First-passage problem for strong nonlinear stochastic dynamical systems

DOI10.1016/J.CHAOS.2005.05.054zbMath1083.70518OpenAlexW2037958542MaRDI QIDQ813652

Yanfei Jin, Wei Xu, Wei Li, Jun-Feng Zhao

Publication date: 13 February 2006

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2005.05.054

zbMATH Keywords

stochastic averaging methodcoupled Duffing-van der Pol systemsdissipative quasi-nonintegrable Hamiltonian systemsGaussian white noise excitation

Mathematics Subject Classification ID

Random vibrations in mechanics of particles and systems (70L05) Stopping times; optimal stopping problems; gambling theory (60G40) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Applications of dynamical systems (37N99) Generation, random and stochastic difference and differential equations (37H10)

Related Items (8)

Reliability analysis of a class of stochastically excited nonlinear Markovian jump systems ⋮ Stochastic averaging method for estimating first-passage statistics of stochastically excited Duffing-Rayleigh-Mathieu system ⋮ Reliability of a class of nonlinear systems under switching random excitations ⋮ Research on the reliability of friction system under combined additive and multiplicative random excitations ⋮ \(H_{\infty }\) filtering on nonlinear stochastic systems with delay ⋮ First-passage time statistics in a bistable system subject to Poisson white noise by the generalized cell mapping method ⋮ Statistical characteristics of the first passage time analysis for the gene regulatory circuit in \textit{Bacillus subtilis} by cell mapping method ⋮ Stochastic P-bifurcation analysis of a class of nonlinear Markov jump systems under combined harmonic and random excitations

Cites Work

• First-passage failure of quasi-non-integrable-Hamiltonian systems
• Feedback minimization of first-passage failure of quasi non-integrable Hamiltonian systems
• First-passage failure and its feedback minimization of quasi-partially integrable Hamiltonian systems
• Excursion probabilities of non-linear systems
• Survival probability of nonlinear oscillators subjected to broad-band random disturbances
• Asymptotic analysis of first-passage problems
• Effect on the mean first passage time in symmetrical bistable systems by cross-correlation between noises
• Stochastic optimal control of first-passage failure for coupled Duffing-van der Pol system under Gaussian white noise excitations
• First-passage time for randomly excited non-linear oscillators
• On the reliability of the linear oscillator and systems of coupled oscillators
• Stochastic Averaging of Quasi-Nonintegrable-Hamiltonian Systems
• On the first-passage time for envelope crossing for a linear oscillator

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