On the first-passage time for envelope crossing for a linear oscillator

Samuel T. Ariaratnam

40 citations0/0 files storedInternational Journal of Control

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Probabilistic and Robust Engineering Design Vibration and Dynamic Analysis stochastic dynamics and bifurcation

Abstract

The first-passage time problem for envelope crossing for a linear oscillator subject to stationary wide-band random excitation is investigated. The amplitude of the response is approximated by a one-dimensional Markov process, and differential equations governing the moments of the first-passage time are derived. Analytical solutions are obtained for the mean and the variance

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References

1966Some First-Passage Problems in Random Vibration 1964Probability of Structural Failure Under Random Loading 1968An approach to the first-passage problem in random vibration

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1978Non-stationary random vibration of a linear structure 2003Optimal Bounded Control of First-Passage Failure of Quasi-Integrable Hamiltonian Systems with Wide-Band Random Excitation 2008First-passage failure of quasi linear systems subject to multi-time-delayed feedback control and wide-band random excitation 1978Energy Analysis of Structural Vibrations under Modulated Random Excitation

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