Applied Mathematics and Mechanics (English Edition) ›› 2009, Vol. 30 ›› Issue (2): 255-262 .

• Articles • 上一篇    

An approximation of the first passage probability of systems under nonstationary random excitation

何军   

  1. Department of Civil Engineering, Shanghai Jiaotong University,Shanghai 200240, P. R. China
  • 收稿日期:2008-05-06 修回日期:2008-12-01 出版日期:2009-02-11 发布日期:2009-02-11
  • 通讯作者: 何军

An approximation of the first passage probability of systems under nonstationary random excitation

Jun HE   

  1. Department of Civil Engineering, Shanghai Jiaotong University,Shanghai 200240, P. R. China
  • Received:2008-05-06 Revised:2008-12-01 Online:2009-02-11 Published:2009-02-11
  • Contact: Jun HE

摘要: An approximate method is presented for obtaining analytical solutions for the conditional first passage probability of systems under modulated white noise excitation. As the method is based on VanMarcke's approximation, with normalization of the response 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 structures. Explicit solutions to the second-moment statistics of the response are given. Accuracy, efficiency and usage of the proposed method are demonstrated by the first passage analysis of single-degree-of-freedom (SDOF) linear systems under two special types of modulated white noise excitations.

Abstract: An approximate method is presented for obtaining analytical solutions for the conditional first passage probability of systems under modulated white noise excitation. As the method is based on VanMarcke's approximation, with normalization of the response 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 structures. Explicit solutions to the second-moment statistics of the response are given. Accuracy, efficiency and usage of the proposed method are demonstrated by the first passage analysis of single-degree-of-freedom (SDOF) linear systems under two special types of modulated white noise excitations.

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