Publisher DOI: 10.1016/j.jsv.2020.115284
Title: First passage time of nonlinear diffusion processes with singular boundary behavior
Authors: Dostal, Leo 
Namachchivaya, Navaratnam Sri 
Keywords: Duffing oscillator;First passage time;Mathieu oscillator;Random excitation;Stochastic dynamics
Issue Date: 23-Jun-2020
Source: Journal of Sound and Vibration (476): 115284 (2020-06-23)
Journal: Journal of sound and vibration 
Abstract (english): 
New theorems for moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary xe are formulated. This important class of one dimensional stochastic processes results among others from approximations of the energy or amplitude of second order nonlinear stochastic differential equations. Since the diffusion of a stochastic process vanishes at an entrance boundary, xe is called a singular point of the stochastic process. The theorems for the moments of the first passage times are validated based on existing analytical results. In addition, the first passage times of a forced and damped Mathieu oscillator, as well as a nonlinear stochastic differential equation, which is important for the determination of dangerous ship roll dynamics, are calculated. The proposed analytical expressions for the moments of the first passage times can be calculated very fast using standard quadrature formulas.
URI: http://hdl.handle.net/11420/5430
ISSN: 0022-460X
Institute: Mechanik und Meerestechnik M-13 
Document Type: Article
Appears in Collections:Publications without fulltext

Show full item record

Page view(s)

55
Last Week
1
Last month
4
checked on Jan 21, 2022

SCOPUSTM   
Citations

1
Last Week
0
Last month
0
checked on Jan 21, 2022

Google ScholarTM

Check

Add Files to Item

Note about this record

Cite this record

Export

Items in TORE are protected by copyright, with all rights reserved, unless otherwise indicated.