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o o k R e v i e w s
Parametr ic Random Vibrat ion
R . A . I b r a h i m
R e v i e w e r : B . D E J O N G
T w e n t e U n i v e r s i t y o f T e c h n o l o g y , E n s c h e d e , T h e N e t h e r l a n d s .
P A RA M ET R IC r a n d o m v i b r a t i o n i s a n a p p l i e d s c i e n t if i c d i s c i p l i n e
t h a t c o v e r s p r o b l e m s f r o m t h e b r o a d f ie ld o f ap p l i e d d y n a m i c s ,
e .g . s t r u c t u r a l d y n a m i c s , a e r o d y n a m i c s , n a v a l a r c h i te c t u r e e t c .
T h e s y s t e m e q u a t i o n s a r e c h a r a c t e r iz e d b y r a n d o m p e r t u r b e d
p a r a m e t e r s w h i le , i n m a n y p r a c ti c a l s i t u a t i o n s , n o n - l in e a r i t ie s
a n d r a n d o m f o r c i n g t e r m s c r e a t e a d d i t i o n a l c o m p l i c a t i o n s .
V a r i o u s t e x t b o o k s h a v e a p p e a r e d c o v e r i n g t h e f ie ld o f r a n d o m
v i b r a t i o n o f t im e - i n v a r i a n t s y s t e m s . T h i s m o n o g r a p h , a s t a t e o f
t h e a rt p r e s e n t a t i o n o f p a r a m e t r i c r a n d o m v i b r a t io n , b a s e d o n
a n e n o r m o u s n u m b e r o f p u b l i s h e d p a p e r s a n d r e p o r ts , is a g r e a t
c r e d i t t o t h e a u t h o r .
I n t h e f i r s t c h a p t e r t h e r e a d e r i s i n t r o d u c e d t o t h e b a s i c
d e f i n i ti o n s o f p a r a m e t r i c a n d a u t o p a r a m e t r i c i n s t a b il i ti e s ,
c h a o t i c m o t i o n , p s e u d o - r a n d o m e x c i t a t i o n a n d c r y p t o - d e t e r -
m i n i s t i c s y s t e m s a n d a b r i e f r e v ie w o f p a r a m e t r i c r a n d o m
v i b r a t i o n i s g iv e n . In r a n d o m v i b r a t i o n s , th e e m p h a s i s i s o n t h e
r e s p o n s e a n d s t a b il i ty o f s y s t e m s u n d e r w i de b a n d r a n d o m
p a r a m e t r i c e x c i t a t io n s . U n f o r t u n a t e l y s y s t e m e q u a t i o n s w i t h
p h y s i c a l w i d e b a n d n o i s e e x c i t a t i o n a r e v e r y d i f fi c u l t t o h a n d l e ,
t h e r e fo r e p h y s i c a l G a u s s i a n w i d e b a n d n o i s e i s o f t e n r e p la c e d
b y i d e a l i z e d w h i t e n o i s e , o r t h e w i d e b a n d n o i s e i s g e n e r a t e d b y
a s h a p i n g f i l t e r d r i v e n b y w h i t e n o i s e . T h i s i s u s u a l l y t h e p o i n t
w h e r e m a n y e n g i n e e r s g e t l o s t . T h e y a r e r e f e r r e d t o b o o k s o n
s t o c h a s t i c p r o c e s s e s a n d s t o c h a s t i c d i f f e r e n t i a l e q u a t i o n s a n d
a r e e n c o u r a g e d t o g o i n t o t h e o r i e s w h i c h a r e e m b e d d e d i n
m a t h e m a t i c a l a b s t r a c t io n . F o r t h e s e e n g i n e e r s th e r o o t o f a ll
e v il ( w h ic h i s a t t h e s a m e t i m e a s o u r c e o f p l e a su r e f o r m a n y
m a t h e m a t i c i a n s ) is th e u n b o u n d e d v a r i a t io n o f th e B r o w n i a n
m o t i o n , w h i c h h a s w h i t e n o i s e a s i t s d e r i v a t i v e , i n a f o r m a l
s e n s e . F o r t h e s e p r o c e s s e s a n e w s t o c h a s t i c c a l c u l u s i s n e e d e d .
I n C h a p t e r s 2 - 4 t h e a u t h o r p r o v i d e s t h e n e c e s s a ry to o l s f or
d e r i v i n g r e s p o n s e s t a t i st i c a l f u n c t i o n s a n d t e c h n i q u e s f o r e x a m -
i n i n g s t o c h a s t i c p a r a m e t e r s t a b i l i t y , a s r e q u i r e d i n l a t e r c h a p t e r s .
