Stochastic optimal control of first-passage failure for coupled Duffing-van der Pol system under Gaussian white noise excitations

Wei Li, Wei Xu, Junfeng Zhao, Shaojuan Ma

科研成果: 期刊稿件文章同行评审

14 引用 (Scopus)

摘要

In this paper, the stochastic averaging method of quasi-non-integrable- Hamiltonian systems is applied to Duffing-van der Pol system to obtain partially averaged Ito stochastic differential equations. On the basis of the stochastic dynamical programming principle and the partially averaged Ito equation, dynamical programming equations for the reliability function and the mean first-passage time of controlled system are established. Then a non-linear stochastic optimal control strategy for coupled Duffing-van der Pol system subject to Gaussian white noise excitation is taken for investigating feedback minimization of first-passage failure. By averaging the terms involving control forces and replacing control forces by the optimal ones, the fully averaged Ito equation is derived. Thus, the feedback minimization for first-passage failure of controlled system can be obtained by solving the final dynamical programming equations. Numerical results for first-passage reliability function and mean first-passage time of the controlled and uncontrolled systems are compared in illustrative figures to show effectiveness and efficiency of the proposed method.

源语言英语
页(从-至)1221-1228
页数8
期刊Chaos, Solitons and Fractals
25
5
DOI
出版状态已出版 - 9月 2005

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