An Integral Equation Method for the First-Passage Problem in Random Vibration

DOI10.1115/1.3167691MaRDI QIDQ3336839zbMATH OpenOpenAlexFDO

Authors P. Madsen, Steen Krenk

Publication date 1984

Published in Journal of Applied Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.3167691

zbMATH Keywords

accurate, explicit approximation formula for the kernelapproximation of the kernelfirst-passage problemintegral equation for the first-passage probability density functionintegral equation methodintegral identitynonstationary stochastic processuni or multi modal frequency

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic processes (60G99) Stochastic analysis (60H99) Random vibrations in dynamical problems in solid mechanics (74H50) Numerical and other methods in solid mechanics (74S99)

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• First-passage time for randomly excited non-linear oscillators
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• Approximations to the probability of failure in random vibration by integral equation methods
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