scholarly journals First-passage failure of linear oscillator with non-classical inelastic impact

2018 ◽  
Vol 54 ◽  
pp. 284-297 ◽  
Author(s):  
Ming Xu
1975 ◽  
Vol 42 (3) ◽  
pp. 716-720 ◽  
Author(s):  
J. B. Roberts

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.


2014 ◽  
Vol 27 (5) ◽  
pp. 477-485 ◽  
Author(s):  
Ming Xu ◽  
Xiaoling Jin ◽  
Yong Wang ◽  
Zhilong Huang

2015 ◽  
Vol 80 (3) ◽  
pp. 1403-1411 ◽  
Author(s):  
S. L. Wang ◽  
X. L. Jin ◽  
Z. L. Huang ◽  
G. Q. Cai

1978 ◽  
Vol 45 (1) ◽  
pp. 175-180 ◽  
Author(s):  
J. B. Roberts

A simple numerical scheme is proposed for computing the probability of first passage failure, P(T), in an interval O-T, for oscillators with nonlinear damping. The method depends on the fact that, when the damping is light, the amplitude envelope, A(t), can be accurately approximated as a one-dimensional Markov process. Hence, estimates of P(T) are found, for both single and double-sided barriers, by solving the Fokker-Planck equation for A(t) with an appropriate absorbing barrier. The numerical solution of the Fokker-Planck equation is greatly simplified by using a discrete time random walk analog of A(t), with appropriate statistical properties. Results obtained by this method are compared with corresponding digital simulation estimates, in typical cases.


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