谐和与高斯白噪声联合作用下二自由度系统的随机稳定性研究
作者:
作者单位:

1.河海大学 力学与材料学院工程力学系,南京211100;2.南京理工大学 能源与动力工程学院,南京210094

通讯作者:

E-mail: hy@njust.edu.cn

基金项目:

国家自然科学基金资助项目(11502067),中央高校基本科研业务费专项资金项目(2018B58014)


STOCHASTIC STABILITY OF A TWO DEGREES-OF-FREEDOM SYSTEM UNDER COMBINED HARMONIC AND GAUSSIAN WHITE NOISE EXCITATION
Author:
Affiliation:

1.Department of Engineering Mechanics, College of Mechanics and Materials, Hohai University, Nanjing 211100, China;2.School of Energy and Power Engineering, Nanjing University of Science and Technology,Nanjing 210094, China

Fund Project:

The project supported by the National Natural Science Foundation of China (11502067) and the Fundamental Research Funds for the Central Universities (2018B58014)

  • 摘要
  • | |
  • 访问统计
  • |
  • 参考文献 [26]
  • |
  • 相似文献 [20]
  • | | |
  • 文章评论
    摘要:

    主要研究了谐和与高斯白噪声共同作用下二自由度系统的随机稳定性问题.首先,通过扩维的方式将非自治系统转化为自治系统.其次,利用摄动法和双傅里叶级数展开的方法求得了系统的矩Lyapunov指数与最大Lyapunov指数的近似解析结果,并和利用Monte Carlo仿真得到的数值结果进行了比较验证.最后,通过对系统矩Lyapunov指数和最大Lyapunov指数解析结果的研究分析,分别讨论了次谐共振和组合共振对系统随机稳定性的影响.

    Abstract:

    The stochastic stability of a two degrees-of-freedom system under combined harmonic and Gaussian white noise excitation were investigated. Firstly, the non-autonomous system was transformed into an autonomous system by increasing the dimension. Secondly, using both singular perturbation and double Fourier series, the approximate analytical solutions of the moment Lyapunov exponents and the largest Lyapunov exponents were obtained, which agree well with the results obtained by the Monte Carlo simulation. Finally, based on the moment Lyapunov exponents and the largest Lyapunov exponents, the effects of subharmonic resonance and combination additive resonance on the stochastic stability of the two degrees-of-freedom system were discussed.

