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

DOI10.1016/J.CMA.2004.05.028zbMATH Open1137.93411OpenAlexW2054412568MaRDI QIDQ817355FDOQ817355

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

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

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On advanced Monte Carlo simulation procedures in stochastic structural dynamics
• Title not available (Why is that?)

Cited In (12)

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

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)