کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
804475 904951 2009 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Explicit asymptotic solutions for a class of weak-noise escape problems
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
پیش نمایش صفحه اول مقاله
Explicit asymptotic solutions for a class of weak-noise escape problems
چکیده انگلیسی
This paper exploits the large deviations approach for estimating the first-exit time for a class of non-linear oscillatory systems with energy-dependent dissipation and weak noise. In sharp contrast to the great majority of large deviation problems, for oscillatory systems one can construct explicit solutions. We identify the Hamilton-Jacobi-Bellman equation whose solution characterizes the logarithmic asymptotics of the first-exit time and specify the types of the coefficients that allow the closed-form solutions. Examples of applications to engineering models illustrate the theoretical conclusions.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Probabilistic Engineering Mechanics - Volume 24, Issue 1, January 2009, Pages 84-88
نویسندگان
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