期刊
INTERNATIONAL JOURNAL OF NON-LINEAR MECHANICS
卷 85, 期 -, 页码 143-151出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.ijnonlinmec.2016.06.010
关键词
First-passage problem; Internal resonance; Wide-band stochastic excitation; Stochastic averaging method
类别
资金
- National Natural Science Foundation of China [11272201, 11372271, 11132007]
In this paper, first-passage problem of a class of internally resonant quasi-integrable Hamiltonian system under wide-band stochastic excitations is studied theoretically. By using stochastic averaging method, the equations of motion of the original internally resonant Hamiltonian system are reduced to a set of averaged Ito stochastic differential equations. The backward Kolmogorov equation governing the conditional reliability function and the Pontryagin equation governing the mean first-passage time are established under appropriate boundary and (or) initial conditions. An example is given to show the accuracy of the theoretical method. Numerical solutions of high-dimensional backward Kolmogorov and Pontryagin equation are obtained by finite difference. All theoretical results are verified by Monte Carlo simulation. (C) 2016 Elsevier Ltd. All rights reserved.
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