First-passage failure of quasi-integrable Hamiltonian systems

doi:10.1115/1.1460912

IMECH-IR > 力学所知识产出(1956-2008)

	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.
发表期刊	Journal of Applied Mechanics-Transactions of the ASME
	2002
卷号	69 期号:3 页码:274-282
ISSN	0021-8936
摘要	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.
关键词	Nonlinear Feedback-control Non-linear Oscillators Stochastic Stability Time
DOI	10.1115/1.1460912
收录类别	SCI
语种	英语
WOS记录号	WOS:000175888200009
关键词[WOS]	NONLINEAR FEEDBACK-CONTROL ; NON-LINEAR OSCILLATORS ; STOCHASTIC STABILITY ; TIME
WOS研究方向	Mechanics
WOS类目	Mechanics
引用统计	被引频次：34[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/311007/33697
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,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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