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Galerkin Scheme Based Determination of First-passage Probability of Nonlinear System Response

机译:基于Galerkin方案的非线性系统响应第一通道概率的确定。

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An approximate analytical approach for determining the first-passage probability of the response of a class of lightly damped nonlinear oscillators to broad-band random excitations is presented. Markovian approximations both of the response amplitude envelope and of the response energy envelope are considered. This approach leads to a backward Kolmogorov equation which governs the evolution of the survival probability of the system. This equation is solved approximately by employing a Galerkin scheme. A convenient set of confluent hypergeometric functions is used as an orthogonal basis for this scheme. The reliability of the derived analytical solution is demonstrated by comparisons with digital data derived by pertinent Monte Carlo simulations.
机译:提出了一种确定一类轻阻尼非线性振荡器对宽带随机激励响应的第一遍概率的近似分析方法。考虑了响应幅度包络和响应能量包络的马尔科夫近似。这种方法导致了向后的Kolmogorov方程,该方程控制着系统生存概率的演变。该方程近似地通过采用Galerkin方案来求解。便利的融合超几何函数集用作此方案的正交基础。通过与相关的蒙特卡洛模拟得出的数字数据进行比较,证明了所得出的分析解决方案的可靠性。

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