    参考文献
    [1] Arnold L. A formula connecting sample and moment stability of linear stochastic systems. SIAM Journal on Applied Mathematics, 1984:793~802
    [2] Baxendale P H. Asymptotic behaviour of stochastic flows of diffeomorphisms: Two case studies. Probability Theory and Related Fields, 1986,73:51~85
    [3] Arnold L, Kliemann W. Large deviations of linear stochastic differential equations. In: Engelbert H, Schmidt W, editors. Stochastic Differential Systems: Springer Berlin Heidelberg, 1987:115~151
    [4] Arnold L, Doyle M M, Namachchivaya N S. Small noise expansion of moment Lyapunov exponents for two-dimensional systems. Dynamics and Stability of Systems, 1997,12:187~211
    [5] Namachchivaya N S, Van Roessel H J, Doyle M M. Moment Lyapunov exponent for two coupled oscillators driven by real noise. SIAM Journal on Applied Mathematics,1996,56:1400~1423
    [6] Khasminskii R, Moshchuk N. Moment Lyapunov exponent and stability index for linear conservative system with small random perturbation. SIAM Journal on Applied Mathematics, 1998,58:245~256
    [7] Namachchivaya N S, Van Roessel H J. Moment Lyapunov exponent and stochastic stability of two coupled oscillators driven by real noise. ASME Journal of Applied Mechanics,2001,68:903~914
    [8] Namachchivaya N S, Roessel H J V. Stochastic stability of coupled oscillators in resonance: A perturbation approach. ASME Journal of Applied Mechanics, 2004,71: 759~768
    [9] Xie W C. Moment Lyapunov exponents of a two-dimensional viscoelastic system under bounded noise excitation. ASME Journal of Applied Mechanics, 2002,69: 346~357
    [10] Zhu J Y, Xie W C, So R M C,et al. Parametric resonance of a two degrees-of-freedom system induced by bounded noise. ASME Journal of Applied Mechanics, 2009,76:041007
    [11] Deng J, Xie W C, Pandey M. Moment Lyapunov exponents and stochastic stability of coupled viscoelastic systems driven by white noise. Journal of Mechanics of Materials and Structures, 2014,9:27~50
    [12] Deng J, Xie W C, Pandey M D. Stochastic stability of SDOF linear viscoelastic system under wideband noise excitation. Probabilistic Engineering Mechanics, 2015,39:10~22
    [13] Liu X B, Liew K M. On the stability properties of a Van der Pol-Duffing oscillator that is driven by a real noise. Journal of Sound and Vibration, 2005,285:27~49
    [14] Hu D L, Huang Y, Liu X B. Moment Lyapunov exponent and stochastic stability of binary airfoil driven by non-Gaussian colored noise. Nonlinear Dynamics, 2012,70:1847~1859
    [15] Li X, Liu X. The moment Lyapunov exponent for a three-dimensional stochastic system. Chaos, Solitons & Fractals, 2014,68:40~47
    [16] Li X, Liu X B. Moment Lyapunov exponent and stochastic stability for a binary airfoil driven by an ergodic real noise. Nonlinear Dynamics, 2013,73:1601~1614
    [17] 黄勇, 李胜宏, 刘先斌. 宽带噪声作用下黏弹性板的矩Lyapunov指数. 力学学报, 2011,43:551~560 (Huang Y, Li S H, Liu X B. On the moment Lyapunov exponent of a viscoelastic olate subjected to the excitation of wide band noises. Chinese Journal of Theoretical and Applied Mechanics. 2011, 43:551~560 (in Chinese))
    [18] Namachchivaya N S. Mean square stability of a rotating shaft under combined harmonic and stochastic excitations. Journal of Sound and Vibration, 1989,133:323~336
    [19] Namachchivaya N S. Almost sure stability of dynamical systems under combined harmonic and stochastic excitations. Journal of Sound and Vibration, 1991,151:77~90
    [20] Xie W C. Moment Lyapunov exponents of a two-dimensional system under both harmonic and white noise parametric excitations. Journal of Sound and Vibration, 2006;289:171~191
    [21] Xie W C. Moment Lyapunov exponents of a two-dimensional system under combined harmonic and real noise excitations. Journal of Sound and Vibration, 2007,303:109~134
    [22] Hu D L, Liu X B, Chen W. Moment Lyapunov exponent and stochastic stability of binary airfoil under combined harmonic and Gaussian white noise excitation. Nonlinear Dynamics, 2017,89:539~552
    [23] Hu D L, Liu X B. Moment Lyapunov exponent and stochastic stability of binary airfoil under combined harmonic and non-Gaussian colored noise excitations. Fluctuation and Noise Letters, 2018:1850010
    [24] Bolotin V V. The dynamic stability of elastic systems. American Journal of Physics, 1965, 33(9):752
    [25] Wedig W V. Lyapunov exponent of stochastic systems and related bifurcation problems. In: T. AS, G.I. S, I. E, editors. Stochastic Structural Dynamics-Progress in Theory and Applications. London: Elsevier Applied Science, 1988:315~327
    [26] Xie W C, Huang Q H. Simulation of moment Lyapunov exponents for linear homogeneous stochastic systems. ASME Journal of Applied Mechanics, 2009,76:031001
    引证文献
    网友评论
    网友评论
    分享到微博
    发 布
引用本文

胡栋梁,黄勇.谐和与高斯白噪声联合作用下二自由度系统的随机稳定性研究[J].动力学与控制学报,2020,18(6):38~48; Hu Dongliang, Huang Yong. STOCHASTIC STABILITY OF A TWO DEGREES-OF-FREEDOM SYSTEM UNDER COMBINED HARMONIC AND GAUSSIAN WHITE NOISE EXCITATION[J]. Journal of Dynamics and Control,2020,18(6):38-48.

复制
分享
文章指标
  • 点击次数:676
  • 下载次数: 1028
  • HTML阅读次数: 47
  • 引用次数: 0
历史
  • 收稿日期:2019-10-14
  • 最后修改日期:2019-11-18
  • 在线发布日期: 2021-01-05
文章二维码

微信公众号二维码

手机版网站二维码