Excursion probabilities of non-linear systems

DOI10.1016/J.IJNONLINMEC.2004.02.006zbMATH Open1348.74322OpenAlexW2017801702MaRDI QIDQ873409FDOQ873409

Authors H. J. Pradlwarter, Gerhart I. Schuëller 

Publication date 29 March 2007

Published in International Journal of Non-Linear Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijnonlinmec.2004.02.006

zbMATH Keywords

Monte Carlo simulationFirst excursion probabilityFirst passage probabilityLine samplingStochastic non-linear responseStochastic system

Mathematics Subject Classification ID

Finite element methods applied to problems in solid mechanics (74S05) Optimal stochastic control (93E20) Dynamical systems in solid mechanics (37N15) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)

• Response of systems under non-Gaussian random excitations
• Reliability of deterministic nonlinear systems subjected to stochastic dynamic excitation
• An approximation of the first passage probability of systems under nonstationary random excitation
• scientific article; zbMATH DE number 1090471
• An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise

Cited In (8)

• First passage failure of MDOF quasi-integrable Hamiltonian systems with fractional derivative damping
• First-passage problem for strong nonlinear stochastic dynamical systems
• Title not available (Why is no real title available?)
• First passage failure of quasi non-integrable generalized Hamiltonian systems
• A new method for reliability-based sensitivity analysis of dynamic random systems
• Uncertainty analysis of complex structural systems
• A new fractional moment equation method for the response prediction of nonlinear stochastic systems
• Predicting PDF tails in systems with logarithmic non-linearity

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