FIRST-PASSAGE TIME OF QUASI-NON-INTEGRABLE-HAMILTONIAN SYSTEM  

作　　者：甘春标 徐博侯 

机构地区：[1]Department of Mechanics. Zhejiang University, Hangzhou, China 310027

出　　处：《Acta Mechanica Sinica》2000年第2期183-192,共10页力学学报（英文版）

基　　金：The project supported by the Post-Doctoral Foundation of China

摘　　要：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.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.

关 键 词：Hamiltonian system NON-INTEGRABLE stochastic averaging method Pontryagin equation first-passage time 

分 类 号：O152.7[理学—数学]