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First-Passage Time Problem
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1970
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Temporal DynamicTemporal ComplexityFirst-passage Time ProblemFirst-passage ProbabilityTimed SystemWell-posed Boundary-value ProblemLinear Viscous Damping
A well-posed boundary-value problem is obtained of the first-passage probability for a linear single-degree-of-freedom vibratory system with a linear viscous damping and subjected to either stationary or nonstationary white-noise excitation.