Analysis of a Nonlinear System Exhibiting Chaotic, Noisy Chaotic, and Random Behaviors

[+] Author and Article Information
H. Lin, S. C. S. Yim

Department of Civil Engineering, Oregon State University, Corvallis, OR 97331-2303

J. Appl. Mech 63(2), 509-516 (Jun 01, 1996) (8 pages) doi:10.1115/1.2788897 History: Received March 31, 1994; Revised May 18, 1995; Online October 26, 2007


This study presents a stochastic approach for the analysis of nonchaotic, chaotic, random and nonchaotic, random and chaotic, and random dynamics of a nonlinear system. The analysis utilizes a Markov process approximation, direct numerical simulations, and a generalized stochastic Melnikov process. The Fokker-Planck equation along with a path integral solution procedure are developed and implemented to illustrate the evolution of probability density functions. Numerical integration is employed to simulate the noise effects on nonlinear responses. In regard to the presence of additive ideal white noise, the generalized stochastic Melnikov process is developed to identify the boundary for noisy chaos. A mathematical representation encompassing all possible dynamical responses is provided. Numerical results indicate that noisy chaos is a possible intermediate state between deterministic and random dynamics. A global picture of the system behavior is demonstrated via the transition of probability density function over its entire evolution. It is observed that the presence of external noise has significant effects over the transition between different response states and between co-existing attractors.

Copyright © 1996 by The American Society of Mechanical Engineers
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