Closure to “Discussion of ‘Exact Stationary-Response Solution for Second-Order Nonlinear Systems Under Parametric and External White-Noise Excitations’” (1988, ASME J. Appl. Mech., 55, p. 498)

1988 ◽  
Vol 55 (2) ◽  
pp. 498-499
Author(s):  
Y. Yong ◽  
Y. K. Lin
Keyword(s):  
Nonlinear Systems ◽  
White Noise ◽  
Second Order ◽  
Stationary Response

Exact Stationary-Response Solution for Second Order Nonlinear Systems Under Parametric and External White-Noise Excitations

1987 ◽  
Vol 54 (2) ◽  
pp. 414-418 ◽  
Author(s):  
Y. Yong ◽  
Y. K. Lin
Keyword(s):  
Nonlinear Systems ◽  
White Noise ◽  
Gaussian White Noise ◽  
Detailed Balance ◽  
Stationary Solutions ◽  
Second Order ◽  
Unexpected Result ◽  
Sporadic Cases ◽  
Suitable Combination ◽  
Parametric And External Excitations

Except for rare sporadic cases, exact stationary solutions for second order nonlinear systems under Gaussian white-noise excitations are known only for certain types of systems and only when the excitations are purely external (additive). Yet, in many engineering problems, random excitations may also be parametric (multiplicative). It is shown in this paper that the method of detailed balance developed by the physicists can be applied to obtain systematically the stationary solutions for a large class of nonlinear systems under either external random excitations or parametric random excitations, or both. Examples are given for those cases where solutions have been given previously in the literature as well as other cases where solutions are new. An unexpected result is revealed in one of the new solutions, namely, under suitable combination of the parametric and external excitations of Gaussian white noises, the response of a nonlinear system can be Gaussian.

Stationary response to second-order filtered white-noise excitation

AIAA Journal ◽  
1986 ◽  
Vol 24 (6) ◽  
pp. 1048-1051 ◽  
Author(s):  
Tong Fang ◽  
Zhen-ni Wang
Keyword(s):  
White Noise ◽  
Second Order ◽  
Stationary Response ◽  
White Noise Excitation

Random exponential attractor for second-order nonautonomous stochastic lattice systems with multiplicative white noise

2019 ◽  
Vol 19 (06) ◽  
pp. 1950044
Author(s):  
Haijuan Su ◽  
Shengfan Zhou ◽  
Luyao Wu
Keyword(s):  
White Noise ◽  
Weighted Space ◽  
Sufficient Conditions ◽  
Second Order ◽  
Lattice System ◽  
Exponential Attractor ◽  
Lattice Systems ◽  
Random System ◽  
Multiplicative White Noise ◽  
Infinite Sequences

We studied the existence of a random exponential attractor in the weighted space of infinite sequences for second-order nonautonomous stochastic lattice system with linear multiplicative white noise. Firstly, we present some sufficient conditions for the existence of a random exponential attractor for a continuous cocycle defined on a weighted space of infinite sequences. Secondly, we transferred the second-order stochastic lattice system with multiplicative white noise into a random lattice system without noise through the Ornstein–Uhlenbeck process, whose solutions generate a continuous cocycle on a weighted space of infinite sequences. Thirdly, we estimated the bound and tail of solutions for the random system. Fourthly, we verified the Lipschitz continuity of the continuous cocycle and decomposed the difference between two solutions into a sum of two parts, and carefully estimated the bound of the norm of each part and the expectations of some random variables. Finally, we obtained the existence of a random exponential attractor for the considered system.

