Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
805452 | Probabilistic Engineering Mechanics | 2006 | 5 Pages |
Abstract
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.
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Physical Sciences and Engineering
Engineering
Mechanical Engineering
Authors
Agnessa Kovaleva,