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First-passage failure of quasi-integrable Hamiltonian systems | |
Zhu WQ(朱位秋); Deng ML; Huang ZL; Zhu, WQ (reprint author), Zhejiang Univ, Dept Mech, Hangzhou 310027, Peoples R China. | |
Source Publication | Journal of Applied Mechanics-Transactions of the ASME |
2002 | |
Volume | 69Issue:3Pages:274-282 |
ISSN | 0021-8936 |
Abstract | The first-passage failure of quasi-integrable Hamiltonian si-stems (multidegree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is investigated. The motion equations of such a system are first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving these equations with suitable initial and boundary conditions. Two examples are given to illustrate the proposed procedure and the results from digital simulation are obtained to verify the effectiveness of the procedure. |
Keyword | Nonlinear Feedback-control Non-linear Oscillators Stochastic Stability Time |
DOI | 10.1115/1.1460912 |
Indexed By | SCI |
Language | 英语 |
WOS ID | WOS:000175888200009 |
WOS Keyword | NONLINEAR FEEDBACK-CONTROL ; NON-LINEAR OSCILLATORS ; STOCHASTIC STABILITY ; TIME |
WOS Research Area | Mechanics |
WOS Subject | Mechanics |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://dspace.imech.ac.cn/handle/311007/33697 |
Collection | 力学所知识产出(1956-2008) |
Corresponding Author | Zhu, WQ (reprint author), Zhejiang Univ, Dept Mech, Hangzhou 310027, Peoples R China. |
Recommended Citation GB/T 7714 | Zhu WQ,Deng ML,Huang ZL,et al. First-passage failure of quasi-integrable Hamiltonian systems[J]. Journal of Applied Mechanics-Transactions of the ASME,2002,69,3,:274-282. |
APA | 朱位秋,Deng ML,Huang ZL,&Zhu, WQ .(2002).First-passage failure of quasi-integrable Hamiltonian systems.Journal of Applied Mechanics-Transactions of the ASME,69(3),274-282. |
MLA | 朱位秋,et al."First-passage failure of quasi-integrable Hamiltonian systems".Journal of Applied Mechanics-Transactions of the ASME 69.3(2002):274-282. |
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