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

DOI10.1016/j.cma.2004.05.028zbMath1137.93411OpenAlexW2054412568MaRDI QIDQ817355

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

reliabilitydynamical systemsMonte Carlo simulationsplitting methodfirst passage problemsubset simulation

Mathematics Subject Classification ID

Related Items (9)

Computational methods in optimization considering uncertainties - An overview ⋮ Approximate optimization of systems with high-dimensional uncertainties and multiple reliability constraints ⋮ Efficiency improvement of kriging surrogate model by subset simulation in implicit expression problems ⋮ Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics ⋮ The use of updated robust reliability measures in stochastic dynamical systems ⋮ Reliability of deterministic non-linear systems subjected to stochastic dynamic excitation ⋮ Research on probabilistic methods for control system design ⋮ System reliability analyses of static and dynamic structures via direct probability integral method ⋮ Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On advanced Monte Carlo simulation procedures in stochastic structural dynamics

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