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耦合Duffing-van der Pol系统的首次穿越问题

First-passage problem for Coupled Duffing-van der Pol Systems Subject to Gaussian Excitation

  • 摘要: 利用拟不可积Hamilton系统随机平均法,研究了高斯白噪声激励下耦合Duffing-van der Pol系统的首次穿越问题. 首先给出了条件可靠性函数满足的后向Kolmogorov 方程以及首次穿越时间条件矩满足的广义Pontryagin方程. 然后根据这两类偏微分方程的边界条件和初始条件,详细分析了在外激与参激共同作用以及纯外激作用等情况下系统的可靠性与首次穿越时间的各阶矩. 最后以图表形式给出了可靠性函数、首次穿越时间的概率密度以及平均首次穿越时间的数值结果.

     

    Abstract: In this paper, the stochastic average method for stochastic and dissipative quasi-non-integrable Hamiltonian system is applied to study the first-passage problem of coupled Duffing-van der Pol system subject to Gaussian white noise excitation. First, a backward Kolmogorov equation for the conditional reliability function and a generalized Pontryagin equation for the conditional moment of the first-passage time are established. Then according to the classification of the boundary conditions and initial conditions of these two kinds of equations, the reliability of system response under external excitation combined with parametric excitation and pure parametric excitation are analyzed respectively in detail. At last, numerical results for reliability function, the probability of first-passage time and mean first-passage time of system in virtue of figures.

     

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