First-passage time of quasi-non-integrable-Hamiltonian system |
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Authors: | Gan Chunbiao Xu Bohou |
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Institution: | (1) Department of Mechanics, Zhejiang University, 310027 Hangzhou, China |
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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 |
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Keywords: | Hamiltonian system non-integrable stochastic averaging method Pontryagin equation first-passage time |
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