Stochastic stabilization of first-passage failure of Rayleigh oscillator under Gaussian white-noise parametric excitations

DOI10.1016/J.CHAOS.2005.04.019MaRDI QIDQ2484786zbMATH OpenOpenAlexFDO

Authors Jiaorui Li, Wei Xu

Publication date 1 August 2005

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

Full work available at URL https://doi.org/10.1016/j.chaos.2005.04.019

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Review text

A new procedure has been implemented in studying the first-passage failure and designing a feedback control for the Rayleigh oscillator due to white noise excitation.

Recommendations

• First-passage failure and optimal control of nonlinear oscillator under Gaussian white-noise parametric excitations
• First-passage failure and optimal control of stochastic Rayleigh oscillator
• First-passage failure minimization of stochastic Duffing-Rayleigh-Mathieu system
• Stochastic optimal control of first-passage failure for coupled Duffing-van der Pol system under Gaussian white noise excitations
• First-passage failure of MDOF nonlinear oscillator

Cites work

• scientific article; zbMATH DE number 3155846 (Why is no real title available?)
• scientific article; zbMATH DE number 3240796 (Why is no real title available?)
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• Mean first-passage time of a bistable kinetic model driven by two different kinds of coloured noises
• On Statistics of First-Passage Failure
• Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
• Stochastic averaging and Lyapunov exponent of quasi partially integrable Hamiltonian systems
• Stochastic Averaging of Quasi-Integrable Hamiltonian Systems
• Stochastic Averaging of Quasi-Nonintegrable-Hamiltonian Systems
• Stochastic Hopf bifurcation of quasi-nonintegrable-Hamiltonian systems
• Stochastic stabilization of quasi-partially integrable Hamiltonian systems by using Lyapunov exponent

Cited in

(6)

• 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
• Asymptotic behavior of the stochastic Rayleigh-van der Pol equations with jumps
• First-passage failure and optimal control of stochastic Rayleigh oscillator
• First-passage failure and optimal control of nonlinear oscillator under Gaussian white-noise parametric excitations
• Research on nonlinear stochastic dynamical price model

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