Melnikov Processes and Noise-Induced Exits from a Well
Publication: Journal of Engineering Mechanics
Volume 122, Issue 3
Abstract
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 , provides an upper bound for the system's mean exit rate, . Comparisons between and 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.
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Copyright © 1996 American Society of Civil Engineers.
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Published online: Mar 1, 1996
Published in print: Mar 1996
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