First-passage problem for strong nonlinear stochastic dynamical systems

DOI10.1016/J.CHAOS.2005.05.054zbMATH Open1083.70518OpenAlexW2037958542MaRDI QIDQ813652FDOQ813652

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

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zbMATH Keywords

stochastic averaging methodcoupled Duffing-van der Pol systemsdissipative quasi-nonintegrable Hamiltonian systemsGaussian white noise excitation

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) Stopping times; optimal stopping problems; gambling theory (60G40) Random vibrations in mechanics of particles and systems (70L05) Applications of dynamical systems (37N99)

Cites Work

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

Cited In (17)

• Research on the reliability of friction system under combined additive and multiplicative random excitations
• Reliability analysis of a class of stochastically excited nonlinear Markovian jump systems
• First passage failure of dynamical power systems under random perturbations
• The First Passage Failure of SDOF Strongly Nonlinear Stochastic System with Fractional Derivative Damping
• Stochastic optimal control of first-passage failure for coupled Duffing-van der Pol system under Gaussian white noise excitations
• \(H_{\infty }\) filtering on nonlinear stochastic systems with delay
• Title not available (Why is that?)
• 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 of strongly nonlinear oscillators under combined harmonic and real noise excitations
• First-passage failure of quasi-non-integrable-Hamiltonian systems
• Statistical characteristics of the first passage time analysis for the gene regulatory circuit in \textit{Bacillus subtilis} by cell mapping method
• Reliability of a class of nonlinear systems under switching random excitations
• Stochastic P-bifurcation analysis of a class of nonlinear Markov jump systems under combined harmonic and random excitations
• Reliability of linear and nonlinear dynamic systems under multiplicative and additive noise
• First-passage time statistics in a bistable system subject to Poisson white noise by the generalized cell mapping method
• First-passage failure minimization of stochastic Duffing-Rayleigh-Mathieu system

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