An approximation of the first passage probability of systems under nonstationary random excitation (Q1016195)

The first passage probability of systems under random excitations \[ P(t)=\int_B P(t,\mathbf{b})f_\mathbf{B}(\mathbf{b})d \mathbf{b} \] where \(f_\mathbf{B}\) is the joint pronbability density function of barrier vector \(\mathbf{B}\), and \(P(t,\mathbf{b})\) is the conditional first passge probability given \(\mathbf{B}=\mathbf{b}\), is considered. The objective of the paper is to develop an outcrossing approach for linear systems under nonstationary random excitation. Crossing rates and second moment statistics are evaluated. Two differnt modulating functions are considered in two examples. Numerical results are compared with those of Lutes' approximation or simulation.