Numerical studies of dynamic stability under small random parametric excitations

  • Roman V. Bobryk Institute of Mathematics, Jan Kochanowski University, Kielce
  • Andrzej Chrzeszczyk Institute of Mathematics, Jan Kochanowski University, Kielce

Abstract

An efficient numerical procedure is proposed to obtain mean-square stability regions for both single-degree-of-freedom and two-degree-of-freedom linear systems under parametric bounded noise excitation. This procedure reduces the stability problem to a matrix eigenvalue problem. Using this approach, ranges of applicability to the well-known stochastic averaging method are discussed. Numerical results show that the small parameter size in the stochastic averaging method can have a significant effect on the stability regions. The influence of noise on the shape of simple and combination parametric resonances is studied.

Keywords

random vibration, stochastic averaging, mean square stability, bounded noise,

References

[1] R.L. Stratonovich. Topics in the Theory of Random Noise, vols. 1 and 2. Gordon and Breach, New York, 1963.
[2] M.I. Freidlin, A.D. Wentzell. Random Perturbations of Dynamical Systems, Springer, New York, 1998.
[3] Y.K. Lin, G.Q. Cai. Probabilistic Structural Dynamics. McGraw-Hill, New York, 2004.
[4] A.V. Skorokhod. Asymptotic Methods in the Theory of Stochastic Differential Equations. AMS, Providence, 1989.
[5] M.F.Dimentberg. Statistical Dynamics of Non-linear and Time-varying Systems. Research Studies Press, Taunton, 1988.
[6] R.A. Ibrahim. Parametric Random Vibration. Research Studies Press, Letchworth, 1985.
[7] K. Sobczyk. Stochastic Differential Equations, Kluwer, New York, 1991.
[8] J.B. Roberts, P.D. Spanos. Stochastic averaging: An approximate method of solving random vibration problems. Int. J. Non-Linear Mech., 21: 111–134, 1986.
[9] W.Q. Zhu. Stochastic averaging methods in random vibration. ASME Appl. Mech. Rev., 41: 189–199, 1988.
[10] W.Q. Zhu. Recent developments and applications of the stochastic averaging method in random vibration, ASME Appl. Mech. Rev., 49: s72–s80, 1996.
[11] H.J. Kushner. A cautionary note on the use of singular perturbation method for “small noise” models. Stochastics, 6: 117–120, 1981.
[12] K.Y.R. Billah. Stochastic averaging versus physical consistency. J. Sound Vib., 189: 289–297, 1996.
[13] G. Blankenship, G.C. Papanicolaou. Stability and control of systems with wide-band noise disturbances. SIAM J.Appl. Math., 34: 423–476, 1978.
[14] R.V. Bobryk, A. Chrzeszczyk. Transitions in Duffing oscillator excited by random noise. Nonlinear Dyn., 51: 541–550, 2008.
[15] M.F. Dimentberg, D.V. Iourtchenko. Stochastic and/or chaotic response of a vibration system to imperfectly periodic sinusoidal excitation. Int. J. Bif. Chaos, 15: 2057–2061, 2005.
[16] Z.H. Feng, X.J. Lan, X.D. Zhu. Principal parametric resonances of a slender cantilever beam subject to axial narrow-band random excitation of its base. Int. J. Non-Linear Mech. 42: 1170–1185, 2007.
[17] Z.I. Huang, W.Q. Zhu. Stochastic averaging of quasi-integrable Hamiltonian systems under bounded noise excitations. Probab. Eng. Mech., 19: 219–228, 2004.
[18] W.C. Xie. Moment Lyapunov exponents of a two-dimensional system under bounded noise parametric excitation. J. Sound Vib., 263: 593–616, 2003.
[19] R.V. Bobryk. Closure method and asymptotic expansions for linear stochastic systems. J. Math. Anal. Appl., 329: 703–711, 2007.
[20] Z. Kotulski, K. Sobczyk. On the moment stability of vibratory systems with random impulsive parametric excitation. Arch. Mech., 40: 465–475, 1988.
[21] R.H. Cameron, W.T. Martin. Transformations of Wiener integrals under translations. Ann. Math., 45: 386–396, 1944.
[22] S.T. Ariaratnam, T.K. Srikantaiah. Parametric instabilities in elastic structures under stochastic loading. J. Struct. Mech., 6: 349–365, 1978.
[23] V.V. Bolotin. Random Vibration of Elastic Systems. Kluwer, Dordrecht, 1984.
[24] V.A. Yakubovich, V.M. Starzhinskii. Linear Differential Equations with Periodic Coefficients, vols. 1 and 2. Wiley, New York, 1975.
Published
Jan 25, 2017
How to Cite
BOBRYK, Roman V.; CHRZESZCZYK, Andrzej. Numerical studies of dynamic stability under small random parametric excitations. Computer Assisted Methods in Engineering and Science, [S.l.], v. 17, n. 2/3/4, p. 89–97, jan. 2017. ISSN 2956-5839. Available at: <https://cames.ippt.gov.pl/index.php/cames/article/view/125>. Date accessed: 31 may 2025.
Section
Articles