmonic functions. Then, the dynamical programming equation for the saturated control problem is formulated from the partially averaged Itō equation based on the dynamical programming principle. The optimal control consisting of the unbounded optimal control and the bounded bang-bang control is determined by solving the dynamical programming equation. Finally, the response of the optimally controlled system is predicted by solving the reduced Fokker-Planck-Kolmogorov （FPK） equation associated with the completed averaged Itō equation. An example is given to illustrate the proposed control strategy. Numerical results show that the proposed control strategy has high control effectiveness and efficiency and the chattering is reduced significantly comparing with the bang-bang control strategy.展开更多
The first-passage statistics of Duffing-Rayleigh- Mathieu system under wide-band colored noise excitations is studied by using stochastic averaging method. The motion equation of the original system is transformed int...The first-passage statistics of Duffing-Rayleigh- Mathieu system under wide-band colored noise excitations is studied by using stochastic averaging method. The motion equation of the original system is transformed into two time homogeneous diffusion Markovian processes of amplitude and phase after stochastic averaging. The diffusion process method for first-passage problem is used and the corresponding backward Kolmogorov equation and Pontryagin equation are constructed and solved to yield the conditional reliability function and mean first-passage time with suitable initial and boundary conditions. The analytical results are confirmed by Monte Carlo simulation.展开更多
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...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.展开更多
In this paper the energy diffusion controlled reaction rate in dissipative Hamiltonian systems is investigated by using the stochastic averaging method for quasi Hamiltonian systems. The boundary value problem of mean...In this paper the energy diffusion controlled reaction rate in dissipative Hamiltonian systems is investigated by using the stochastic averaging method for quasi Hamiltonian systems. The boundary value problem of mean first- passage time （MFPT） of averaged system is formulated and the energy diffusion controlled reaction rate is obtained as the inverse of MFPT. The energy diffusion controlled reaction rate in the classical Kramers bistable potential and in a two-dimensional bistable potential with a heat bath are obtained by using the proposed approach respectively. The obtained results are then compared with those from Monte Carlo simulation of original systems and from the classical Kraraers theory. It is shown that the reaction rate obtained by using the proposed approach agrees well with that from Monte Carlo simulation and is more accurate than the classical Kramers rate.展开更多
基金supported by the National Natural Science Foundation of China (Grant Nos. 10772159 and 10932009)Zhejiang Provincial Natural Science Foundation of China (Grant No.Y7080070)the Research & Development Start Grant of Huaqiao University (Grant No. 09BS622)
文摘The first-passage problem of dynamical power system of a single-machine-infinite-bus (SMIB) system under random perturbations is studied.First,the stochastic averaging method for quasi non-integrable generalized Hamiltonian systems is applied to reduce the equations of the SMIB system under random perturbations to a set of averaged It equations.Then,the backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the conditional mean of first passage time are established and solved numerically,respectively.Finally,the proposed method is verified by using the Monte Carlo simulation of the original system.
基金Project supported by the Zhejiang Provincial Natural Sciences Foundation (No. 101046) and the foundation fromHong Kong RGC (No. PolyU 5051/02E).
文摘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.
基金Project supported by the National Natural Science Foundation of China.
文摘A stochastic averaging method is proposed for quasi-Hamiltonian systems (Hamiltonian systems with light dampings subject to weakly stochastic excitations). Various versions of the method, depending on whether the associated Hamiltonian systems are integrable or nonintegrable, resonant or nonresonant, are discussed. It is pointed out that the standard stochastic averaging method and the stochastic averaging method of energy envelope are special cases of the stochastic averaging method of quasi-Hamiltonian systems and that the results obtained by this method for several examples prove its effectiveness.
基金supported by the National Natural Science Foundation of China(Grant No.10672142)the specialized research fund for the Doctoral Program of Higher Education of China(Grant No.20070335053)
文摘The asymptotic Lyapunov stability of one quasi-integrable Hamiltonian system with time-delayed feedback control is studied by using Lyapunov functions and stochastic averaging method.First,a quasi-integrable Hamiltonian system with time-delayed feedback control subjected to Gaussian white noise excitation is approximated by a quasi-integrable Hamiltonian system without time delay.Then,stochastic averaging method for quasi-integrable Hamiltonian system is used to reduce the dimension of the original system,and after that the Lyapunov function of the averaged It equation is taken as the optimal linear combination of the corresponding independent first integrals in involution.Finally,the stability of the system is determined by using the largest eigenvalue of the linearized system.Two examples are used to illustrate the proposed procedure and the effects of delayed time on the Lyapunov stability are discussed as well.
基金Project supported by the National Natural Science Foundation of China(No.19972059)Zhejiang Provincial Natural Science Foundation(No.101046)
文摘A stochastic optimal control method for nonlinear hysteretic systems under externally and/or parametrically random excitations is presented and illustrated with an example of hysteretic column system. A hysteretic system subject to random excitation is first replaced by a nonlinear non-hysteretic stochastic system. An It$\hat {\rm o}$ stochastic differential equation for the total energy of the system as a one-dimensional controlled diffusion process is derived by using the stochastic averaging method of energy envelope. A dynamical programming equation is then established based on the stochastic dynamical programming principle and solved to yield the optimal control force. Finally, the responses of uncontrolled and controlled systems are evaluated to determine the control efficacy. It is shown by numerical results that the proposed stochastic optimal control method is more effective and efficient than other optimal control methods.
