Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting
From MaRDI portal
Publication:817355
DOI10.1016/j.cma.2004.05.028zbMath1137.93411MaRDI QIDQ817355
Publication date: 8 March 2006
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cma.2004.05.028
reliability; dynamical systems; Monte Carlo simulation; splitting method; first passage problem; subset simulation
65C05: Monte Carlo methods
93E10: Estimation and detection in stochastic control theory
74H50: Random vibrations in dynamical problems in solid mechanics
62N05: Reliability and life testing
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Research on probabilistic methods for control system design, The use of updated robust reliability measures in stochastic dynamical systems, Computational methods in optimization considering uncertainties - An overview, Approximate optimization of systems with high-dimensional uncertainties and multiple reliability constraints, Reliability of deterministic non-linear systems subjected to stochastic dynamic excitation
Cites Work