T h e a u t h o r h a s c h o s e n a n e n g i n e e ri n g a p p r o a c h w i t h o u t m a t h e -
m a t i c a l a b s t r a c t i o n , w h i c h i m p l i es t h a t s o m e i m p o r t a n t t h e -
o r e m s a r e v e r i f i e d i n a h e u r i s t i c w a y , w h i l e m a n y o t h e r s a r e
o n l y m e n t i o n e d . T h e r e s u l t i s a n i c e r e f e r e n c e f r a m e f o r r e a d e r s
w i t h a r e a s o n a b l e b a c k g r o u n d i n s t o c h a s t i c p r o c e s s e s a n d
s t o c h a s t i c d if f e r e n ti a l e q u a t i o n s . R e a d e r s w i t h o u t t h i s b a c k -
g r o u n d w i ll c e r ta i n l y g e t i n t o t r o u b l e , f o r e x a m p l e , w h e n r e a d i n g
t h e d e f in i t i o n s o f r a n d o m v a r i a b le s a n d r a n d o m p r o c e s se s .
O b v i o u s l y , t h e a u t h o r c o u l d n o t r e s i st t h e te m p t a t i o n t o g i v e
s o m e f l a v o u r o f m a t h e m a t i c a l a b s t r a c t i o n b y i n t r o d u c i n g a
r a n d o m v a r i a b le a s a f u n c t i o n o f a s a m p l e s p a c e f~ , w h i c h i s
c o n f u s i n g i n t h e c o n t e x t i t i s u s e d . A ls o , t h e i n t r o d u c t i o n o f
p r o b a b i l i t y s p a c e a n d B o r e l f ie l d i n a f o o t n o t e t o t h e l a s t s e c t i o n
o f C h a p t e r 3 , a n d t h e u s e o f t h e te r m m e a s u r a b l e r a n d o m
p r o c e s s i n t h e f o l l o w i n g c h a p t e r , w h i c h i s n o t e s s e n t i a l in h i s
f u r t h e r d i s c u s s i o n s , w i ll c e r ta i n l y d i s c o u r a g e r e a d e r s w i t h a n
e n g i n e e r i n g b a c k g r o u n d . I n c o n t r a s t w i t h t h i s, th e c o n c e p t s o f
R i e m a n n a n d R i e m a n n - S t i e l t j e s i n t e g r a l s a r e i n t r o d u c e d i n a
v e r y e l a b o r a t e w a y . O f c o u r s e t h e s e m i n o r f l a w s a re o f n o
s i g n i fi c a n c e f o r r ea d e r s w i t h a n a d e q u a t e b a c k g r o u n d i n t h i s
m a t e r i a l .
T h e c o n t e n t s o f C h a p t e r s 2 - 4 a r e r e st r ic t e d t o t h o s e s u b j e c ts
o f s t o c h a s t i c c a l c u l u s n e e d e d f o r u n d e r s t a n d i n g t h e f o l l o w i n g
c h a p t e r s . I n C h a p t e r 2 t h e b a s i c f a c ts o f p r o b a b i l i t y t h e o r y a n d
P a r a m e t r i c R a n d o m V i b r a ti o n ,
b y R . A . Ib r a h i m . P u b l i s h e d
b y J o h n W i l e y , C h i c h e s t e r (1 9 86 ), £ 3 4 . 7 0 .
