1ST-PASSAGE TIME PROBABILITY OF NON-LINEAR STOCHASTIC-SYSTEMS BY GENERALIZED CELL MAPPING METHOD

In this paper, the first-passage time probability of linear and non-linear dynamical systems subjected to white noise excitation is studied by the generalized cell mapping method. A wide range of the damping and non-linear parameters is examined in the study. The results of the first-passage time probability for the systems with large damping and non-linear parameters are difficult to obtain by other methods and they do not seem to have been previously available. The results obtained by the generalized cell mapping method are found to be in good agreement with those obtained by direct simulation.