Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting

DOI10.1016/J.CMA.2004.05.028MaRDI QIDQ817355zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

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

zbMATH Keywords

dynamical systemsreliabilityMonte Carlo simulationfirst passage problemsplitting methodsubset simulation

Mathematics Subject Classification ID

Reliability and life testing (62N05) Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10) Random vibrations in dynamical problems in solid mechanics (74H50)

Recommendations

• A subset multicanonical Monte Carlo method for simulating rare failure events
• A new stochastic simulation algorithm for updating robust reliability of linear structural dynamic systems subjected to future Gaussian excitations
• Accelerated subset simulation with neural networks for reliability analysis
• First-passage probabilities for randomly excited mechanical systems by a selective Monte-Carlo simulation method
• Estimation of failure probabilities of linear dynamic systems by importance sampling

Cites work

• scientific article; zbMATH DE number 3841285 (Why is no real title available?)
• scientific article; zbMATH DE number 1507408 (Why is no real title available?)
• scientific article; zbMATH DE number 854710 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• On advanced Monte Carlo simulation procedures in stochastic structural dynamics

Cited in

(12)

• Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics
• Research on probabilistic methods for control system design
• A new stochastic simulation algorithm for updating robust reliability of linear structural dynamic systems subjected to future Gaussian excitations
• System reliability analyses of static and dynamic structures via direct probability integral method
• Approximate optimization of systems with high-dimensional uncertainties and multiple reliability constraints
• Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula
• Computational methods in optimization considering uncertainties - An overview
• Reliability of deterministic nonlinear systems subjected to stochastic dynamic excitation
• Efficiency improvement of kriging surrogate model by subset simulation in implicit expression problems
• Stochastic dynamic analysis of large-scale nonlinear structures
• First-passage probabilities for randomly excited mechanical systems by a selective Monte-Carlo simulation method
• The use of updated robust reliability measures in stochastic dynamical systems

This page was built for publication: Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q817355)