Stochastic optimal control of first-passage failure for rectangular thin plate vibration model under gaussian white-noise excitations

2011 ◽  
Vol 17 (6) ◽  
pp. 431-434 ◽  
Author(s):  
Gen Ge ◽  
Hongli Wang
Keyword(s):  
Optimal Control ◽  
White Noise ◽  
Thin Plate ◽  
Stochastic Optimal Control ◽  
Gaussian White Noise ◽  
Plate Vibration ◽  
Rectangular Thin Plate ◽  
First Passage ◽  
Vibration Model ◽  
First Passage Failure

Probability of First-Passage Failure for Nonstationary Random Vibration

1975 ◽  
Vol 42 (3) ◽  
pp. 716-720 ◽  
Author(s):  
J. B. Roberts
Keyword(s):  
White Noise ◽  
Barrier Height ◽  
Random Vibration ◽  
Series Solution ◽  
Short Pulse ◽  
Random Excitation ◽  
Numerical Results ◽  
Linear Oscillator ◽  
First Passage ◽  
First Passage Failure

The problem of calculating the probability of first-passage failure, Pf, is considered, for systems responding to a short pulse of nonstationary random excitation. It is shown, by an analysis based on the “in and exclusion” series, that, under certain conditions, Pf tends to Pf*, the probability calculated by assuming Poisson distributed barrier crossings, as the barrier height, b, tends to infinity. The first three terms in the series solution provide bounds to Pf which converge when b is large. Methods of estimating Pf from these terms are presented which are useful even when the series is divergent. The theory is illustrated by numerical results relating to a linear oscillator excited by modulated white noise.

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