First-passage time of quasi-non-integrable-Hamiltonian system

Authors
Citation
Cb. Gan et Bh. Xu, First-passage time of quasi-non-integrable-Hamiltonian system, ACT MEC SIN, 16(2), 2000, pp. 183-192
Citations number
24
Categorie Soggetti
Mechanical Engineering
Journal title
ACTA MECHANICA SINICA
ISSN journal
05677718 → ACNP
Volume
16
Issue
2
Year of publication
2000
Pages
183 - 192
Database
ISI
SICI code
0567-7718(200005)16:2<183:FTOQS>2.0.ZU;2-#
Abstract
Studies on first-passage failure are extended to the multi-degree-of-freedo m quasi-non-integrable-Hamiltonian systems under parametric excitations of Gaussian white noises in this paper. By the stochastic averaging method of energy envelope, the system's energy can be modeled as a one-dimensional ap proximate diffusion process by which the classical Pontryagin equation with suitable boundary conditions is applicable to analyzing the statistical mo ments of the first-passage time of an arbitrary order. An example is studie d in detail and some numerical results are given to illustrate the above pr ocedure.