First-passage problem for strong nonlinear stochastic dynamical systems

DOI10.1016/J.CHAOS.2005.05.054MaRDI QIDQ813652zbMATH OpenOpenAlexFDO

Authors W. Li, Wei Xu, Yanfei Jin, Junfeng Zhao

Publication date 13 February 2006

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2005.05.054

zbMATH Keywords

coupled Duffing-van der Pol systemsdissipative quasi-nonintegrable Hamiltonian systemsGaussian white noise excitationstochastic averaging method

Mathematics Subject Classification ID

Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Applications of dynamical systems (37N99) Stopping times; optimal stopping problems; gambling theory (60G40) Random vibrations in mechanics of particles and systems (70L05)

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Cites work

• Asymptotic analysis of first-passage problems
• Effect on the mean first passage time in symmetrical bistable systems by cross-correlation between noises
• Excursion probabilities of non-linear systems
• Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems
• First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems
• First-passage failure of quasi-non-integrable-Hamiltonian systems
• First-passage time for randomly excited non-linear oscillators
• On the first-passage time for envelope crossing for a linear oscillator
• On the reliability of the linear oscillator and systems of coupled oscillators
• Stochastic Averaging of Quasi-Nonintegrable-Hamiltonian Systems
• Stochastic optimal control of first-passage failure for coupled Duffing-van der Pol system under Gaussian white noise excitations
• Survival probability of nonlinear oscillators subjected to broad-band random disturbances

Cited in

(24)

• Asymptotic analysis of first-passage problems
• First-passage time of Duffing oscillator under combined harmonic and white-noise excitations
• Stochastic averaging method for estimating first-passage statistics of stochastically excited Duffing-Rayleigh-Mathieu system
• First-passage failure minimization of stochastic Duffing-Rayleigh-Mathieu system
• First-exit problem of MDOF strongly nonlinear oscillators under wide-band random excitations without internal resonances
• Stochastic P-bifurcation analysis of a class of nonlinear Markov jump systems under combined harmonic and random excitations
• Research on the reliability of friction system under combined additive and multiplicative random excitations
• Statistical characteristics of the first passage time analysis for the gene regulatory circuit in \textit{Bacillus subtilis} by cell mapping method
• \(H_{\infty }\) filtering on nonlinear stochastic systems with delay
• Stochastic optimal control of first-passage failure for coupled Duffing-van der Pol system under Gaussian white noise excitations
• Reliability analysis of a class of stochastically excited nonlinear Markovian jump systems
• First-passage time probability of non-linear stochastic systems by generalized cell mapping method
• The First Passage Failure of SDOF Strongly Nonlinear Stochastic System with Fractional Derivative Damping
• First-passage problem of strongly nonlinear stochastic oscillators with external and internal resonances
• First passage failure of quasi non-integrable generalized Hamiltonian systems
• scientific article; zbMATH DE number 4078957 (Why is no real title available?)
• First-passage failure of MDOF nonlinear oscillator
• Reliability of linear and nonlinear dynamic systems under multiplicative and additive noise
• The first passage problem of a stochastic wheelset system
• Reliability of a class of nonlinear systems under switching random excitations
• First passage failure of dynamical power systems under random perturbations
• First-passage time statistics in a bistable system subject to Poisson white noise by the generalized cell mapping method
• First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations
• First-passage failure of quasi-non-integrable-Hamiltonian systems

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