Approximation for the First Passage Probability of Systems Under Nonstationary Random Excitation

HE Jun

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HE Jun. Approximation for the First Passage Probability of Systems Under Nonstationary Random Excitation[J]. Applied Mathematics and Mechanics, 2009, 30(2): 245-252.

Citation:

HE Jun. Approximation for the First Passage Probability of Systems Under Nonstationary Random Excitation[J]. Applied Mathematics and Mechanics, 2009, 30(2): 245-252.

Citation:

HE Jun. Approximation for the First Passage Probability of Systems Under Nonstationary Random Excitation[J]. Applied Mathematics and Mechanics, 2009, 30(2): 245-252.

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Approximation for the First Passage Probability of Systems Under Nonstationary Random Excitation

HE Jun

Department of Civil Engineering, School of Naval Architecture, Ocean and Civil Engineering, Shanghai Jiaotong University, Shanghai 200240, P. R. China

Received Date: 2008-05-06
Rev Recd Date: 2008-12-05
Publish Date: 2009-02-15

Abstract

Abstract

An approximate method is presented for obtaining analytical solutions for the conditional fast passage piubability of systems under modulated white noise excitation, the method is based on VanMarcke's approximation, however, because the normalization of the response was introduced, the expected decay rates can be evaluated from the second-moment statistics instead of the correlation functions or spectrum density functions of the response of considered stnrcrures. Explicit solutions for the second-moment statistics of the response were given. The accuracy, efficiency and usage of the proposed method were demonstrated by the fast passage analysis of single-degree-of freedom (SDOF) linear systems under two special types of modulated white noise excitations.
- first passage probability,
- D-type barrier,
- decay rate,
- nonstationary excitation,
- envelope Process

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References(22)

References

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