文献类型：期刊文献

英文题名：First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations

作者：Wu, Y. J.[2];Luo, M.[2];Zhu, W. Q.[1]

机构：[1]Zhejiang Univ, State Key Lab Fluid Power Transmiss & Control, Dept Mech, Hangzhou 310027, Peoples R China;[2]E China Univ Sci & Technol, Sch Informat Sci & Engn, Inst Automat, Shanghai 200237, Peoples R China

年份：2008

卷号：78

期号：7

起止页码：501

外文期刊名：ARCHIVE OF APPLIED MECHANICS

收录：;EI(收录号：20082311297145);WOS:【SCI-EXPANDED(收录号:WOS:000256251800002)】；

语种：英文

外文关键词：first-passage failure; combined harmonic and real noise excitations; Duffing-van der Pol system; stochastic averaging; Monte Carlo simulation

摘要：First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations is studied. The motion equation of the system is reduced to a set of averaged Ito stochastic differential equations by stochastic averaging in the case of resonance. Then, the 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 mean first-passage time are obtained by solving the backward Kolmogorov equation and Pontryagin equation with suitable initial and boundary conditions. The procedure is applied to Duffing-van der Pol system in resonant case and the analytical results are verified by Monte Carlo simulation.