611
s t o c h a s t i c p r o c e s s e s a r e p r e s e n t e d w i t h e m p h a s i s o n t h e e s s e n t ia l
f e a t u re s o f G a u s s i a n a n d n o n - G a u s s i a n d e n s i t y fu n c t i o n s . T h e
n o n - G a u s s i a n d e n s i t y f u n c t i o n i s p r e s e n t e d i n t e r m s o f t h e
E d g e w o r t h o r t h e G r a m - C h a r l i e r a s y m p t o t i c s e r i e s . I n C h a p t e r
3 t h e e l e m e n t s o f s t o c h a s t i c c a l c u l u s o p e r a t i o n s a r e o u t l i n e d :
t h e v a r i o u s m o d e s o f s t o c h a s t ic c o n v e r g e n c e , s t o c h a s t i c l im i t
t h e o r e m s , m e a n s q u a r e d e r i v a t iv e a n d R i e m a n n S t ie l tj e s i n t e-
g r a l . C h a p t e r 4 c o n t a i n s a n a c c u r a t e d e f i n i t i o n a n d d i s c u s s i o n
o f B r o w n i a n m o t i o n , w h i t e n o i s e p r o c e s s es , t h e r e la t e d M a r k o v
p r o c es s a n d a d e f i ni ti o n o f t h e F o k k e r - P l a n c k - K o l m o g o r o t t
e q u a t i o n s . I n t h e l a s t s e c t io n o f t h i s c h a p t e r t h e m a i n r e s u l t s o f
s t o c h a s t i c c a l c u l u s a s d e v e l o p e d b y I t 6 a n d S t r a t o n o v i c h a r e
p r e s e n t e d i n a s t r a i g h t f o r w a r d w a y w i t h o u t m a t h e m a t i c a l
a b s t r a c t io n . P e r h a p s r e a d e r s w i t h a n en g i n e e r i n g b a c k g r o u n d
w o u l d p r e fe r a n e x p o s i t i o n g i v i n g m o r e p h y s i c a l i n s i g h t ; f o r
e x a m p l e , i n t h e s a m e s t y l e a s t h e p a p e r o f R . E . M o r t e n s e n ,
c e l e b ra t e d i n e n g i n e e r i n g c ir cl e s. I n C h a p t e r 5 t w o m e t h o d s a r e
p r e s e n t e d t o g e n e r a t e t h e r e s p o n s e s t a t i s t i c a l f u n c t i o n o f a
s y s te m : t h e F o k k e r - P l a n c k - K o l m o g o r o f f e q u a ti o n m e t h o d a n d
t h e m e t h o d b a s e d o n I t 6 c a l c u l u s . T h e p r i n c i p l es o f G a u s s i a n a n d
n o n - G a u s s i a n c l o s u r e m e t h o d s t o h a n d l e t h e i n fi n i te h i e ra r c h y
p r o b l e m a r e o u tl i n e d . In C h a p t e r 6 t h e s t a n d a r d f o r m o t
s t o c h a s t i c a v e r a g i n g b a s e d o n t h e p r in c i p l e o f B o g o l i u b o v a n d
M i t r o p o l ' s k i i i s p r e s e n t e d , f o l l o w e d b y s o m e e x t e n s i o n s : t h e
P a p a n i c o l a o u a n d K o h l e r a s y m p t o t i c t h e o r em , t h e W e i d e n -
h a m m e r m e t h o d a n d a m e t h o d b a s e d o n a s t o c h as t ic a v e ra g i n g
o f th e r e s p o n s e e n e r g y c u r v e . T h e s e m e t h o d s a r e a p p l i e d t o
l i n e ar a n d n o n - l i n e a r s y s t e m s t o s t u d y r e s p o n s e a n d s t a b il i ty
c o n d i t i o n s . M a n y p r a c t i c a l a p p l i c a t i o n s a r e a d d e d t o s h o w t h e
r e l e v a n c e o f th e s e t e c h n i q u e s . T h e l a s t s e c t i o n o f t h e c h a p t e r
c o n s i d e r s s e c o n d o r d e r a v e r a g i n g m e t h o d s . A c o n c i s e g e n e r a l
p r e s e n t a t i o n i s f o l lo w e d b y a n e x t e n s iv e l y el a b o r a t e d e x a m p l e
w h i c h i s v e r y i n s t r u c t i v e .
