研究了Lévy稳定噪声激励下的双稳Duffing-van der Pol振子,利用Monte Carlo方法,得到了振幅的稳态概率密度函数.分析了Lévy稳定噪声的强度和稳定指数对概率密度函数的影响,通过稳态概率密度的性质变化,讨论了噪声振子的随机分岔现象,发现了不仅系统参数和噪声强度可以视为分岔参数,Lévy噪声的稳定指数α的改变也能诱导系统出现随机分岔现象.
A convenient and universal residue calculus method is proposed to study the stochastic response behaviors of an axially moving viscoelastic beam with random noise excitations and fractional order constitutive relationship, where the random excitation can be decomposed as a nonstationary stochastic process, Mittag-Leffler internal noise, and external stationary noise excitation. Then, based on the Laplace transform approach, we derived the mean value function, variance function and covariance function through the Green＇s function technique and the residue calculus method, and obtained theoretical results. In some special case of fractional order derivative α , the Monte Carlo approach and error function results were applied to check the effectiveness of the analytical results, and good agreement was found. Finally in a general-purpose case, we also confirmed the analytical conclusion via the direct Monte Carlo simulation.
The delay Fokker-Planck equation is given for an asymmetry bistable system with correlated Gaussian white noises. The small delay approximation based on the probability density approach is used and the approximate stationary probability density function is obtained. The phenomenon of delay induced transitions is found. When a weak periodic signal is added, the phenomenon of stochastic resonance is investigated. Expression of the signal-to-noise ratio (SNR) is obtained by using the two-state theory. It is shown that the time delay can suppress or promote the stochastic resonance phenomenon.
ZHANG HuiQing , XU Wei, XU Yong & ZHOU BingChang Department of Applied Mathematics, Northwestern Polytechnical University, Xi’an 710072, China
