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Time Variant Reliability Analysis of Nonlinear Structural Dynamical Systems using combined Monte Carlo Simulations and Asymptotic Extreme Value Theory
16 references·0 citing·37 second hop
Time Variant Reliability Analysis of Nonlinear Structural Dynamical Systems using combined Monte Carlo Simulations and Asymptotic Extreme Value Theory (2008)Time Variant Reliability Analysis of Nonl…Structural Reliability Analysis and Prediction (2017)Structural Reliability Analys…Numerical solution of stochastic differential equations (2016)Numerical solution of stochas…Importance sampling for randomly excited dynamical systems (2003)Importance sampling for rando…An improved response surface method for the determination of failure probability and importance measures (2003)An improved response surface …First-passage failure of quasi-non-integrable-Hamiltonian systems (2001)First-passage failure of quas…First excursion probabilities for linear systems by very efficient importance sampling (2001)First excursion probabilities…An Introduction to Statistical Modeling of Extreme Values (2001)An Introduction to Statistica…The geometry of random vibrations and solutions by FORM and SORM (2000)The geometry of random vibrat…Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation (1999)Assessment of low probability…Response Surface Method for Time-Variant Reliability Analysis (1996)Response Surface Method for T…A contribution to the SFE-based reliability assessment of nonlinear structures under dynamic loading (1995)A contribution to the SFE-bas…Vector Process Out‐Crossing as Parallel System Sensitivity Measure (1991)Vector Process Out‐Crossing a…The Asymptotic Theory of Extreme Order Statistics (1990)The Asymptotic Theory of Extr…First-passage probabilities for randomly excited systems: Diffusion methods (1986)First-passage probabilities f…Introduction to Random Vibrations (1983)Introduction to Random Vibrat…Vector-Process Models for System Reliability (1977)Vector-Process Models for Sys…Non-Normal Dependent Vectors in Structural Safety (1981)Second‐Order Reliability Approximations (1987)Nonlinear Vibration Models for Extremes and Fatigue (1988)Tail-equivalent linearization method for nonlinear random vibration (2006)A Time-Variant Reliability Analysis Method Based on Stochastic Process Discretization (2014)First order reliability method for time-variant problems using series expansions (2014)Probabilistic Theory of Structural Dynamics (1976)Simulation and the Monte Carlo Method (1981)Dynamic response and reliability analysis of non-linear stochastic structures (2004)Benchmark study on reliability estimation in higher dimensions of structural systems – An overview (2006)Reliability engineering (2011)Simulation and the Monte Carlo Method (2016)Structural Reliability Methods (1996)Structural reliability software at the University of California, Berkeley (2005)Structural reliability under combined random load sequences (1978)Response Surface Methodology: Process and Product Optimization Using Designed Experiments (1996)An efficient surrogate-based method for computing rare failure probability (2011)Second-order reliability method-based inverse reliability analysis using Hessian update for accurate and efficient reliability-based design optimization (2014)A sequential surrogate method for reliability analysis based on radial basis function (2018)Uncertainties in risk analysis: Six levels of treatment (1996)Reliability analysis—a review and some perspectives (2001)Sequential Optimization and Reliability Assessment Method for Efficient Probabilistic Design (2004)Idea Generation and the Quality of the Best Idea (2010)Quantitative Risk Management (2011)Top Incomes in the Long Run of History (2011)On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems (1993)Stochastic Dynamics and Control (2006)Assessment of spectral representation and Karhunen–Loève expansion methods for the simulation of Gaussian stochastic fields (2007)Martingale Methods in Financial Modelling (1997)Alternative models for stock price dynamics (2003)Multilevel Monte Carlo Path Simulation (2008)Extreme Correlation of International Equity Markets (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Methods of structural systems reliability (1986)On computation methods for structural reliability analysis (1990)Optimal design under time-variant reliability constraints (2000)
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References

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  • 2016Numerical solution of stochastic differential equations5,001 cited
  • 2017Structural Reliability Analysis and Prediction3,780 cited
  • 1990The Asymptotic Theory of Extreme Order Statistics1,830 cited
  • 1983Introduction to Random Vibrations433 cited
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  • 1991Vector Process Out‐Crossing as Parallel System Sensitivity Measure201 cited
  • 1977Vector-Process Models for System Reliability163 cited
  • 2003An improved response surface method for the determination of failure probability and importance measures130 cited
  • 1986First-passage probabilities for randomly excited systems: Diffusion methods86 cited
  • 2001First-passage failure of quasi-non-integrable-Hamiltonian systems73 cited
  • 1999Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation65 cited
  • 1995A contribution to the SFE-based reliability assessment of nonlinear structures under dynamic loading60 cited
  • 1996Response Surface Method for Time-Variant Reliability Analysis

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60 cited
  • 2003Importance sampling for randomly excited dynamical systems50 cited
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