耦合Duffing-van der Pol系统的首次穿越问题 FIRST-PASSAGE PROBLEM FOR COUPLED DUFFING-VAN DE

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耦合Duffing-van der Pol系统的首次穿越问题

FIRST-PASSAGE PROBLEM FOR COUPLED DUFFING-VAN DER POL SYSTEMS

利用拟不可积Hamilton系统随机平均法,研究了高斯白噪声激励下耦合Duffing-van der Pol系统的首次穿越问题.首先给出了条件可靠性函数满足的后向Kolmogorov方程以及首次穿越时间条件矩满足的广义Pontryagin方程.然后根据这两类偏微分方程的边界条件和初始条件,详细分析了在外激与参激共同作用以及纯外激作用等情况下系统的可靠性与首次穿越时间的各阶矩.最后以图表形式给出了可靠性函数、首次穿越时间的概率密度以及平均首次穿越时间的数值结果.

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作 者: 徐伟 李伟 靳艳飞 赵俊锋 Xu Wei Li Wei Jin Yanfei Zhao Junfeng  
作者单位:西北工业大学应用数学系,西安,710072 
刊 名:力学学报  ISTIC EI PKU
英文刊名:CHINESE JOURNAL OF THEORETICAL AND APPLIED MECHANICS 
年,卷(期):2005 37(5) 
分类号:O332 
关键词:拟不可积Hamilton系统   可靠性函数   随机平均法   平均首次穿越时间  
机标关键词:耦合系统平均首次穿越时间可靠性函数偏微分方程随机平均法噪声激励数值结果拟不可积概率密度穿越问题边界条件同作用条件矩图表高斯 
基金项目: 
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