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An approximation of the first passage probability of systems under nonstationary random excitation

An approximation of the first passage probability of systems under nonstationary random excitation
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摘要 An approximate method is presented for obtaining analytical solutions for the conditional first passage probability of systems under modulated white noise excitation. As the method is based on VanMarcke's approximation, with normalization of the response introduced, the expected decay rates can be evaluated from the second-moment statistics instead of the correlation functions or spectrum density functions of the response of considered structures. Explicit solutions to the second-moment statistics of the response are given. Accuracy, efficiency and usage of the proposed method are demonstrated by the first passage analysis of single-degree-of-freedom (SDOF) linear systems under two special types of modulated white noise excitations. An approximate method is presented for obtaining analytical solutions for the conditional first passage probability of systems under modulated white noise excitation. As the method is based on VanMarcke's approximation, with normalization of the response introduced, the expected decay rates can be evaluated from the second-moment statistics instead of the correlation functions or spectrum density functions of the response of considered structures. Explicit solutions to the second-moment statistics of the response are given. Accuracy, efficiency and usage of the proposed method are demonstrated by the first passage analysis of single-degree-of-freedom (SDOF) linear systems under two special types of modulated white noise excitations.
作者 何军
出处 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2009年第2期255-262,共8页 应用数学和力学(英文版)
基金 supported by the National Natural Science Foundation of China (No. 50478017)
关键词 first passage probability D-type barrier decay rate nonstationary excitation envelope process first passage probability, D-type barrier, decay rate, nonstationary excitation, envelope process
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