Probability of first passage failure for lightly damped oscillators
Abstract
The theory of Markov processes is applied to the case of a lightly damped, single-degree-of-freedom oscillator subjected to normal, stationary white-noise excitation. It is found that the energy envelope of the oscillator can be modeled satisfactorily by a one-dimensional Markov process. The discrete-time Markov envelope method gives accurate estimates of the probability of first-passage failure for both single-sided and double-sided barriers in typical cases. Results obtained by the continuous-time Markov envelope method deviate considerably in general from the corresponding discrete-time results.
- Publication:
-
In: Stochastic problems in dynamics; Proceedings of the Symposium
- Pub Date:
- 1977
- Bibcode:
- 1977spd..proc..256R
- Keywords:
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- Failure Modes;
- Oscillators;
- Probability Theory;
- Vibration Damping;
- White Noise;
- Discrete Functions;
- Distribution Moments;
- Fokker-Planck Equation;
- Markov Processes;
- Probability Density Functions;
- Random Noise;
- Random Vibration;
- Physics (General)