Reliability of quasi integrable and non-resonant Hamiltonian systems under fractional Gaussian noise excitation

• 作者: M.L.Deng Q.F.Lü W.Q.Zhu
• 来源期刊: 力学学报（英文版）
• 年，卷（期）: 2020,（4）
• 所属期刊栏目: DYNAMICS,VIBRATION,AND CONTROL
• 页码范围: 902-909
• 页数: 8页
• 语种: 英文

摘要

The reliability of quasi integrable and non-resonant Hamiltonian system under fractional Gaussian noise (fGn) excitation is studied.Noting rather flat fGn power spectral density (PSD) in most part of frequency band,the fGn is innovatively regarded as a wide-band process.Then,the stochastic averaging method for quasi integrable Hamiltonian systems under wide-band noise excitation is applied to reduce 2n-dimensional original system into n-dimensional averaged Itō stochastic differential equations (SDEs).Reliability function and mean first passage time are obtained by solving the associated backward Kolmogorov equation and Pontryagin equation.The validity of the proposed procedure is tested by applying it to an example and comparing the numerical results with those from Monte Carlo simulation.