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Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation
13 references·13 citing·41 second hop
Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation (1999)Assessment of low probability events of d…Simulation and the Monte Carlo Method (2016)Simulation and the Monte Carl…Multilevel Splitting for Estimating Rare Event Probabilities (1999)Multilevel Splitting for Esti…On advanced Monte Carlo simulation procedures in stochastic structural dynamics (1997)On advanced Monte Carlo simul…Fast simulation of rare events in queueing and reliability models (1995)Fast simulation of rare event…Response statistics of nonlinear, compliant offshore structures by the path integral solution method (1993)Response statistics of nonlin…On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems (1993)On the numerical solution of …On efficient computational schemes to calculate structural failure probabilities (1989)On efficient computational sc…On Efficient Computational Schemes to Calculate Structural Failure Probabilities (1987)On Efficient Computational Sc…A critical appraisal of methods to determine failure probabilities (1987)A critical appraisal of metho…First-passage time for randomly excited non-linear oscillators (1986)First-passage time for random…An efficient sampling method for probability of failure calculation (1986)An efficient sampling method …Simulation and the Monte Carlo Method (1981)Simulation and the Monte Carl…Probabilistic Structural Dynamics: Advanced Theory and Applications (1967)Probabilistic Structural Dyna…Estimation of first-passage probability under stochastic wind excitations by active-learning-based heteroscedastic Gaussian process (2022)Estimation of first-passage p…Finite element solution of Fokker–Planck equation of nonlinear oscillators subjected to colored non-Gaussian noise (2014)Finite element solution of Fo…Assessing small failure probability by importance splitting method and its application to wind turbine extreme response prediction (2013)Assessing small failure proba…Spherical subset simulation (S³) for solving non-linear dynamical reliability problems (2010)Spherical subset simulation (…Evaluating small failure probabilities of multiple limit states by parallel subset simulation (2010)Evaluating small failure prob…First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations (2007)First-passage failure of stro…Auxiliary domain method for solving multi-objective dynamic reliability problems for nonlinear structures (2007)Auxiliary domain method for s…Transforming reliability limit-state constraints into deterministic limit-state constraints (2006)Transforming reliability limi…Reliability analysis of linear dynamical systems using approximate representations of performance functions (2006)Reliability analysis of linea…Domain Decomposition Method for Calculating the Failure Probability of Linear Dynamic Systems Subjected to Gaussian Stochastic Loads (2006)Domain Decomposition Method f…Excursion 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this work references cited by second hop

References

  • 2016Simulation and the Monte Carlo Method3,356 cited
  • 1981Simulation and the Monte Carlo Method2,402 cited
  • 1967Probabilistic Structural Dynamics: Advanced Theory and Applications629 cited
  • 1995Fast simulation of rare events in queueing and reliability models546 cited
  • 1987A critical appraisal of methods to determine failure probabilities436 cited
  • 1993On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems289 cited
  • 1986An efficient sampling method for probability of failure calculation254 cited
  • 1999Multilevel Splitting for Estimating Rare Event Probabilities252 cited
  • 1993Response statistics of nonlinear, compliant offshore structures by the path integral solution method187 cited
  • 1987On Efficient Computational Schemes to Calculate Structural Failure Probabilities102 cited
  • 1997On advanced Monte Carlo simulation procedures in stochastic structural dynamics99 cited
  • 1989On efficient computational schemes to calculate structural failure probabilities91 cited
  • 1986First-passage time for randomly excited non-linear oscillators69 cited

Cited by

  • 2010Evaluating small failure probabilities of multiple limit states by parallel subset simulation54 cited

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  • 2006Domain Decomposition Method for Calculating the Failure Probability of Linear Dynamic Systems Subjected to Gaussian Stochastic Loads53 cited
  • 2001Non-linear stochastic response distributions by local statistical linearization46 cited
  • 2014Finite element solution of Fokker–Planck equation of nonlinear oscillators subjected to colored non-Gaussian noise40 cited
  • 2006Reliability analysis of linear dynamical systems using approximate representations of performance functions37 cited
  • 2004An efficient simulation method for reliability analysis of linear dynamical systems using simple additive rules of probability37 cited
  • 2007Auxiliary domain method for solving multi-objective dynamic reliability problems for nonlinear structures34 cited
  • 2013Assessing small failure probability by importance splitting method and its application to wind turbine extreme response prediction32 cited
  • 2006Transforming reliability limit-state constraints into deterministic limit-state constraints30 cited
  • 2022Estimation of first-passage probability under stochastic wind excitations by active-learning-based heteroscedastic Gaussian process29 cited
  • 2010Spherical subset simulation (S³) for solving non-linear dynamical reliability problems22 cited
  • 2004Excursion probabilities of non-linear systems21 cited
  • 2007First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations16 cited