Stochastic averaging method for estimating first-passage statistics of stochastically excited Duffing-Rayleigh-Mathieu system

被引：0

作者：

Yongjun Wu Wang Fang Institute of AutomationSchool of Information Science and EngineeringEast China University of Science and TechnologyShanghai China Hangzhou Yiheng Technologies CoLtdE Wantang RoadHangzhou China ^{[200237
,2
,28
,310013
]}

机构：

来源：

Acta Mechanica Sinica | 2008年 / 24卷 / 05期

关键词：

First-passage; Colored noise; Stochastic averaging; Reliability; Monte Carlo simulation;

D O I：

暂无

中图分类号：

O175.25 [椭圆型方程];

学科分类号：

070104 ;

摘要：

<正> The first-passage statistics of Duffing-Rayleigh-Mathieu system under wide-band colored noise excitationsis studied by using stochastic averaging method.The motionequation of the original system is transformed into two timehomogeneous diffusion Markovian processes of amplitudeand phase after stochastic averaging.The diffusion processmethod for first-passage problem is used and the correspon-ding backward Kolmogorov equation and Pontryagin equa-tion are constructed and solved to yield the conditionalreliability function and mean first-passage time with suitableinitial and boundary conditions.The analytical results areconfirmed by Monte Carlo simulation.

引用

页码：575 / 582

页数：8

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