Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting

DOI10.1016/j.cma.2004.05.028zbMath1137.93411MaRDI QIDQ817355

N. E. Zubov

Publication date: 8 March 2006

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2004.05.028

zbMATH Keywords

reliability; dynamical systems; Monte Carlo simulation; splitting method; first passage problem; subset simulation

Mathematics Subject Classification ID

65C05: Monte Carlo methods

93E10: Estimation and detection in stochastic control theory

74H50: Random vibrations in dynamical problems in solid mechanics

62N05: Reliability and life testing

Related Items

Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula, Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics, System reliability analyses of static and dynamic structures via direct probability integral method, Efficiency improvement of kriging surrogate model by subset simulation in implicit expression problems, Research on probabilistic methods for control system design, The use of updated robust reliability measures in stochastic dynamical systems, Computational methods in optimization considering uncertainties - An overview, Approximate optimization of systems with high-dimensional uncertainties and multiple reliability constraints, Reliability of deterministic non-linear systems subjected to stochastic dynamic excitation

Cites Work

• On advanced Monte Carlo simulation procedures in stochastic structural dynamics
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