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Author
Simiu, E.
Title
Melnikov Process for Stochastically Perturbed, Slowly Varying Oscillators: Application to a Model of Wind-Driven Coastal Currents.
Coporate
National Institute of Standards and Technology, Gaithersburg, MD
Journal
Journal of Applied Mechanics, Vol. 63, 429-435, June 1996
Sponsor
Office of Naval Research, Washington, DC
Contract
N00014-94-0028
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.