C h a p t e r s 7 a n d 8 f o r m t h e c e n t re o f g r a v i t y o f t h e b o o k
d e a l i n g w i t h p a r a m e t r i c s t o c h a s t i c s t a b i l i t y a n d p a r a m e t r i c
r a n d o m r e s p o n s e , re s p ec t iv e l y. T h e a m o u n t o f li t e ra t u r e o n
t h e s e s u b j e c t s i s e n o r m o u s a n d s c a t t e r e d o v e r m a n y e n g i n e e r i n g
f ie ld s . F o r t h i s r e a s o n b o t h c h a p t e r s h a v e a n h i s t o r i c a l r e v ie w
o f t h e l i t e r a t u r e i n t h e f i r s t se c t i o n , t o g e t h e r w i t h t h e i r f i e l d s o t
a p p l i c at i o n . I n C h a p t e r 7 t h i s r ev i e w c e n t re s r o u n d t h e L y a p u -
n o v d i r e c t m e t h o d , a l m o s t s u r e s t o c h a s t i c s t a b il i ty , p e r t u r b a t i o n
t e c h n i q u e s a n d o t h e r m a t h e m a t i c a l m e t h o d s r e f er r in g t o L i e
a l g e b r a ic m e t h o d s , s ta b i l it y o f h i g h e r m o m e n t s a n d s o m e v e ry
r e c e n t d e v e l o p m e n t s . I n t h e n e x t s e c t io n o f t h i s c h a p t e r t h e
v a r i o u s m e t h o d s o f s to c h a s t i c s t a b il i ty o f a n e q u i l i b r i u m p o s i t i o n
a r e d e f in e d , u s u a l ly b a s e d o n a l i n e a ri z e d a p p r o x i m a t i o n o f th e
s y s t e m e q u a t i o n s o f m o t i o n . T h e l a s t t w o s e c t i o n s d e a l w i t h t h e
t h e o r y o f th e s t a b i li t y o f m o m e n t s a n d w i t h a l m o s t s u r e s t a b il i ty
o f li n e a r s y s t e m s w i t h a r a n d o m c o e f fi c i en t . T h e s t a b i l i ty - o f -
m o m e n t s m e t h o d i s d e s c r ib e d i n m u c h d e t a il i n c l u d i n g t h e
a p p l i c a t i o n o f c lo s u r e s c h e m e s i n t h e c a s e o f a n i n fi n i te l y c o u p l e d
s e t o f m o m e n t e q u a t i o n s . W i t h r e s p e c t t o t h e a l m o s t s u r e s t a b i li t y
t h e v a r i o u s t h e o r e m s o f d i f fe r e nt a u t h o r s a r e s u m m a r i z e d a n d
c o m p a r e d .
C h a p t e r 8 s t a r t s w i t h a n i n t r o d u c t i o n a n d h i s t o r i c a l r e v i e w
o f th e v a r i o u s m e t h o d s o f i n v e s t ig a t i n g t h e r e s p o n s e o f n o n - l i n e a r
s y s t e m s o r l in e a r s y s t e m s i n v o l v i n g r a n d o m t i m e - d e p e n d e n t
c o e f f i c i e n t s . T h i s f i e l d i s v e r y c o m p l i c a t e d s i n c e t h e r e i s n o
g e n e r a l r u l e a s t o w h i c h m e t h o d s h o u l d b e a p p l i e d f o r a s p e c i f i c
c a s e, w h i le f u r t h e r a p p l i c a t i o n o f t h e v a r i o u s m e t h o d s t o o n e
a n d t h e s a m e p r o b l e m d o n o t g i v e id e n t ic a l r e su l t s. M a n y
r e f e r e n c e s a r e g i v e n t o e n a b l e t h e r e a d e r t o i n v e s t i g a t e t h e
s u b j e c t i n s p e c i f ic d i re c t i o n s . A h i s t o r i c a l r e v i e w o f t h e p r o b l e m s
e n c o u n t e r e d i n d e t e r m i n i n g t h e r a n d o m r e s p o n s e a n d s t a b i l i t y
8/18/2019 Jong 86 Book
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of helicopter rotor blades in atmospheric turbulent flow is
also given. In a later section a great variety of models of
this problem with all sorts of complications are discussed to
demonstrate the various techniques of studying the random
response and stability of systems. In the reviewers opinion this
form of presentation, with its constant feedback on the physics
of the problem, is well chosen and for engineers, attractive to
read. Other subjects discussed in this chapter are linear time-
variant systems under random external excitation, which may
depend on time only or on both time and space, and the moment
equation method for linear systems with random uncertainties
in the coefficients. The last section deals with the re sponse of
non-linear systems which is, as the author explains, the most
difficult task in the area of para metr ic rand om vibrati on . He
certainly knows what he is talking about, as he is the author of
a numb er of recent pape rs on this subject. The existing techniques
(stochastic averaging, Gaussi an and non-Gauss ian closure) can
be applied only to specific forms of non-linear systems. The
results of these techniques are compared and evaluated. The
response of dynamic systems with autoparametric interaction
are discussed with reference to the author's recent results. In
this case the Gaussian closure scheme yields a non-stationary
response while a Gaussian closure results in a stationary
response.
After reading Chapters 7 and 8 one may indeed wonder how
reliable the methods are in dealing with the stability and
response of non-linear systems and linear parametric systems
coupled with linear shaping filters. An experimental verification
would be an ideal meth od of assessing the value of the vari ous
methods. Unfortunately, these experiments are very few, mainly
due to the difficulties in measuri ng small ran dom distu rbances.
