Stochastic averaging method for estimating first-passage statistics of stochastically excited duffing-rayleigh-mathieu system

Acta Mechanica Sinica/Lixue Xuebao

Volumn 24, Issue 5, 2008, Pages 575-582

  Wu, Yongjun ^a   Fang, Wang ^b  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b Hangzhou Yiheng Technologies Co Ltd   (China)

Author keywords

Colored noise; First passage; Monte Carlo simulation; Reliability; Stochastic averaging

Indexed keywords

BOUNDARY VALUE PROBLEMS; MARKOV PROCESSES; MONTE CARLO METHODS; MULTIUSER DETECTION; RELIABILITY; SEMICONDUCTOR DOPING; STATISTICAL METHODS; STOCHASTIC PROGRAMMING; WHITE NOISE;

ANALYTICAL RESULTS; COLORED NOISE; COLORED NOISES; CONDITIONAL RELIABILITIES; DIFFUSION PROCESSES; FIRST-PASSAGE; KOLMOGOROV EQUATIONS; MARKOVIAN PROCESSES; MONTE CARLO SIMULATION; MONTE-CARLO SIMULATIONS; MOTION EQUATIONS; ORIGINAL SYSTEMS; PASSAGE TIMES; RAYLEIGH; STOCHASTIC AVERAGING; STOCHASTIC AVERAGING METHODS;

EQUATIONS OF MOTION;

EID: 54249137872     PISSN: 05677718     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10409-008-0140-7     Document Type: Article

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