Estimation of failure probabilities of linear dynamic systems by importance sampling
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Cites work
- scientific article; zbMATH DE number 5010659 (Why is no real title available?)
- scientific article; zbMATH DE number 107494 (Why is no real title available?)
- Importance sampling for randomly excited dynamical systems
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- Variance Reduction for Simulated Diffusions
Cited in
(12)- Augmented line sampling for approximation of failure probability function in reliability-based analysis
- Importance sampling for randomly excited dynamical systems
- Failure probability estimation of linear time varying systems by progressive refinement of reduced order models
- Conditional Monte Carlo method for dynamic systems with random properties
- An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise
- scientific article; zbMATH DE number 4048811 (Why is no real title available?)
- Estimating failure probabilities
- Importance sampling of nonlinear structures using adapted process
- Computation of probabilities of survival/failure of technical economic systems/structures by means of piecewise linearization of the performance function
- Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics
- Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting
- Importance sampling simulations of Markovian reliability systems using cross-entropy
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