| 非平稳随机振动中首次越界问题的随机游动法 |
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| 引用本文： | 龚小庆,周鸿印.非平稳随机振动中首次越界问题的随机游动法[J].武汉大学学报(工学版),1995(3). |
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| 作者姓名： | 龚小庆 周鸿印 |
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| 作者单位： | 武汉水利电力大学应用数学系 |
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| 摘 要： | 给出了计算随机振动中首次越界概率的简便快速的数值解法．该方法依赖于振幅响应过程Ａ（ｔ）的Ｍａｒｋｏｖ性以及它所满足的Ｆｏｋｋｅｒ－Ｐｌａｎｃｋ方程．通过建立一扩散过程的随机游动模型，Ｆｏｋｋｅｒ－Ｐｌａｎｃｋ方程的数值解被极大的简化．
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| 关 键 词： | 随机非线性系统 随机游动 随机振动 可靠性 |
Random Walk Method for First-passage Problem in Non-stationary Random Vibration |
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| Gong Xiaoqing, Zhou Hongyin.Random Walk Method for First-passage Problem in Non-stationary Random Vibration[J].Engineering Journal of Wuhan University,1995(3). |
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| Authors: | Gong Xiaoqing Zhou Hongyin |
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| Affiliation: | Department of Applied Mathematics |
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| Abstract: | A simple numeriCal scheme is proposed for computing the probability of first-passage failure. The method depends on the Fokker-Planck equation for the amplitude envelope, A (t), which can be accurately approximated as a one dimensional Markov process. The numerical solution of the Fokker-Planck equation is greatly simplified by establishing a random walk model of diffusion process. |
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| Keywords: | stochastic nonlinear systems random vibration random walks reliability |
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