Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls

DOI10.1007/S11071-018-4655-6MaRDI QIDQ784100zbMATH OpenOpenAlexWikidataFDO

Authors Oindrila Kanjilal, C. S. Manohar

Publication date 5 August 2020

Published in Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11071-018-4655-6

zbMATH Keywords

importance samplingMonte Carlo simulationGirsanov's transformationtime-variant system reliability

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic systems in control theory (general) (93E03)

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Cites work

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• First-passage time of Duffing oscillator under combined harmonic and white-noise excitations
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• Importance sampling for randomly excited dynamical systems
• Multiple internal resonance in suspended cables under random in-plane loading
• Principal resonance of a Duffing oscillator with delayed state feedback under narrow-band random parametric excitation
• Random vibrations with impacts: a review
• Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations
• Stochastic differential equations. An introduction with applications.
• Variance reduction for Monte Carlo simulation of stochastic environmental models

Cited in

(4)

• Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics
• A two-stage subset simulation-based approach for calculating the reliability of inelastic structural systems subjected to Gaussian random excitations
• Time variant reliability analysis of nonlinear structural dynamical systems using combined Monte Carlo simulations and asymptotic extreme value theory.
• Improved response surface method for time-variant reliability analysis of nonlinear random structures under non-stationary excitations

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