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非平稳随机激励下系统首次穿越概率的近似解法

何军

何军. 非平稳随机激励下系统首次穿越概率的近似解法[J]. 应用数学和力学, 2009, 30(2): 245-252.
引用本文: 何军. 非平稳随机激励下系统首次穿越概率的近似解法[J]. 应用数学和力学, 2009, 30(2): 245-252.
HE Jun. Approximation for the First Passage Probability of Systems Under Nonstationary Random Excitation[J]. Applied Mathematics and Mechanics, 2009, 30(2): 245-252.
Citation: HE Jun. Approximation for the First Passage Probability of Systems Under Nonstationary Random Excitation[J]. Applied Mathematics and Mechanics, 2009, 30(2): 245-252.

非平稳随机激励下系统首次穿越概率的近似解法

基金项目: 国家自然科学基金资助项目(50478017)
详细信息
    作者简介:

    何军(1968- ),男,河北人,副教授,博士(Tel:+86-21-34206697;Fax:+86-21-34206698;E-mail:junhe@sjtu.edu.cn).

  • 中图分类号: O29

Approximation for the First Passage Probability of Systems Under Nonstationary Random Excitation

  • 摘要: 提出了非平稳Gauss白噪声激励下线性系统条件首次穿越概率的近似解析解.该近似解基于VanMarcke 近似,但是,因为引进了随机过程和界限水平的标准化,VanMarcke 公式中的期望衰减率可由响应的二阶统计矩获得,而不需要知道响应的相关函数或谱密度函数.给出了非平稳激励下线性系统响应的显式二阶统计矩.调制白噪声激励下单自由度线性系统的首次穿越概率分析说明了该方法的精度、效率和应用过程.
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出版历程
  • 收稿日期:  2008-05-06
  • 修回日期:  2008-12-05
  • 刊出日期:  2009-02-15

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