随机敏感度函数法在非自治非线性动力系统中的应用

来源 :第九届全国随机振动理论与应用学术会议暨第三届全国随机动力学学术会议 | 被引量 : 0次 | 上传用户:woshishagua6
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  当确定性系统受到强度很小的加性高斯白噪声扰动时,可以定义随机吸引子的概念。随机敏感度函数法是一种估算随机吸引子协方差的有效方法,通过该方法还可以构造置信椭圆对随机吸引子分布范围进行描述。对于微分动力系统,传统计算随机敏感度函数的方法采用迭代的方法,本文针对受弱加性高斯白噪声扰动的非自治微分动力系统,基于频闪映射微分动力系统离散为映射系统,之后采用求解映射系统随机敏感度函数的方法来求解。这种方法只需求解矩阵代数方程,可以很方便地得到特定相位截面上随机吸引子的分布情况。为了验证方法的有效性,本文针对Duffing方程周期三吸引子的受扰响应进行了研究,发现文中方法构造的置信椭圆与蒙特-卡罗模拟的结果取得了很好的一致。最后还对该系统的噪声诱导混沌现象进行了定性研究。
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