We studied the response of harmonically and stochastically excited strongly nonlinear oscillators with delayed feedback bang-bang control using the stochastic averaging method. First, the time-delayed feedback bang-bang control force is expressed approximately in terms of the system state variables without time delay. Then the averaged It6 stochastic differential equations for the system are derived using the stochastic averaging method. Finally, the response of the system is obtained by solving the Fokker-Plank-Kolmogorov （FPK） equation associated with the averaged lt6 equations. A Duffing oscillator with time-delayed feedback bang-bang control under combined harmonic and white noise excitations is taken as an example to illus- trate the proposed method. The analytical results are confirmed by digital simulation. We found that the time delay in feedback bang-bang control will deteriorate the control effectiveness and cause bifurcation of stochastic jump of Duffing oscillator.
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。
To enhance the reliability of the stochastically excited structure,it is significant to study the problem of stochastic optimal control for minimizing first-passage failure.Combining the stochastic averaging method with dynamical programming principle,we study the optimal control for minimizing first-passage failure of multidegrees-of-freedom(MDoF)nonlinear oscillators under Gaussian white noise excitations.The equations of motion of the controlled system are reduced to time homogenous difusion processes by stochastic averaging.The optimal control law is determined by the dynamical programming equations and the control constraint.The backward Kolmogorov(BK)equation and the Pontryagin equation are established to obtain the conditional reliability function and mean first-passage time(MFPT)of the optimally controlled system,respectively.An example has shown that the proposed control strategy can increase the reliability and MFPT of the original system,and the mathematical treatment is also facilitated.
