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The reliability of a stochastically complex dynamical system

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  • Li, Wei
  • Li, Jiaorui
  • Chen, Weisheng

Abstract

The first-passage problem is an important issue in the theory of dynamical systems; it determines whether the system is safe and reliable or destroyed. Therefore, taking a suitable force to control first-passage failure is very significant for such systems. In this paper, we study the reliability of a stochastically complex dynamical system by using the stochastic averaging method. The reliability results show that the reliability function is monotonically decreasing with respect to time, and that the reliability of the system is relatively worse, with external and parametric white-noise excitations. A bang–bang feedback control is used to improve the reliability for the original system. Numerical results display that even a small control force can greatly enhance the reliability of the original system.

Suggested Citation

  • Li, Wei & Li, Jiaorui & Chen, Weisheng, 2012. "The reliability of a stochastically complex dynamical system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(13), pages 3556-3565.
    • Handle: RePEc:eee:phsmap:v:391:y:2012:i:13:p:3556-3565
    DOI: 10.1016/j.physa.2012.02.020
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    References listed on IDEAS

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    1. Li, Wei & Xu, Wei & Zhao, Junfeng & Ma, Shaojuan, 2005. "Stochastic optimal control of first-passage failure for coupled Duffing–van der Pol system under Gaussian white noise excitations," Chaos, Solitons & Fractals, Elsevier, vol. 25(5), pages 1221-1228.
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