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.

Adsorption of human serum albumin onto gold: a combined electrochemical and ellipsometric study

Human serum albumin adsorption onto gold surfaces was investigated by electrochemical and ellipsometric methods. Albumin adsorption onto gold was confirmed by the change of the open circuit potential of gold and by the ellipsometric parameter variation during albumin immobilization. In both experiments the parameters reached stable values within 10-15 min. The albumin adsorption layer thickness measured with the ellipsometer was about 1.5 nm. The adsorption of albumin Under applied potential was also investigated and it was found that both positive and negative applied potential promote albumin adsorption. Changes in the optical parameters of bare gold and albumin adsorbed onto gold surface under applied potential were investigated with in Situ ellipsometry. The similarity and reversibility of the optical changes showed that adsorbed albumin was stable on the gold surface Under the applied potential range (-200-600 mV). The cyclic voltammograms of K3Fe(CN)(6) on the modified gold surface showed that albumin Could partly block the oxidation and reduction reaction. (C) 2004 Elsevier Inc. All rights reserved.

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.