TY - JOUR

T1 - A first passage time approach to stochastic stability of nonlinear oscillators

AU - Kłosek-Dygas, M. M.

AU - Matkowsky, B. J.

AU - Schuss, Z.

N1 - Funding Information:
grant DEFGO2-87ER25027 and the U.S.—Israel Bmational
Copyright:
Copyright 2014 Elsevier B.V., All rights reserved.

PY - 1988/6/20

Y1 - 1988/6/20

N2 - We consider the stochastic stability of parametrically excited nonlinear noisy oscillators. We formulate the stochastic stability problem in terms of first passage times. Specifically we calculate the probability that the energy remains bounded by a preassigned level Ec, for all time. The stability criterion is then expressed in terms of a Feller-type condition. We show that if the criterion is satisfied, the probability that the first passage time ≈τ from E to Ec is finite, approaches zero as E approaches zero, so that the oscillator is stochastically stable. If the criterion is not satisfied, ≈τ is finite with probability one, so that the oscillator is stochastically unstable. If ≈τ is finite, we also calculate the mean first passage time to Ec. Our stability condition is derived for various types of nonlinearities, including Coulomb friction. In contrast, we observe that the standard stability criterion, in terms of Lyapunov exponents, is inconclusive for this type of problem.

AB - We consider the stochastic stability of parametrically excited nonlinear noisy oscillators. We formulate the stochastic stability problem in terms of first passage times. Specifically we calculate the probability that the energy remains bounded by a preassigned level Ec, for all time. The stability criterion is then expressed in terms of a Feller-type condition. We show that if the criterion is satisfied, the probability that the first passage time ≈τ from E to Ec is finite, approaches zero as E approaches zero, so that the oscillator is stochastically stable. If the criterion is not satisfied, ≈τ is finite with probability one, so that the oscillator is stochastically unstable. If ≈τ is finite, we also calculate the mean first passage time to Ec. Our stability condition is derived for various types of nonlinearities, including Coulomb friction. In contrast, we observe that the standard stability criterion, in terms of Lyapunov exponents, is inconclusive for this type of problem.

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U2 - 10.1016/0375-9601(88)90402-1

DO - 10.1016/0375-9601(88)90402-1

M3 - Article

AN - SCOPUS:22244492035

VL - 130

SP - 11

EP - 18

JO - Physics Letters, Section A: General, Atomic and Solid State Physics

JF - Physics Letters, Section A: General, Atomic and Solid State Physics

SN - 0375-9601

IS - 1

ER -