Average first-passage time of a quasi-Hamiltonian Mathieu oscillator with parametric and forcing excitations

Abstract

A linear oscillator simultaneously subjected to stochastic forcing and parametric excitation is considered. The time required for this system to evolve from a low initial energy level until a higher energy state for the first time is a random variable. Its expectation satisfies the Pontryagin equation of the problem, which is solved with the asymptotic expansion method developed by Khasminskii. This allowed deriving closed-form expressions for the expected first passage time. A comprehensive parameter analysis of these solutions is performed. Beside identifying the important dimensionless groups governing the problem, it also highlights three important regimes which are called incubation, multiplicative and additive because of their specific features. Those three regimes are discussed with the parameters of the problem.