An Approach to the First Passage Problem in Random Vibration

[+] Author and Article Information
A. B. Mason

Chevron Oil Field Research Company, P.O. Box 446, La Habra, Calif. 90631

W. D. Iwan

Division of Engineering and Applied Science, California Institute of Technology, Pasadena, Calif. 91125

J. Appl. Mech 50(3), 641-646 (Sep 01, 1983) (6 pages) doi:10.1115/1.3167103 History: Received October 01, 1980; Revised December 01, 1981; Online July 21, 2009


The first passage problem for the response of a linear oscillator excited by a random excitation is considered. An approximate analytical technique is presented for calculation of the distribution of the time to first excursion across a symmetric double barrier. The approach may be applied to the case of nonstationary response to modulated Gaussian noise with nonwhite spectral density. Results for the limiting decay rate parameter are presented and are compared with those of other analytical methods and simulation results. The first passage probability is calculated for a system subjected to a suddenly applied white noise and the results also compared with those of other methods and computer simulations. The results of the proposed method show generally good agreement with simulation results.

Copyright © 1983 by ASME
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