Estimation of the time a perturbed Lagrangian system stays in an assigned region

Abstract

The problem of estimating the mean time a weakly perturbed dynamical system stays in a fixed region of the phase variables is investigated. The motion is described by Lagrange's equations with an attractive force potential and in the presence of additive dissipative forces. The corresponding Cauchy problem is obtained in Hamiltonian variables for a non-linear first-order partial differential equation. Its classical positive solution specifies the action functional and the estimate sought for the time interval. The structure of the equations that allows of an explicit solution in terms of expressions for the kinetic and potential energy, as well as dissipative and dispersion matrices for a random Wiener-type perturbation, is established. The phenomenon of the escape of a phase point from different parts of the boundary of the region is investigated. Interesting problems of estimating the time for the inversion of the inner gimbal of a gyroscope, the time taken to reach an assigned level or a potential barrier of a multidimensional oscillatory system that has central symmetry, and the time a non-linear system with two degrees of freedom takes to escape over a potential barrier for a Henon–Heiles potential are investigated as examples.