Noise Effect in a Nonlinear System Under Harmonic Excitation

불규칙한 외부 교란이 주기적 가진을 받는 비선형계의 동적 특성에 미치는 영향

Dynamic characteristics are investigated when a nonlinear system showing periodic and chaotic responses under harmonic excitation is exposed to random perturbation. About two well potential problem, probability of homoclinic bifurcation is estimated using stochastic generalized Meinikov process and quantitive characteristics are investigated by calculation of Lyapunov exponent. Critical excitaion is calculated by various assumptions about Gaussian Melnikov process. To verify the phenomenon graphically Fokker-Planck equation is solved numerically and the original nonlinear equation is numerically simulated. Numerical solution of Fokker-Planck equation is calculated on Poincare section and noise induced chaos is studied by solving the eigenvalue problem of discretized probability density function.