For that reason, the validity of closure procedures is usually
examined by verifying whether or not the resulting moments
have realistic values.
In the last chapter the author gives a state of the art view of
experimental techniques, results and observat ions centred about
the themes: random behaviour of liquid free surface, random
behaviour of elastic columns and systems with autopara metric
interaction.
Summarizing, the author has written a monograph that is
unique in its field. The fundamental theorems on response and
stability of systems subjected to random parametric vibration
are presented together with numerous non-trivial engineering
examples to illustrate its effectiveness. The large numbe r of
references enables the reader to explore further. The book is
chdmed to be self-contained and suitable for beginners. However,
as already mentioned above, these beginners should have a
reasonable background in probability theory and stochastic
processes.
R~l~,rences
Mortensen, R. E. (1969). Mathematical problems of modeling
stochastic non-linear dynamic systems. J. Statist. Phys. ,
271 296.
/thoul the retiewer
BARTELE DE JONG studied applied mathematics at the Delft
University of Technology, where he received his engineering and
doctoral degree. His thesis was on the paramet ric stability of ships
in random seas. He joined the D epart ment of Applied Mathemati cs
of the Twente University of Technology in 1971. His present
research interests are the prediction of water levels in estuaries and
coastal seas during storm surge periods and the generation o[
dunes and ripples in channel flows.
o n t r o l o f E l e c t r ic a l D r i v e s
W. Leonhard
Reviewer: ISTVAN NAGY
Department of Power Electronics, Computation and Auto-
mation Research Institute of the Hungarian Academy of
Sciences, 1111 Kende u. 13/17, Budapest, Hungary.
THE CONTROL of electrical drives has usual ly been included in
boo ks on electrical machi nes, electrical drives, feedback cont rol
systems and power electronics in the past. Special aspects of the
control of drives turn up in books published in various other
fields, such as traction, machine tools, computer peripheries,
robots etc. Books devoted to the control of drives have been
published mainly in the last 10-15 years, but most of them are
not in English.
The field is a composition of various disciplines, i.e. there are
quite a numb er of supp ort ing disciplines. The reader has to be
more or less familiar with electrical machines, drives, theory of
feedback control, power electronics and, to a certain degree,
with analogue and digital electronics, and more recently, with
microprocessors. In certain cases, as in robots, the drive is an
inseparable part of the system and the control must be designed
taking into account the properties of the controlled object.
Hence the difficulty of writing a book in this field what shoul d
be included and how thoroughly should it be discussed? This
book selects topics successfully and properly proport ions them
within the frame of limited space.
The book was originally published in German in 1974. The
updated English version includes important subjects from the
present state of the art.
The topics included in the first ten chapters can be found in
other books. The remaining chapters are concerned with a.c.
* Control o f Electrical Drives,
by W. Leonhard. Published by
Springer , Berlin (1985), 346pp., D M 128.00.
motor drives. Here very up to date knowledge, compiled mainly
from the author's own publications, can be read. By editing the
material into book form and by providing certain additions, the
book contributes to the enrichment of the relevant technical
literature.
The bo ok un der review is nicely written. In general, the autho r
has displayed good judgment by avoiding lengthy derivations
and proofs. It can be enjoyable reading even for persons
experienced in the field. Newcomers will find it, in general, an
easily understandable presentation.
Fro m the field of electrical machines only the significant
control properties of d.c. and three phase induction machines
are briefly discussed in Chapter 5, 6 and 10. The synchronous
motors are not treated separately. The results presented in
connection with the induction motors are applied to them with
slight modifications.
The funda mental probl ems of electrical drives arc included
in the first four chapters. Apart from some remarks the theory
of feedback, control, analogue and digital electronics, and
microprocessors are omitted. Some import ant aspects of power
electronics, namely converters and inverters, are covered in
Chapters 8 and 11. The chapters mentioned so far lay the
foundation for the main message, namely the various control
metho ds of d.c. (Chapte rs 7,9} and a.c. (Chapter s 12 14) motors.
The book uses the block diagram technique on a broad scale.
By giving quantitative and causal relations among principal
variables, it supports the mathematical calculations and offers
an insight into the mode of action of the system. However, it
should be noted that the particular step response drawn into
the blocks is rather unusual in English technical literature.
Digital computer simulation or laboratory test results are
presented with almost all the control solutions discussed. This
is one of the strong points of the book. On the other hand, it
could give some explanation for the lack of interesting control