On advanced Monte Carlo simulation procedures in stochastic structural dynamics

DOI10.1016/S0020-7462(96)00091-1zbMath0892.73080OpenAlexW1986767924MaRDI QIDQ1370818

H. J. Pradlwarter, Gerhard Iwo Schuëller

Publication date: 12 August 1998

Published in: International Journal of Non-Linear Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0020-7462(96)00091-1

zbMATH Keywords

reliabilitynonlinear dynamicsMarkov processessplittingresponse surface methodvariance reduction techniqueslow probability eventsRussian roulette

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random vibrations in dynamical problems in solid mechanics (74H50)

Related Items (22)

Developments in stochastic structural mechanics ⋮ Practical application of the stochastic finite element method ⋮ A stochastic variational multiscale method for diffusion in heterogeneous random media ⋮ Time-domain formulation in computational dynamics for linear viscoelastic media with model uncertainties and stochastic excitation ⋮ Computational strategy for the crash design analysis using an uncertain computational mechanical model ⋮ Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics ⋮ Uncertainty quantification in computational linear structural dynamics for viscoelastic composite structures ⋮ Karhunen-Loève decomposition of random fields based on a hierarchical matrix approach ⋮ Polynomial chaos for the approximation of uncertainties: Chances and limits ⋮ Analytical uncertainty quantification approach based on adaptive generalized <scp>co‐Gaussian</scp> process model ⋮ Robustness analysis of an uncertain computational model to predict well integrity for geologic \(\mathrm{CO}_{2}\) sequestration ⋮ A generalized method for the stationary probabilistic response of nonlinear dynamical system ⋮ A hybrid spectral and metamodeling approach for the stochastic finite element analysis of structural dynamic systems ⋮ Ingredients for a general purpose stochastic finite elements implementation ⋮ Stochastic analysis of dynamical systems by phase-space-controlled Monte Carlo simulation ⋮ Adapted polynomial chaos expansion for failure detection ⋮ Dynamic analysis of a composite structure under random excitation based on the spectral element method ⋮ Probabilistic optimization of engineering system with prescribed target design in a reduced parameter space ⋮ Stochastic reduced-order models for stable nonlinear ordinary differential equations ⋮ Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting ⋮ Stochastic response of large FEM models with hysteretic behaviour in beam elements ⋮ Structural optimization of linear dynamical systems under stochastic excitation: a moving reliability database approach

This page was built for publication: On advanced Monte Carlo simulation procedures in stochastic structural dynamics