Stochastic averaging of quasi partially integrable Hamiltonian systems under fractional Gaussian noise

2017 ◽  
Vol 18 (9) ◽  
pp. 704-717
Author(s):  
Qiang-feng Lü ◽  
Mao-lin Deng ◽  
Wei-qiu Zhu
Keyword(s):  
Hamiltonian Systems ◽  
Gaussian Noise ◽  
Stochastic Averaging ◽  
Fractional Gaussian Noise ◽  
Integrable Hamiltonian Systems

STOCHASTIC HOPF BIFURCATION OF QUASI-INTEGRABLE HAMILTONIAN SYSTEMS WITH FRACTIONAL DERIVATIVE DAMPING

2012 ◽  
Vol 22 (04) ◽  
pp. 1250083 ◽  
Author(s):  
F. HU ◽  
W. Q. ZHU ◽  
L. C. CHEN
Keyword(s):  
Hopf Bifurcation ◽  
Fractional Derivative ◽  
Hamiltonian Systems ◽  
Averaging Method ◽  
Stochastic Averaging ◽  
Stochastic Averaging Method ◽  
Bifurcation Parameter ◽  
Integrable Hamiltonian Systems ◽  
Fractional Derivative Damping ◽  
Stochastic Hopf Bifurcation

The stochastic Hopf bifurcation of multi-degree-of-freedom (MDOF) quasi-integrable Hamiltonian systems with fractional derivative damping is investigated. First, the averaged Itô stochastic differential equations for n motion integrals are obtained by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, an expression for the average bifurcation parameter of the averaged system is obtained and a criterion for determining the stochastic Hopf bifurcation of the system by using the average bifurcation parameter is proposed. An example is given to illustrate the proposed procedure in detail and the numerical results show the effect of fractional derivative order on the stochastic Hopf bifurcation.

Random Response of Wake-Oscillator Excited by Fluctuating Wind

2021 ◽  
pp. 1-33
Author(s):  
Mao Lin Deng ◽  
Genjin Mu ◽  
Weiqiu Zhu
Keyword(s):  
Hamiltonian Systems ◽  
Averaging Method ◽  
Stochastic Averaging ◽  
Random Excitation ◽  
Stochastic Averaging Method ◽  
Random Response ◽  
Integrable Hamiltonian Systems ◽  
Wake Oscillator ◽  
Fluctuating Wind ◽  
Oscillator Models

Abstract Many wake-oscillator models applied to study vortex-induced vibration (VIV) are assumed to be excited by ideal wind that is assumed to be uniform flow with constant velocity. While in the field of wind engineering, the real wind generally is described to be composed of mean wind and fluctuating wind. The wake-oscillator excited by fluctuating wind should be treated as a randomly excited and dissipated multi-degree of freedom (DOF) nonlinear system. The involved studies are very difficult and so far there are no exact solutions available. The present paper aims to carry out some study works on the stochastic dynamics of VIV. The stochastic averaging method of quasi integrable Hamiltonian systems under wideband random excitation is applied to study the Hartlen-Currie wake-oscillator model and its modified model excited by fluctuating wind. The probability and statistics of the random response of wake-oscillator in resonant or lock-in case and in non-resonant case are analytically obtained, and the theoretical results are confirmed by using numerical simulation of original system. Finally, it is pointed out that the stochastic averaging method of quasi integrable Hamiltonian systems under wideband random excitation can also be applied to other wake-oscillator models, such as Skop-Griffin model and Krenk-Nielsen model excited by fluctuating wind.

Stochastic Averaging for Quasi-Integrable Hamiltonian Systems With Variable Mass

2013 ◽  
Vol 81 (5) ◽  
Author(s):  
Yong Wang ◽  
Xiaoling Jin ◽  
Zhilong Huang
Keyword(s):  
Hamiltonian Systems ◽  
Variable Mass ◽  
Stochastic Averaging ◽  
Kolmogorov Equation ◽  
Integrals Of Motion ◽  
Integrable Hamiltonian Systems ◽  
Hamiltonian Equations ◽  
Averaging Technique ◽  
Variable Mass Systems ◽  
Random Responses

Variable-mass systems become more and more important with the explosive development of micro- and nanotechnologies, and it is crucial to evaluate the influence of mass disturbances on system random responses. This manuscript generalizes the stochastic averaging technique from quasi-integrable Hamiltonian systems to stochastic variable-mass systems. The Hamiltonian equations for variable-mass systems are firstly derived in classical mechanics formulation and are approximately replaced by the associated conservative Hamiltonian equations with disturbances in each equation. The averaged Itô equations with respect to the integrals of motion as slowly variable processes are derived through the stochastic averaging technique. Solving the associated Fokker–Plank–Kolmogorov equation yields the joint probability densities of the integrals of motion. A representative variable-mass oscillator is worked out to demonstrate the application and effectiveness of the generalized stochastic averaging technique; also, the sensitivity of random responses to pivotal system parameters is illustrated.

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