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Stochastic Averaging Methods and Applications,Volume 1(随机平均法及其应用 上册)


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Stochastic Averaging Methods and Applications,Volume 1(随机平均法及其应用 上册)
  • 书号:9787030816979
    作者:朱位秋,邓茂林,蔡国强
  • 外文书名:
  • 装帧:平装
    开本:B5
  • 页数:443
    字数:
    语种:en
  • 出版社:科学出版社
    出版时间:2025-06-01
  • 所属分类:
  • 定价: ¥218.00元
    售价: ¥172.22元
  • 图书介质:
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  • 购买数量: 件  可供
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随机平均法是研究非线性随机动力学最有效且应用最广泛的近似 解析方法之一。本书是专门论述随机平均法的著作,介绍了随机平均 法的基本原理,给出了多种随机激励(高斯白噪声、高斯和泊松白噪 声、分数高斯噪声、色噪声、谐和与宽带噪声等)下多种类型非线性 系统(拟哈密顿系统、拟广义哈密顿系统、含遗传效应力系统等)的 随机平均法以及在自然科学和技术科学中的若干应用,主要是近30 年 来浙江大学朱位秋院士团队与美国佛罗里达大西洋大学Y.K. Lin 院士 和蔡国强教授关于随机平均法的研究成果的系统总结。本书论述深入 浅出,同时提供了必要的预备知识与众多算例,以利读者理解与掌握 本书内容。
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目录

  • Contents
    1 Introduction 1
    References 8
    2 Stochastic Processes 9
    2.1 Fundamentals 9
    2.1.1 Descriptions of Stochastic Processes 11
    2.1.2 Stationarity and Ergodicity 13
    2.1.3 Spectral Analysis 17
    2.2 Gaussian Stochastic Processes 23
    2.3 Markov Processes 24
    2.3.1 Markov Processes and Chapman-Kolmogorov-Smoluwski Equation 24
    2.3.2 Markov Diffusion Processes and Fokker–Planck-Kolmogorov (FPK) Equation 26
    2.3.3 Wiener Processes and Gaussian White Noise 28
    2.3.4 It? Stochastic Differential Equations 31
    2.3.5 Responses of Systems Under Gaussian White-Noise Excitations 34
    2.4 PoissonWhite Noise Processes 38
    2.4.1 Poisson Processes 38
    2.4.2 PoissonWhite Noise 39
    2.4.3 Stochastic Differential-Integral Equation and FPK Equation 42
    2.5 Fractional Gaussian Processes 49
    2.5.1 Fractional Calculus 49
    2.5.2 Fractional Brownian Motion 50
    2.5.3 Fractional Gaussian Noises 52
    2.5.4 Stochastic Integration with Respect to Fractional Brownian Motion and Fractional Stochastic Differential Equations 54
    2.5.5 Response of Linear Systems Excited by Fractional Gaussian Noises 57
    2.6 Colored Noises 61
    2.6.1 Noises Generated from Linear Filters 62
    2.6.2 Noises Generated from Nonlinear Filters 64
    2.6.3 Randomized Harmonic Process71
    References 74
    3 Nonlinear Stochastic Dynamical Systems 77
    3.1 Modeling of Nonlinear Stochastic Dynamical Systems 77
    3.2 Hamiltonian Systems and Their Classification 80
    3.2.1 Hamilton Equation 80
    3.2.2 Poisson Bracket 84
    3.2.3 Phase Flow 86
    3.2.4 Canonical Transformation 87
    3.2.5 Completely Integrable Hamiltonian System 88
    3.2.6 Non-Integrable Hamiltonian System 93
    3.2.7 Partially Integrable Hamiltonian System 94
    3.2.8 Ergodicity of Hamiltonian Systems 95
    3.2.9 Stochastically Excited and Dissipated Hamiltonian Systems 96
    3.3 The Generalized Hamiltonian System and its Classification 98
    3.4 Forces with Genetic Effects 104
    3.4.1 Hysteretic Forces 104
    3.4.2 Visco-Elastic Force 114
    3.4.3 Damping Force with Fractional Derivative 118
    References 120
    4 Stochastic Averaging Methods of Single-Degree-Of-Freedom Systems 123
    4.1 Stochastic Averaging Principles 124
    4.2 Stochastic Averaging Methods of SDOF Systems 130
    4.2.1 Stochastic Averaging of Amplitude Envelope 131
