Stochastic stability of quasi-partially integrable and non-resonant Hamiltonian systems under parametric excitations of combined Gaussian and Poisson white noises

被引:8
|
作者
Liu, Weiyan [1 ]
Zhu, Weiqiu [2 ]
Jia, Wantao [1 ]
Gu, Xudong [3 ]
机构
[1] Northwestern Polytech Univ, Dept Appl Math, Xian 710072, Peoples R China
[2] Zhejiang Univ, Dept Mech, Natl Key Lab Fluid Power Transmiss & Control, Hangzhou 310027, Peoples R China
[3] Northwestern Polytech Univ, Dept Engn Mech, Xian 710072, Peoples R China
基金
中国国家自然科学基金;
关键词
Quasi-partially integrable Hamiltonian system; Combined Gaussian and Poisson white noise excitations; Asymptotic Lyapunov stability with probability one; The largest Lyapunov exponent; NONLINEAR-SYSTEMS; LYAPUNOV EXPONENTS; DRIVEN;
D O I
10.1007/s11071-014-1413-2
中图分类号
TH [机械、仪表工业];
学科分类号
0802 ;
摘要
The asymptotic Lyapunov stability with probability one of multi-degree-of freedom quasi-partially integrable and non-resonant Hamiltonian systems subject to parametric excitations of combined Gaussian and Poisson white noises is studied. First, the averaged stochastic differential equations for quasi partially integrable and non-resonant Hamiltonian systems subject to parametric excitations of combined Gaussian and Poisson white noises are derived by means of the stochastic averaging method and the stochastic jump-diffusion chain rule. Then, the expression of the largest Lyapunov exponent of the averaged system is obtained by using a procedure similar to that due to Khasminskii and the properties of stochastic integro-differential equations. Finally, the stochastic stability of the original quasi-partially integrable and non-resonant Hamiltonian systems is determined approximately by using the largest Lyapunov exponent. An example is worked out in detail to illustrate the application of the proposed method. The good agreement between the analytical results and those from digital simulation show that the proposed method is effective.
引用
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页码:1721 / 1735
页数:15
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