First-passage time probability of non-linear stochastic systems by generalized cell mapping method

DOI10.1016/S0022-460X(88)80185-8zbMATH Open1235.70200MaRDI QIDQ2879853FDOQ2879853

Authors: Chieh-Su Hsu, Jian-Qiao Sun 

Publication date: 5 April 2012

Published in: Journal of Sound and Vibration (Search for Journal in Brave)

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Mathematics Subject Classification ID

Random vibrations in mechanics of particles and systems (70L05)

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• Global invariant manifolds of dynamical systems with the compatible cell mapping method
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• Stochastic response of a vibro-impact system by path integration based on generalized cell mapping method
• Extinction time of a stochastic predator-prey model by the generalized cell mapping method
• Methods of nonlinear random vibration analysis.
• Stochastic response of a \(\phi^6\) oscillator subjected to combined harmonic and Poisson white noise excitations
• Exit location distribution in the stochastic exit problem by the generalized cell mapping method
• First-passage time statistics in a bistable system subject to Poisson white noise by the generalized cell mapping method
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• Non-stationary nonzero mean probabilistic solutions of nonlinear stochastic oscillators subjected to both additive and multiplicative excitations

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