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

First-passage time of quasi-non-integrable-Hamiltonian system Abstract Studies on first-passage failure are extended to the multi-degree-of-freedom 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 approximate diffusion process by which the classical Pontryagin equation with suitable boundary conditions is applicable to analyzing the statistical moments of the first-passage time of an arbitrary order. An example is studied in detail and some numerical results are given to illustrate the above procedure. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png "Acta Mechanica Sinica" Springer Journals

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

"Acta Mechanica Sinica" , Volume 16 (2): 10 – May 1, 2000

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References (27)

Publisher
Springer Journals
Copyright
2000 Chinese Society of Theoretical and Applied Mechanics
ISSN
0567-7718
eISSN
1614-3116
DOI
10.1007/BF02486710
Publisher site
See Article on Publisher Site

Abstract

Abstract Studies on first-passage failure are extended to the multi-degree-of-freedom 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 approximate diffusion process by which the classical Pontryagin equation with suitable boundary conditions is applicable to analyzing the statistical moments of the first-passage time of an arbitrary order. An example is studied in detail and some numerical results are given to illustrate the above procedure.

Journal

"Acta Mechanica Sinica"Springer Journals

Published: May 1, 2000

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