Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations

A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.

A Non-Parametric Dimension Test of the Term Structure

Published as an article in: Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 3, article 6.

Nonlinear Dynamic Responses of the Tensioned Tether under Parametric Excitations

The nonlinear dynamic responses of the tensioned tether subjected to combined surge and heave motions of floating platform are investigated using 2-D nonlinear beam model. It is shown that if the transverse-axial coupling of nonlinear beam model and the combined surge-heave motions of platform are considered, the governing equation is not Mathieu equation any more, it becomes nonlinear Hill equation. The Hill stability chart is obtained by using the Hill's infinite determinant and harmonic balance method. A parameter M, which is the function of tether length, the surge and heave amplitude of platform, is defined. The Hill stability chart is obviously different from Mathieu stability chart which is the specific case as M=0. Some case studies are performed by employing linear and nonlinear beam model respectively. It can be found that the results differences between nonlinear and linear model are apparent.

Parametric studies of tension leg platform with large amplitude motions

Tension leg platform (TLP) is an important kind of working station for deep water exploration and development in ocean, whose dynamic responses deserve a serious thought. It is shown that for severe sea state, the effects of nonlinearities induced by large displacements of TLP may be noteworthy, and then employment of small displacements model should be restrained. In such situation, large amplitude motion model may be an appropriate alternative. The numerical experiments are performed to study the differences of dynamic responses between the two models. It is shown that for most cases, differences between results of the two models are significant. The variances of the differences vs. the wave period are the most remarkable, and that of the differences vs. wave heading angle are also apparent.