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
Hauptverfasser: Simiu, Emil, Frey, Michael R
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.
ISSN:0733-9399
1943-7889
DOI:10.1061/(ASCE)0733-9399(1996)122:3(263)