Method For Quasi Hamiltonian Systems Research Articles

Stochastic minimax optimal control strategy for uncertain quasi-Hamiltonian systems using stochastic maximum principle

A stochastic minimax optimal control strategy for uncertain quasi-Hamiltonian systems is proposed based on the stochastic averaging method, stochastic maximum principle and stochastic differential game theory. First, the partially completed averaged Ito stochastic differential equations are derived from a given system by using the stochastic averaging method for quasi-Hamiltonian systems with uncertain parameters. Then, the stochastic Hamiltonian system for minimax optimal control with a given performance index is established based on the stochastic maximum principle. The worst disturbances are determined by minimizing the Hamiltonian function, and the worst-case optimal controls are obtained by maximizing the minimal Hamiltonian function. The differential equation for adjoint process as a function of system energy is derived from the adjoint equation by using the Ito differential rule. Finally, two examples of controlled uncertain quasi-Hamiltonian systems are worked out to illustrate the application and effectiveness of the proposed control strategy.

Some applications of stochastic averaging method for quasi Hamiltonian systems in physics

Many physical systems can be modeled as quasi-Hamiltonian systems and the stochastic averaging method for quasi-Hamiltonian systems can be applied to yield reasonable approximate response statistics. In the present paper, the basic idea and procedure of the stochastic averaging method for quasi Hamiltonian systems are briefly introduced. The applications of the stochastic averaging method in studying the dynamics of active Brownian particles, the reaction rate theory, the dynamics of breathing and denaturation of DNA, and the Fermi resonance and its effect on the mean transition time are reviewed.

A stochastic optimal time-delay control for nonlinear structural systems

The time delay in active and semi-active controls is an important research subject. Many researches on the time-delay control for deterministic systems have been made (Hu and Wang 2002, Yang et al. 1990, Abdel-Mooty and Roorda 1991, Pu 1998, Cai and Huang 2002), while the study on that for stochastic systems is very limited. The effects of the time delay on the control of nonlinear systems under Gaussian white noise excitations have been studied by Bilello et al. (2002). The controlled linear systems with deterministic and random time delay subjected to Gaussian white noise excitations have been treated by Grigoriu (1997). Recently, a stochastic averaging method for quasi-integrable Hamiltonian systems with time delay has been proposed (Liu and Zhu 2007). In the present paper, a stochastic optimal time-delay control method for stochastically excited nonlinear structural systems is proposed based on the stochastic averaging method for quasi Hamiltonian systems with time delay and the stochastic dynamical programming principle. An example of stochastically excited and controlled hysteretic column is given to illustrate the proposed control method.

A minimax optimal control strategy for uncertain quasi-Hamiltonian systems

A minimax optimal control strategy for quasi-Hamiltonian systems with bounded parametric and/or external disturbances is proposed based on the stochastic averaging method and stochastic differential game. To conduct the system energy control, the partially averaged Ito stochastic differential equations for the energy processes are first derived by using the stochastic averaging method for quasi-Hamiltonian systems. Combining the above equations with an appropriate performance index, the proposed strategy is searching for an optimal worst-case controller by solving a stochastic differential game problem. The worst-case disturbances and the optimal controls are obtained by solving a Hamilton-Jacobi-Isaacs (HJI) equation. Numerical results for a controlled and stochastically excited Duffing oscillator with uncertain disturbances exhibit the efficacy of the proposed control strategy.

Optimization of time-delayed feedback control of seismically excited building structures

An optimization method for time-delayed feedback control of partially observable linear building structures subjected to seismic excitation is proposed. A time-delayed control problem of partially observable linear building structure under horizontal ground acceleration excitation is formulated and converted into that of completely observable linear structure by using separation principle. The time-delayed control forces are approximately expressed in terms of control forces without time delay. The control system is then governed by Ito stochastic differential equations for the conditional means of system states and then transformed into those for the conditional means of modal energies by using the stochastic averaging method for quasi-Hamiltonian systems. The control law is assumed to be modal velocity feedback control with time delay and the unknown control gains are determined by the modal performance indices. A three-storey building structure is taken as example to illustrate the proposal method and the numerical results are confirmed by using Monte Carlo simulation.

On the stochastic dynamics of molecular conformation

An important functioning mechanism of biological macromolecules is the transition between different conformed states due to thermal fluctuation. In the present paper, a biological macromolecule is modeled as two strands with side chains facing each other, and its stochastic dynamics including the statistics of stationary motion and the statistics of conformational transition is studied by using the stochastic averaging method for quasi Hamiltonian systems. The theoretical results are confirmed with the results from Monte Carlo simulation.

Energy diffusion controlled reaction rate in dissipative Hamiltonian systems

In this paper the energy diffusion controlled reaction rate in dissipative Hamiltonian systems is investigated by using the stochastic averaging method for quasi Hamiltonian systems. The boundary value problem of mean first-passage time (MFPT) of averaged system is formulated and the energy diffusion controlled reaction rate is obtained as the inverse of MFPT. The energy diffusion controlled reaction rate in the classical Kramers bistable potential and in a two-dimensional bistable potential with a heat bath are obtained by using the proposed approach respectively. The obtained results are then compared with those from Monte Carlo simulation of original systems and from the classical Kramers theory. It is shown that the reaction rate obtained by using the proposed approach agrees well with that from Monte Carlo simulation and is more accurate than the classical Kramers rate.

Nonlinear Stochastic Dynamics and Control in Hamiltonian Formulation

AbstractThe significant advances in nonlinear stochastic dynamics and control in Hamiltonian formulation during the past decade are reviewed. The exact stationary solutions and equivalent nonlinear system method of Gaussian-white -noises excited and dissipated Hamiltonian systems, the stochastic averaging method for quasi Hamiltonian systems, the stochastic stability, stochastic bifurcation, first-passage time and nonlinear stochastic optimal control of quasi Hamiltonian systems are summarized. Possible extension and applications of the theory are pointed out. This review article cites 158 references.

Optimal nonlinear feedback control of quasi-Hamiltonian systems

An innovative strategy for optimal nonlinear feedback control of linear or nonlinear stochastic dynamic systems is proposed based on the stochastic averaging method for quasi-Hamiltonian systems and stochastic dynamic programming principle. Feedback control forces of a system are divided into conservative parts and dissipative parts. The conservative parts are so selected that the energy distribution in the controlled system is as requested as possible. Then the response of the system with known conservative control forces is reduced to a controlled diffusion process by using the stochastic averaging method. The dissipative parts of control forces are obtained from solving the stochastic dynamic programming equation.

Theory of Stochastically Excited and Dissipated Hamiltonian Systems — Some New Developments in Nonlinear Stochastic Structural Dynamics

Some new developments in nonlinear stochastic structural dynamics recently made by the present author and his co-workers are reviewed. A nonlinear structure under random loading is modeled as a stochastically excited and dissipated Hamiltonian system of finite degree-of-freedom (DOF). The functional form of the exact stationary solution, the equivalent nonlinear system and the stochastic averaging equations of a stochastically excited and dissipated Hamiltonian system are constructed based on the integrability and resonance of the associated Hamiltonian system, and thus the response of the system is predicted. The stochastic stability, stochastic bifurcation and optimal nonlinear feedback control of the system are treated by using the stochastic averaging method for quasi-Hamiltonian systems. It is pointed out that the theory is promising and deserves further development.