Second-order moment of the first passage time of a quasi-Hamiltonian oscillator with stochastic parametric and forcing excitations

Vanvinckenroye, Hélène; Denoël, Vincent

doi:10.1016/j.jsv.2018.03.001

Article (Scientific journals)

Second-order moment of the first passage time of a quasi-Hamiltonian oscillator with stochastic parametric and forcing excitations

Vanvinckenroye, Hélène; Denoël, Vincent

2018 • In Journal of Sound and Vibration, 427, p. 178-187

Peer Reviewed verified by ORBi

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https://hdl.handle.net/2268/213521

DOI
10.1016/j.jsv.2018.03.001

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Abstract :

[en] This work focuses on the stochastic version of the linear Mathieu oscillator with both forced and parametric excitations of small intensity. In this quasi-Hamiltonian oscillator, the concept of energy stored in the oscillator plays a central role and is studied through the first passage time, which is the time required for the system to evolve from a given initial energy to a target energy. This time is a random variable due to the stochastic nature of the loading. The average first passage time has already been studied for this class of oscillator. However, the spread has only been studied under purely parametric excitation. Extending to combinations of both forcing and parametric excitations, this work provides a closed-form solution and a thorough analytical study of the coefficient of variation of the first passage time of the energy in this system. Simple asymptotic solutions are also derived in some particular ranges of parameters corresponding to different regimes.

Disciplines :

Mechanical engineering
Civil engineering
Mathematics

Author, co-author :

Vanvinckenroye, Hélène ; Université de Liège > Département ArGEnCo > Analyse sous actions aléatoires en génie civil

Denoël, Vincent ; Université de Liège > Département ArGEnCo > Analyse sous actions aléatoires en génie civil

Language :

English

Title :

Second-order moment of the first passage time of a quasi-Hamiltonian oscillator with stochastic parametric and forcing excitations

Publication date :

2018

Journal title :

Journal of Sound and Vibration

ISSN :

0022-460X

eISSN :

1095-8568

Publisher :

Elsevier, United Kingdom

Volume :

427

Pages :

178-187

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBi :

since 11 August 2017

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