Z.L. Huang

Response and stability of strongly non-linear oscillators under wide-band random excitation

Abstract A new stochastic averaging procedure for single-degree-of-freedom strongly non-linear oscillators with lightly linear and (or) non-linear dampings subject to weakly external and (or) parametric excitations of wide-band random processes is developed by using the so-called generalized harmonic functions. The procedure is applied to predict the response of Duffing–van der Pol oscillator under both external and parametric excitations of wide-band stationary random processes. The analytical stationary probability density is verified by digital simulation and the factors affecting the accuracy of the procedure are analyzed. The proposed procedure is also applied to study the asymptotic stability in probability and stochastic Hopf bifurcation of Duffing–van der Pol oscillator under parametric excitations of wide-band stationary random processes in both stiffness and damping terms. The stability conditions and bifurcation parameter are simply determined by examining the asymptotic behaviors of averaged square-root of total energy and averaged total energy, respectively, at its boundaries. It is shown that the stability analysis using linearized equation is correct only if the linear stiffness term does not vanish.

First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems

An n degree-of-freedom Hamiltonian system with r (1irin) independent 0rst integrals which are in involution is calledpartially integrable Hamiltonian system. A partially integrable Hamiltonian system subject to light dampings andweak stochastic excitations is called quasi-partially integrable Hamiltonian system. In the present paper, the procedures for studying the 0rst-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems are proposed. First, the stochastic averaging methodfor quasi-partially integrable Hamiltonian systems is brie4y reviewed. Then, basedon the averagedIt ˆo equations, a backwardKolmogorov equation governing the conditional reliability function, a set of generalized Pontryagin equations governing the conditional moments of 0rst-passage time and their boundary and initial conditions are established. After that, the dynamical programming equations and their associated boundary and 0nal time conditions for the control problems of maximization of reliability andof maximization of mean 0rst-passage time are formulated. The relationship between the backwardKolmogorov equation andthe dynamical programming equation for reliability maximization, andthat between the Pontryagin equation andthe dynamical programming equation for maximization of mean 0rst-passage time are discussed. Finally, an example is worked out to illustrate the proposed procedures and the e9ectiveness of feedback control in reducing 0rst-passage failure.

Feedback Stabilization of Quasi-Integrable Hamiltonian Systems

A procedure for designing a feedback control to asymptotically stabilize with probability one quasi-integrable Hamiltonian system is proposed. First, a set of averaged Ito stochastic differential equations for controlled first integrals is derived from given equations of motion of the system by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Second, a dynamical programming equation for infinite horizon performance index with unknown cost function is established based on the stochastic dynamical programming principle. Third, the asymptotic stability with probability one of the optimally controlled system is analyzed by evaluating the largest Lyapunov exponent of the fully averaged Ito equations for the first integrals. Finally, the cost function and feedback control law are determined by the requirement of stabilization of the system. An example is worked out in detail to illustrate the application of the proposed procedure and the effect of optimal control on the stability of the system.

Equivalent non-linear system method for stochastically excited and dissipated partially integrable Hamiltonian systems

Abstract An n-degree-of-freedom Hamiltonian system with r (1 integrals of motion which are in involution is called partially integrable Hamiltonian system. In the present paper, the exact stationary solutions of stochastically excited and dissipated partially integrable Hamiltonian systems are first reviewed. Then an equivalent non-linear system method for this class of systems in both nonresonant and resonant cases is developed. Three criteria are proposed to obtain the equivalent non-linear systems. The application and effectiveness of the method are illustrated by an example.

Optimal feedback control of strongly non-linear systems excited by bounded noise

Abstract A strategy for non-linear stochastic optimal control of strongly non-linear systems subject to external and/or parametric excitations of bounded noise is proposed. A stochastic averaging procedure for strongly non-linear systems under external and/or parametric excitations of bounded noise is first developed. Then, the dynamical programming equation for non-linear stochastic optimal control of the system is derived from the averaged Ito equations by using the stochastic dynamical programming principle and solved to yield the optimal control law. The Fokker–Planck–Kolmogorov equation associated with the fully completed averaged Ito equations is solved to give the response of optimally controlled system. The application and effectiveness of the proposed control strategy are illustrated with the control of cable vibration in cable-stayed bridges and the feedback stabilization of the cable under parametric excitation of bounded noise.

Stochastic Stabilization of Quasi-Partially Integrable Hamiltonian Systems by Using Lyapunov Exponent

A procedure for designing a feedback control to asymptoticallystabilize, with probability one, a quasi-partially integrableHamiltonian system is proposed. First, the averaged stochasticdifferential equations for controlled r first integrals are derived fromthe equations of motion of a given system by using the stochasticaveraging method for quasi-partially integrable Hamiltonian systems.Second, a dynamical programming equation for the ergodic control problemof the averaged system with undetermined cost function is establishedbased on the dynamical programming principle. The optimal control law isderived from minimizing the dynamical programming equation with respectto control. Third, the asymptotic stability with probability one of theoptimally controlled system is analyzed by evaluating the maximalLyapunov exponent of the completely averaged Itô equations for the rfirst integrals. Finally, the cost function and optimal control forces aredetermined by the requirements of stabilizing the system. An example isworked out in detail to illustrate the application of the proposedprocedure and the effect of optimal control on the stability of thesystem.

A new approach to almost-sure asymptotic stability of stochastic systems of higher dimension

The almost sure asymptotic stability of higher-dimensional linear stochastic systems and of a special class of nonlinear stochastic systems with homogeneous drift and diffusion coefficients of order one is studied. Based on the well-known Khasminskiis theorem, a new approach for obtaining the regions of almost sure asymptotic stability and instability without evaluating the stationary probability density of the diffusion process defined on unit hypersphere is proposed. Two examples of two and three degree-of-freedom linear stochastic systems are given to illustrate the application and effectiveness of the proposed approach combined with stochastic averaging.

Optimal load resistance of a randomly excited nonlinear electromagnetic energy harvester with Coulomb friction

A nonlinear electromagnetic energy harvester directly powering a load resistance is considered in this manuscript. The nonlinearity includes the cubic stiffness and the unavoidable Coulomb friction, and the base excitation is confined to Gaussian white noise. Directly starting from the coupled equations, a novel procedure to evaluate the random responses and the mean output power is developed through the generalized harmonic transformation and the equivalent non-linearization technique. The dependence of the optimal ratio of the load resistance to the internal resistance and the associated optimal mean output power on the internal resistance of the coil is established. The principle of impedance matching is correct only when the internal resistance is infinity, and the optimal mean output power approaches an upper limit as the internal resistance is close to zero. The influence of the Coulomb friction on the optimal resistance ratio and the optimal mean output power is also investigated. It is proved that the Coulomb friction almost does not change the optimal resistance ratio although it prominently reduces the optimal mean output power.