First-passage time of Duffing oscillator under combined harmonic and white-noise excitations

The first-passage time of Duffing oscillator under combined harmonic and white-noise excitations is studied. The equation of motion of the system is first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving the backward Kolmogorov equation and generalized Pontryagin equations with suitable initial and boundary conditions. Numerical results for two resonant cases with several sets of parameter values are obtained and the analytical results are verified by using those from digital simulation.

Optimal bounded control of first-passage failure of strongly non-linear oscillators under combined harmonic and white-noise excitations

A procedure for designing the optimal bounded control of strongly non-linear oscillators under combined harmonic and white-noise excitations for minimizing their first-passage failure is proposed. First, a stochastic averaging method for strongly non-linear oscillators under combined harmonic and white-noise excitations using generalized harmonic functions is introduced. Then, the dynamical programming equations and their boundary and final time conditions for the control problems of maximizing reliability and of maximizing mean first-passage time are formulated from the averaged Ito equations by using the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraint. Finally, the conditional reliability function, the conditional probability density and mean of the first-passage time of the optimally controlled system are obtained from solving the backward Kolmogorov equation and Pontryagin equation. An example is given to illustrate the proposed procedure and the results obtained are verified by using those from digital simulation. (C) 2003 Elsevier Ltd. All rights reserved.

Characterization of birefringence dispersion in polarization-maintaining fibers by use of white-light interferometry

A new method for measuring the birefringence dispersion in polarization-maintaining fibers (PMFs) with high sensitivity and accuracy is presented. The method employs white-light interferences between two orthogonally polarized modes of PMFs. The group birefringence of the fiber is calibrated first. Then the birefringence dispersion and its variation along different fiber sections are acquired by analyzing the broadening of interferograms at different fiber lengths. The main sources of error are investigated. Bireffingence dispersions of two PANDA fibers at their operation wavelength are measured to be 0.011 ps/(km nm) and 0.018 ps/(km nm). A measurement repeatability of 0.001 ps/(km nm) is achieved. (C) 2007 Optical Society of America.

Group delay dispersion measurement of Yb : Gd2SiO5, Yb : GdYSiO5 and Yb : LuYSiO5 crystal with white-light interferometry

We report the measured group delay dispersion (GDD) of new crystals Yb:Gd2SiO5 (Yb:GSO), Yb:GdYSiO5 (Yb:GYSO) and Yb:LuYSiO5 (Yb:LYSO) over wavelengths from 1000nm to 1200nm, with a white-light interferometer. Those GDD data should be useful for the dispersion compensation for femtosecond pulse generation in the lasers with these new crystals as the gain media. (C) 2007 Optical Society of America