First passage probability for two-mode systems

dc.contributor.advisorLutes, Loren D.
dc.contributor.committeeMemberVeletsos, Anestis S.
dc.contributor.committeeMemberHolt, Edward C.
dc.creatorChen, Yutang
dc.date.accessioned2018-12-18T21:22:34Z
dc.date.available2018-12-18T21:22:34Z
dc.date.issued1979
dc.descriptionNo page 5 in graphs
dc.description.abstractThis study deals with the first-passage time and maximum response statistics of linear systems with one and two degrees of freedom (SDOF and 2-DOF). Emphasis is placed on empirical studies of the first-passage time of 2-DOF systems. The empirical results were obtained from a digital computer simulation, with the Gaussian white noise excitation obtained from a random number generator subroutine. Maximum response distribution is compared with the Gumbel type 1 distribution as well as Poisson crossings, Vanraarcke's and Mark's analytical approximate results. A simple empirical approximation equation is determined for SDOF systems from the study of the probability of first-passage time distribution. This equation is shown to be in good agreement in general, with the empirical data and with numerical results obtained by Roberts. The Gumbel type 1 distribution is compared with the empirical data. It appears to fit quite well for moderate failure levels and diverge for very large failure levels for both SDOF and 2-DOF systems. The results of Poisson crossings, Vanmarcke's and Mark's analytical theories do not give good approximations to the maximum response distribution of 2-DOF systems, particularly for small damping values. A considerable amount of empirical data is obtained for first-passage probability of 2-DOF systems. Emphasis is placed on the limiting decay rate (a) of survival probability, since this has been shown to be a useful parameter to characterize first-passage probability in SDOF systems. In particular, the dependence of a on the barrier level (b) is studied, and similarities with and differences from SDOF results are considered. No general formula is obtained for predicting a from knowledge of b, and system parameters.
dc.format.digitalOriginreformatted digital
dc.format.extent144 pp
dc.identifier.callnoTHESIS C.E. 1979 CHEN
dc.identifier.citationChen, Yutang. "First passage probability for two-mode systems." (1979) Master’s Thesis, Rice University. <a href="https://hdl.handle.net/1911/104408">https://hdl.handle.net/1911/104408</a>.
dc.identifier.digitalRICE2043
dc.identifier.urihttps://hdl.handle.net/1911/104408
dc.language.isoeng
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.
dc.titleFirst passage probability for two-mode systems
dc.typeThesis
dc.type.materialText
thesis.degree.departmentChemical and Biomolecular Engineering
thesis.degree.disciplineEngineering
thesis.degree.grantorRice University
thesis.degree.levelMasters
thesis.degree.nameMaster of Science
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