文摘基于广义谐和函数与随机平均原理,研究了具有强非线性的Duffing-Rayleigh-Mathieu系统在色噪声激励下的稳态响应。通过van der Pol坐标变换,将系统运动方程转化为关于幅值与初始相位角的随机微分方程。应用Stratonovich-Khasminskii极限定理,作随机平均,得到近似的二维扩散过程。在此基础上,考虑共振情形,引入相位差变量,做确定性的平均,得到关于幅值与相位差的It随机微分方程。建立对应的Fokker-Planck-Kolmogorov(FPK)方程,结合边界条件与归一化条件,用Crank-Nicolson型有限差分法求解稳态的FPK方程,得到平稳状态下系统的联合概率分布。用Monte Carlo数值模拟法验证了理论方法的有效性。
基金supported by the National Natural Science Foundation of China(10932009,11072212,11272279,and 11002059)the Specialized Research Fund for the Doctoral Program of Higher Education(20103501120003)the Fundamental Research Funds for Huaqiao University(JB-SJ1010)
文摘We studied the response of fractional-order van de Pol oscillator to Gaussian white noise excitation in this letter. An equivalent integral-order nonlinear stochastic system is obtained to replace the given system based on the principle of minimum mean-square error. Through stochastic averaging, an averaged Ito equation is deduced. We obtained the Fokker–Planck–Kolmogorov equation connected to the averaged Ito equation and solved it to yield the approximate stationary response of the system. The analytical solution is confirmed by using Monte Carlo simulation.
文摘建立了改进的基于Jacobi椭圆函数的随机平均法,用于预测有界噪声激励作用下硬弹簧和软弹簧系统的随机响应.通过引入基于Jacobi椭圆函数的变换,导出关于响应幅值和激励与响应之间相位差的随机微分方程,应用随机平均原理,将响应幅值近似为一个Markov扩散过程,建立其平均的Ito随机微分方程.响应幅值的稳态概率密度由相应的简化Fokker-Planck-Kolmogorov方程解出;进而得到系统位移和速度的稳态概率密度.以Duffing-Van der Pol振子为例,研究了硬刚度及软刚度情形下的随机响应,通过与Monte Carlo数值模拟结果比较证实了此方法的可行性及精度.由于广义调和函数是基于线性系统的精确解,Jacobi椭圆函数是基于非线性系统的精确解,研究结果表明基于Jacobi椭圆函数的随机平均法得到的结果与Monte Carlo模拟方法更接近.因此与基于广义调和函数的随机平均相比,基于Jacobi椭圆函数更加精确,因为它是基于保守的非线性系统.
基金the National Natural Science Foundation of China(Nos.10332030 and 10772159)Research Fund for Doctoral Program of Higher Education of China(No.20060335125).
文摘A bounded optimal control strategy for strongly non-linear systems under non-white wide-band random excitation with actuator saturation is proposed. First, the stochastic averaging method is introduced for controlled strongly non-linear systems under wide-band random excitation using generalized harmonic functions. Then, the dynamical programming equation for the saturated control problem is formulated from the partially averaged Itō equation based on the dynamical programming principle. The optimal control consisting of the unbounded optimal control and the bounded bang-bang control is determined by solving the dynamical programming equation. Finally, the response of the optimally controlled system is predicted by solving the reduced Fokker-Planck-Kolmogorov （FPK） equation associated with the completed averaged Itō equation. An example is given to illustrate the proposed control strategy. Numerical results show that the proposed control strategy has high control effectiveness and efficiency and the chattering is reduced significantly comparing with the bang-bang control strategy.
基金the Foundation of ECUST(East China University of Science and Technology)for Outstanding Young Teachers(YH0157105)
文摘The first-passage statistics of Duffing-Rayleigh- Mathieu system under wide-band colored noise excitations is studied by using stochastic averaging method. The motion equation of the original system is transformed into two time homogeneous diffusion Markovian processes of amplitude and phase after stochastic averaging. The diffusion process method for first-passage problem is used and the corresponding backward Kolmogorov equation and Pontryagin equation are constructed and solved to yield the conditional reliability function and mean first-passage time with suitable initial and boundary conditions. The analytical results are confirmed by Monte Carlo simulation.
基金Sponsored by the National Natural Science Foundation of China(Grant No.11302158)the Natural Science Foundation of Shaanxi Province,China(Grant No.2018JM1044)
文摘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.
基金Project supported by the National Natural Science Foundation of China （Key Grant No 10332030）, the Specialized Research Fund for the Doctoral Program of Higher Education of China （Grant No 20060335125） and the National Science Foundation for Post-doctoral Scientists of China （Grant No 20060390338）.
文摘In this paper the energy diffusion controlled reaction rate in dissipative Hamiltonian systems is investigated by using the stochastic averaging method for quasi Hamiltonian systems. The boundary value problem of mean first- passage time （MFPT） of averaged system is formulated and the energy diffusion controlled reaction rate is obtained as the inverse of MFPT. The energy diffusion controlled reaction rate in the classical Kramers bistable potential and in a two-dimensional bistable potential with a heat bath are obtained by using the proposed approach respectively. The obtained results are then compared with those from Monte Carlo simulation of original systems and from the classical Kraraers theory. It is shown that the reaction rate obtained by using the proposed approach agrees well with that from Monte Carlo simulation and is more accurate than the classical Kramers rate.
