Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics
DOI10.1016/J.JCP.2017.03.047zbMATH Open1378.65033OpenAlexW2604505954MaRDI QIDQ1686588FDOQ1686588
Authors: Oindrila Kanjilal, C. S. Manohar 
Publication date: 15 December 2017
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2017.03.047
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Cited In (5)
- Importance sampling for randomly excited dynamical systems
- A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability.
- An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise
- Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls
- Probabilistic response of nonsmooth nonlinear systems under Gaussian white noise excitations
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