Exact Stationary Response Solution for Second Order Nonlinear Systems Under Parametric and External White Noise Excitations: Part II

1988 ◽  
Vol 55 (3) ◽  
pp. 702-705 ◽  
Author(s):  
Y. K. Lin ◽  
Guoqiang Cai
Keyword(s):  
Nonlinear System ◽  
Nonlinear Systems ◽  
Probability Distribution ◽  
White Noise ◽  
Probability Density ◽  
Detailed Balance ◽  
Stationary Probability ◽  
Probability Flow ◽  
Parametric And External Excitations ◽  
White Noises

A systematic procedure is developed to obtain the stationary probability density for the response of a nonlinear system under parametric and external excitations of Gaussian white noises. The procedure is devised by separating the circulatory portion of the probability flow from the noncirculatory flow, thus obtaining two sets of equations that must be satisfied by the probability potential. It is shown that these equations are identical to two of the conditions established previously under the assumption of detailed balance; therefore, one remaining condition for detailed balance is superfluous. Three examples are given for illustration, one of which is capable of exhibiting limit cycle and bifurcation behaviors, while another is selected to show that two different systems under two differents sets of excitations may result in the same probability distribution for their responses.

scholarly journals A Hida–Malliavin white noise calculus approach to optimal control

2018 ◽  
Vol 21 (03) ◽  
pp. 1850014
Author(s):  
Nacira Agram ◽  
Bernt Øksendal
Keyword(s):  
Optimal Control ◽  
Diffusion Coefficient ◽  
White Noise ◽  
Backward Stochastic Differential Equation ◽  
Second Order ◽  
Linear Quadratic ◽  
Linear Quadratic Optimal Control ◽  
Alternative Approach ◽  
Quadratic Optimal Control ◽  
White Noise Calculus

The classical maximum principle for optimal stochastic control states that if a control [Formula: see text] is optimal, then the corresponding Hamiltonian has a maximum at [Formula: see text]. The first proofs for this result assumed that the control did not enter the diffusion coefficient. Moreover, it was assumed that there were no jumps in the system. Subsequently, it was discovered by Shige Peng (still assuming no jumps) that one could also allow the diffusion coefficient to depend on the control, provided that the corresponding adjoint backward stochastic differential equation (BSDE) for the first-order derivative was extended to include an extra BSDE for the second-order derivatives. In this paper, we present an alternative approach based on Hida–Malliavin calculus and white noise theory. This enables us to handle the general case with jumps, allowing both the diffusion coefficient and the jump coefficient to depend on the control, and we do not need the extra BSDE with second-order derivatives. The result is illustrated by an example of a constrained linear-quadratic optimal control.

scholarly journals Second Approximate Solution of Duffing Equation with Strong Nonlinearity by Homotopy Perturbation Method

1970 ◽  
Vol 30 ◽  
pp. 59-75
Author(s):  
M Alhaz Uddin ◽  
M Abdus Sattar
Keyword(s):  
Approximate Solution ◽  
Nonlinear Systems ◽  
Perturbation Method ◽  
Differential System ◽  
Homotopy Perturbation Method ◽  
Approximate Solutions ◽  
Second Order ◽  
Strong Nonlinearity ◽  
Analytical Technique ◽  
Homotopy Perturbation

 In this paper, the second order approximate solution of a general second order nonlinear ordinary differential system, modeling damped oscillatory process is considered. The new analytical technique based on the work of He’s homotopy perturbation method is developed to find the periodic solution of a second order ordinary nonlinear differential system with damping effects. Usually the second or higher order approximate solutions are able to give better results than the first order approximate solutions. The results show that the analytical approximate solutions obtained by homotopy perturbation method are uniformly valid on the whole solutions domain and they are suitable not only for strongly nonlinear systems, but also for weakly nonlinear systems. Another advantage of this new analytical technique is that it also works for strongly damped, weakly damped and undamped systems. Figures are provided to show the comparison between the analytical and the numerical solutions. Keywords: Homotopy perturbation method; damped oscillation; nonlinear equation; strong nonlinearity. GANIT J. Bangladesh Math. Soc. (ISSN 1606-3694) 30 (2010) 59-75  DOI: http://dx.doi.org/10.3329/ganit.v30i0.8504

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