Second-order moment of the first passage time of a quasi-Hamiltonian oscillator with stochastic parametric and forcing excitations

Abstract

This work focuses on the stochastic version of the linear Mathieu oscillator with both forced and parametric excitations of small intensity. In this quasi-Hamiltonian oscillator, the concept of energy stored in the oscillator plays a central role and is studied through the first passage time, which is the time required for the system to evolve from a given initial energy to a target energy. This time is a random variable due to the stochastic nature of the loading. The average first passage time has already been studied for this class of oscillator. However, the spread has only been studied under purely parametric excitation. Extending to combinations of both forcing and parametric excitations, this work provides a closed-form solution and a thorough analytical study of the coefficient of variation of the first passage time of the energy in this system. Simple asymptotic solutions are also derived in some particular ranges of parameters corresponding to different regimes.