Numerical simulations have been done with the backward Kolmogorov equation for reliability function and the generalized Pontryagin equation for conditional moment of the first-passage time which is under control by using finite difference method. 并采用有限差分法对受控系统的可靠性函数、首次穿越损坏的概率密度函数所满足的偏微分方程进行了数值仿真。