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Stochastic semidiscretization method: Second moment stability analysis of linear stochastic periodic dynamical systems with delays

Stochastic semidiscretization method: Second moment stability analysis of linear stochastic periodic dynamical systems with delays
Stochastic semidiscretization method: Second moment stability analysis of linear stochastic periodic dynamical systems with delays
In this paper, an efficient numerical approach is presented, which allows the analysis of the moment dynamics, stability, and stationary behavior of linear periodic stochastic delay differential equations. The method leads to a high dimensional stochastic mapping with periodic statistical properties, from which the periodic first and second moment mappings are derived. The application of the method is demonstrated first through the analysis of the stochastic delay Mathieu equation. Then a practical case study, where the effect of spindle speed variation on the stability and the resulting surface quality of turning operations is investigated.
0307-904X
933-950
Sykora, Henrik
e89d4c51-f8bc-4258-a9cc-38f249270757
Bachrathy, Daniel
4834c669-68f1-4e08-b5e4-5ce5abe30bc4
Sykora, Henrik
e89d4c51-f8bc-4258-a9cc-38f249270757
Bachrathy, Daniel
4834c669-68f1-4e08-b5e4-5ce5abe30bc4

Sykora, Henrik and Bachrathy, Daniel (2020) Stochastic semidiscretization method: Second moment stability analysis of linear stochastic periodic dynamical systems with delays. Applied Mathematical Modelling, 88, 933-950. (doi:10.1016/j.apm.2020.06.078).

Record type: Article

Abstract

In this paper, an efficient numerical approach is presented, which allows the analysis of the moment dynamics, stability, and stationary behavior of linear periodic stochastic delay differential equations. The method leads to a high dimensional stochastic mapping with periodic statistical properties, from which the periodic first and second moment mappings are derived. The application of the method is demonstrated first through the analysis of the stochastic delay Mathieu equation. Then a practical case study, where the effect of spindle speed variation on the stability and the resulting surface quality of turning operations is investigated.

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Accepted/In Press date: 5 August 2020
e-pub ahead of print date: 5 August 2020

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Local EPrints ID: 470758
URI: http://eprints.soton.ac.uk/id/eprint/470758
ISSN: 0307-904X
PURE UUID: a5b307de-662c-44d1-b6fe-3e0b2154e7e8

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Date deposited: 19 Oct 2022 16:57
Last modified: 22 Feb 2023 18:22

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Contributors

Author: Henrik Sykora
Author: Daniel Bachrathy

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