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Melnikov Process for Stochastically Perturbed, Slowly Varying Oscillators: Application to a Model of Wind-Driven Coastal Currents.


pdf icon Melnikov Process for Stochastically Perturbed, Slowly Varying Oscillators: Application to a Model of Wind-Driven Coastal Currents. (650 K)
Simiu, E.

Journal of Applied Mechanics, Vol. 63, 429-435, June 1996.

Sponsor:

Office of Naval Research, Washington, DC

Keywords:

chaos; currents; dynamical systems; mean exit time; melnikov function; ocean engineering; stochastic differential equations; wind engineering

Abstract:

The stochastic Melnikov approach is extended to a class of slowly varying dynamical systems. It is found that (1) necessary conditions for chaos induced by stochastic perturbations depend on the excitation spectrum and the transfer function in the expression for the Melnikov transform; (2) the Melnikov approach allows the estimation of lower bounds for (a) the mean time of exit from preferred regions of phase space, and (b) the probability that exits from those regions cannot occur during a specified time interval. For a system modeling wind-induced currents, the deterministic Melnikov approach would indicate that chaotic transport cannot occur for certain parameter ranges. However, the more realistic stochastic Melnikov approach shows that, for those same parameter ranges, the necessary conditions for exits during a specified time interval are satisfied with probabilities that increase as the time interval increases.