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Responses of Linear and Nonlinear Oscillators to Fractional Gaussian Noise With Hurst Index Between 1/2 and 1
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: The responses of linear and nonlinear oscillators to fractional Gaussian noise (fGn) are studied. First, some preliminary concepts and properties of fractional Brownian motion (fBm) and fGn with Hurst index 1/2<H<1 ...
Asymptotic Analytical Solutions of First Passage Rate to Quasi Nonintegrable Hamiltonian Systems
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: The firstpassage problem of quasinonintegrable Hamiltonian systems subject to light linear/nonlinear dampings and weak external/parametric random excitations is investigated here. The motivation is to acquire asymptotic ...