非平稳随机激励下系统首次穿越概率的近似解法

何军

非平稳随机激励下系统首次穿越概率的近似解法

何军

上海交通大学船建学院土木工程系,上海 200240

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).

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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

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

HE Jun

Department of Civil Engineering, School of Naval Architecture, Ocean and Civil Engineering, Shanghai Jiaotong University, Shanghai 200240, P. R. China

摘要

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．
- 首次穿越概率 /
- D类界限 /
- 衰减率 /
- 非平稳激励 /
- 包络线过程
Abstract: An approximate method is presented for obtaining analytical solutions for the conditional fast passage piubability of systems under modulated white noise excitation, the method is based on VanMarcke's approximation, however, because the normalization of the response was introduced, the expected decay rates can be evaluated from the second-moment statistics instead of the correlation functions or spectrum density functions of the response of considered stnrcrures. Explicit solutions for the second-moment statistics of the response were given. The accuracy, efficiency and usage of the proposed method were demonstrated by the fast passage analysis of single-degree-of freedom (SDOF) linear systems under two special types of modulated white noise excitations.
- first passage probability /
- D-type barrier /
- decay rate /
- nonstationary excitation /
- envelope Process

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参考文献(22)

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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

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).

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

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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

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).

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出版历程

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

计量

出版历程

目录

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).