Stochastic optimal control of first-passage failure for rectangular thin plate vibration model under gaussian white-noise excitations |
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| Authors: | Gen Ge and Hongli Wang |
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| Institution: | 1. School of Civil Engineering, Tianjin University, Tianjin 300072, China; 2. School of Mechanical Engineering, Tianjin Polytechnic University, Tianjin 300387, China; 3. School of Mechanical Engineering, Tianjin University, Tianjin 300072, China) |
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| Abstract: | A rectangular thin plate vibration model subjected to inplane stochastic excitation is simplified to a quasinonintegrable Hamiltonian system with two degrees of freedom. Subsequently a one-dimensional Ito? stochastic differential equation for the system is obtained by applying the stochastic averaging method for quasi-nonintegrable Hamiltonian systems. The conditional reliability function and conditional probability density are both gained by solving the backward Kolmogorov equation numerically. Finally, a stochastic optimal control model is proposed and solved. The numerical results show the effectiveness of this method. |
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| Keywords: | rectangular thin plate first-passage failure stochastic optimal control |
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