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| First-passage time of Duffing oscillator under combined harmonic and white-noise excitations | |
| Zhu WQ(朱位秋); Wu YJ; Zhu, WQ (reprint author), Zhejiang Univ, Dept Mech, Hangzhou 310027, Peoples R China. | |
| Source Publication | Nonlinear Dynamics
 |
| 2003 | |
| Volume | 32Issue:3Pages:291-305 |
| ISSN | 0924-090X |
| Abstract | The first-passage time of Duffing oscillator under combined harmonic and white-noise excitations is studied. The equation of motion of the system is first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method. 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 the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. Numerical results for two resonant cases with several sets of parameter values are obtained and the analytical results are verified by using those from digital simulation. |
| Keyword | Duffing Oscillator Combined Harmonic And White Noise Excitations Stochastic Averaging First-passage Time Reliability Integrable-hamiltonian-systems Nonlinear Oscillators Passage Time Broad-band Failure Envelope |
| DOI | 10.1023/A:1024414020813 |
| Indexed By | SCI |
| Language | 英语 |
| WOS ID | WOS:000183708900004 |
| WOS Keyword | INTEGRABLE-HAMILTONIAN-SYSTEMS ; NONLINEAR OSCILLATORS ; PASSAGE TIME ; BROAD-BAND ; FAILURE ; ENVELOPE |
| WOS Research Area | Engineering ; Mechanics |
| WOS Subject | Engineering, Mechanical ; Mechanics |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://dspace.imech.ac.cn/handle/311007/33723 |
| 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,Wu YJ,Zhu, WQ . First-passage time of Duffing oscillator under combined harmonic and white-noise excitations[J]. Nonlinear Dynamics,2003,32,3,:291-305. |
| APA | 朱位秋,Wu YJ,&Zhu, WQ .(2003).First-passage time of Duffing oscillator under combined harmonic and white-noise excitations.Nonlinear Dynamics,32(3),291-305. |
| MLA | 朱位秋,et al."First-passage time of Duffing oscillator under combined harmonic and white-noise excitations".Nonlinear Dynamics 32.3(2003):291-305. |
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