کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
805452 905148 2006 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Solution of the exit time problem for mechanical systems with fast noise
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
پیش نمایش صفحه اول مقاله
Solution of the exit time problem for mechanical systems with fast noise
چکیده انگلیسی

In a number of applications, an admissible domain of motion is associated with the domain of attraction of an asymptotically stable point. If noise effect is weak, escape from this domain is a rare event associated with large deviations in the system. This paper employs large deviations theory to derive the estimate of the mean time until escape from a reference domain for an mdf Lagrangian system with linear dissipation and fast additive noise. The logarithmic asymptotic of the mean exit time is found as a sum of two terms dependent on the kinetic and potential energy of the system, respectively. An exit problem in the plane is discussed as an example.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Probabilistic Engineering Mechanics - Volume 21, Issue 4, October 2006, Pages 300–304
نویسندگان
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