Solutions of the First-Passage Problem by Importance Sampling

DOI10.1007/978-94-010-0179-3_35MaRDI QIDQ3159040zbMATH OpenOpenAlexFDO

Authors Christian Bucher, M. Macke

Publication date 11 February 2005

Published in Solid Mechanics and Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-94-010-0179-3_35

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Monte Carlo methods (65C05) Random vibrations in mechanics of particles and systems (70L05)

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Cited in

(4)

• Importance sampling for randomly excited dynamical systems
• Importance sampling of nonlinear structures using adapted process
• An Approach to the First Passage Problem in Random Vibration
• An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise

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