    4.2.2 Stochastic Averaging of Energy Envelope 134
    4.3 Systems Under Gaussian White Noise Excitations 138
    4.3.1 Linear Restoring Force 138
    4.3.2 Nonlinear Restoring Force 142
    4.4 Systems Under Broad-Band Random Excitations 145
    4.4.1 Linear Restoring Force 146
    4.4.2 A Primary-Secondary System 148
    4.4.3 Energy-Dependent White-Noise Approximation 153
    4.4.4 Fourier-Expansion Scheme 155
    4.4.5 Residual Phase Procedure 159
    4.5 Viscoelastic Systems Under Broad-Band Excitations 167
    4.5.1 Linear Restoring Force 168
    4.5.2 Nonlinear Restoring Force 173
    4.6 A System with Double-Well Potential 180
    4.6.1 Deterministic System with Double-Well Potential 181
    4.6.2 Stochastic Averaging 184
    4.7 Systems Under Combined Random and Harmonic Excitations 190
    4.8 Systems Under Poisson White Noise Excitations 200
    4.8.1 Amplitude Envelope 201
    4.8.2 Energy Envelope 207
    4.9 Systems Excited by Fractional Gaussian Noises 210
    References 216
    5 Stochastic Averaging Methods of Quasi-Hamiltonian Systems Under Gaussian White Noise Excitations. 219
    5.1 Quasi-Non-Integrable Hamiltonian Systems 220
    5.2 Quasi-Integrable Hamiltonian Systems 232
    5.2.1 Non-Internal Resonant Case 234
    5.2.2 Internal Resonant Case 242
    5.3 Quasi-Partially Integrable Hamiltonian Systems 249
    5.3.1 Noninternal Resonance Case 251
    5.3.2 Internal Resonant Case 256
    5.4 Stationary Response of 2-DOF Vibration-Impact System 266
    5.4.1 Exact Stationary Solution 268
    5.4.2 Application of Stochastic Averaging Method of Quasi-Non-Integrable Hamiltonian Systems 269
    5.4.3 Application of Stochastic Averaging Method of Quasi-Integrable Hamiltonian Systems 274
    5.4.4 Combined Application of Both Stochastic Averaging Methods of Quasi-Non-Integrable and Quasi-Integrable Hamiltonian Systems 281
    5.5 Quasi-Non-Integrable Hamiltonian Systems with Markov Jump Parameters 284
    5.5.1 Single-DOF Systems 286
    5.5.2 Multi-DOF Systems 294
    References 302
    6 Stochastic Averaging Methods of Quasi-Hamiltonian Systems Excited by Gaussian and PoissonWhite Noises 303
    6.1 Quasi-Hamiltonian Systems Excited by Gaussian and Poisson White Noises 303
    6.2 Quasi-Non-Integrable Hamiltonian Systems 306
    6.2.1 Combined Gaussian and Poisson White Noise Excitations306
    6.2.2 PoissonWhite Noise Excitation 318
    6.3 Quasi-Integrable Hamiltonian Systems 330
    6.3.1 Non-Internal Resonant Case 332
    6.3.2 Internal Resonant Case 340
    6.4 Quasi-Partially Integrable Hamiltonian Systems 357
    6.4.1 Non-Internal Resonant Case 361
    6.4.2 Internal Resonant Case 367
    References 387
    7 Stochastic Averaging Methods of Quasi-Hamiltonian Systems Excited by Fractional Gaussian Noises 389
    7.1 Quasi-Hamiltonian Systems Excited by FGns 389
    7.2 Quasi-Non-Integrable Hamiltonian Systems 391
    7.3 Quasi-Integrable Hamiltonian Systems395
    7.3.1 Non-Internal Resonant Case 395
    7.3.2 Internal Resonant Case 404
    7.4 Quasi-Partially Integrable Hamiltonian Systems 409
    7.4.1 Non-Internal Resonant Case 409
    7.4.2 Internal Resonant Case 424
    References 438
    Index 439
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