Abstract
The stationary response and first passage failure of Rayleigh oscillator under external Gauss white noise excitation are investigated. The motion equations is reduced to averaged stochastic differential equations, and a backward Kolmogorov equation governing the conditional reliability function and a generalized Pontrayagin equation governing the conditional monments of first-passage time are established. The statistical propertyies of the stationary response and first-passage failure are analyzed numerically with three groups of parameters.
| Original language | English |
|---|---|
| Pages (from-to) | 462-465 |
| Number of pages | 4 |
| Journal | Yingyong Lixue Xuebao/Chinese Journal of Applied Mechanics |
| Volume | 23 |
| Issue number | 3 |
| State | Published - Sep 2006 |
Keywords
- First-passage failure
- Gauss-white noise
- Rayleigh oscillator
- Reliability
- Stationary response
- Stochastic averaging method