Melnikov Processes and Noise-Induced Exits from a Well
For a wide class of near-integrable systems with additive or multiplicative noise the mean zero upcrossing rate for the stochastic system's Melnikov process τu-1, provides an upper bound for the system's mean exit rate, τe-1. Comparisons between τu-1 and τe-1 show that in the particular ca...
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Veröffentlicht in: | Journal of engineering mechanics 1996-03, Vol.122 (3), p.263-270 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | For a wide class of near-integrable systems with additive or multiplicative noise the mean zero upcrossing rate for the stochastic system's Melnikov process
τu-1, provides an upper bound for the system's mean exit rate,
τe-1. Comparisons between
τu-1 and
τe-1 show that in the particular case of additive white noise this upper bound is weak. For systems excited by processes with tail-limited distributions, the stochastic Melnikov approach yields a simple criterion guaranteeing the nonoccurrence of chaos. This is illustrated for the case of excitation by square-wave, coin-toss dichotomous noise. Finally, we briefly review applications of the stochastic Melnikov approach to a study of the behavior of wind-induced fluctuating currents over a corrugated ocean floor; the snap-trough of buckled columns with continuous mass distribution and distributed random loading; and open-loop control of stochastically excited multistable systems. |
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ISSN: | 0733-9399 1943-7889 |
DOI: | 10.1061/(ASCE)0733-9399(1996)122:3(263) |