First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems

doi:10.1016/S0020-7462(02)00058-6

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	First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems
	Zhu WQ(朱位秋); Huang ZL; Deng ML; Zhu, WQ (reprint author), Zhejiang Univ, Dept Mech, Hangzhou 310027, Peoples R China.
发表期刊	International Journal of Non-Linear Mechanics
	2003
卷号	38 期号:8 页码:1133-1148
ISSN	0020-7462
摘要	An n degree-of-freedom Hamiltonian system with r (1¡r¡n) independent 0rst integrals which are in involution is calledpartially integrable Hamiltonian system. A partially integrable Hamiltonian system subject to light dampings andweak stochastic excitations is called quasi-partially integrable Hamiltonian system. In the present paper, the procedures for studying the 0rst-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems are proposed. First, the stochastic averaging methodfor quasi-partially integrable Hamiltonian systems is brie4y reviewed. Then, basedon the averagedIt ˆo equations, a backwardKolmogorov equation governing the conditional reliability function, a set of generalized Pontryagin equations governing the conditional moments of 0rst-passage time and their boundary and initial conditions are established. After that, the dynamical programming equations and their associated boundary and 0nal time conditions for the control problems of maximization of reliability andof maximization of mean 0rst-passage time are formulated. The relationship between the backwardKolmogorov equation andthe dynamical programming equation for reliability maximization, andthat between the Pontryagin equation andthe dynamical programming equation for maximization of mean 0rst-passage time are discussed. Finally, an example is worked out to illustrate the proposed procedures and the e9ectiveness of feedback control in reducing 0rst-passage failure.
学科领域	力学
DOI	10.1016/S0020-7462(02)00058-6
收录类别	SCI
语种	英语
WOS记录号	WOS:000180906300001
关键词[WOS]	NON-LINEAR OSCILLATORS
WOS研究方向	Mechanics
WOS类目	Mechanics
引用统计	被引频次：36[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://dspace.imech.ac.cn/handle/311007/17571
专题	力学所知识产出(1956-2008)
通讯作者	Zhu, WQ (reprint author), Zhejiang Univ, Dept Mech, Hangzhou 310027, Peoples R China.
推荐引用方式 GB/T 7714	Zhu WQ,Huang ZL,Deng ML,et al. First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems[J]. International Journal of Non-Linear Mechanics,2003,38,8,:1133-1148.
APA	朱位秋,Huang ZL,Deng ML,&Zhu, WQ .(2003).First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems.International Journal of Non-Linear Mechanics,38(8),1133-1148.
MLA	朱位秋,et al."First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems".International Journal of Non-Linear Mechanics 38.8(2003):1133-1148.

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