Journal of Theoretical
and Applied Mechanics

46, 3, pp. 531-550, Warsaw 2008

Stochastic Hopf bifurcation of quasi-integrable Hamiltonian systems with time-delayed feedback control

Zhong Hua Liu, Wei Qiu Zhu
The stochastic Hopf bifurcation of multi-degree-of-freedom (MDOF) quasi-integrable Hamiltonian systems with time-delayed feedback control subject to Gaussian white noise excitations is studied. First, the time-delayed feedback control forces are approximately expressed in terms of the system state variables without time delay, and the system is converted into anordinary quasi-integrable Hamiltonian system. The averaged Itô stochastic differential equations are derived by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, an expression for the average bifurcation parameter of the averaged system is obtained approximately, and a criterion for determining the stochastic Hopf bifurcation caused by the time-delayed feedback control forces in the original system as the value of the average bifurcation parameter changing is proposed. An example is worked out in detail to illustrate the above criterion and its validity, and to show the e ffect of the time delay in the feedback control on the stochastic Hopf bifurcation of the system.
Keywords: stochastic Hopf bifurcation; quasi-integrable Hamiltonian system; stochastic averaging; time-delayed feedback control