文献类型：期刊文献

英文题名：Stochastic averaging method for estimating first-passage statistics of stochastically excited Duffing-Rayleigh-Mathieu system

作者：Wu, Yongjun[1];Fang, Wang[2]

机构：[1]E China Univ Sci & Technol, Sch Informat Sci & Engn, Inst Automat, Shanghai 200237, Peoples R China;[2]Hangzhou Yiheng Technol Co Ltd, Hangzhou 310013, Zhejiang, Peoples R China

年份：2008

卷号：24

期号：5

起止页码：575

外文期刊名：ACTA MECHANICA SINICA

收录：;EI(收录号：20084411666208);WOS:【SCI-EXPANDED(收录号:WOS:000260181500011)】；

语种：英文

外文关键词：First-passage; Colored noise; Stochastic averaging; Reliability; Monte Carlo simulation

摘要：The first-passage statistics of Duffing-Rayleigh-Mathieu system under wide-band colored noise excitations is studied by using stochastic averaging method. The motion equation of the original system is transformed into two time homogeneous diffusion Markovian processes of amplitude and phase after stochastic averaging. The diffusion process method for first-passage problem is used and the corresponding backward Kolmogorov equation and Pontryagin equation are constructed and solved to yield the conditional reliability function and mean first-passage time with suitable initial and boundary conditions. The analytical results are confirmed by Monte Carlo simulation.