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First-passage time of quasi-non-integrable-Hamiltonian system
Authors:Gan Chunbiao  Xu Bohou
Institution:(1) Department of Mechanics, Zhejiang University, 310027 Hangzhou, China
Abstract:Studies on first-passage failure are extended to the multi-degree-of-freedom quasi-non-integrable-Hamiltonian systems under parametric excitations of Gaussian white noises in this paper. By the stochastic averaging method of energy envelope, the system's energy can be modeled as a one-dimensional approximate diffusion process by which the classical Pontryagin equation with suitable boundary conditions is applicable to analyzing the statistical moments of the first-passage time of an arbitrary order. An example is studied in detail and some numerical results are given to illustrate the above procedure. The project supported by the Post-Doctoral Foundation of China
Keywords:Hamiltonian system  non-integrable  stochastic averaging method  Pontryagin equation  first-passage time
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