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Estimation of first excursion probabilities for uncertain stochastic linear systems subject to Gaussian load
16 references·9 citing·37 second hop
Estimation of first excursion probabilities for uncertain stochastic linear systems subject to Gaussian load (2014)Estimation of first excursion probabiliti…Reliability-based design optimization using kriging surrogates and subset simulation (2011)Reliability-based design opti…The stochastic finite element method: Past, present and future (2008)The stochastic finite element…Robust optimization – A comprehensive survey (2007)Robust optimization – A compr…Robust design of structures using optimization methods (2004)Robust design of structures u…A survey of non-probabilistic uncertainty treatment in finite element analysis (2004)A survey of non-probabilistic…The use of metamodeling techniques for optimization under uncertainty (2003)The use of metamodeling techn…A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)A Comparison of Three Methods…A state-of-the-art report on computational stochastic mechanics (1997)A state-of-the-art report on …Structural Reliability Methods (1996)Structural Reliability MethodsRandom vibration of mechanical and structural systems (1993)Random vibration of mechanica…A new look at the response surface approach for reliability analysis (1993)A new look at the response su…Random Vibration of Mechanical and Structural Systems (1992)Random Vibration of Mechanica…A fast and efficient response surface approach for structural reliability problems (1990)A fast and efficient response…Importance sampling in structural systems (1989)Importance sampling in struct…A critical appraisal of methods to determine failure probabilities (1987)A critical appraisal of metho…Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)Comparison of Three Methods f…First excursion probability of dynamical systems: A review on computational methods (2025)First excursion probability o…Simultaneous determination of stochastic dynamic responses and reliabilities for geometrically nonlinear thin shells (2024)Simultaneous determination of…New non-intrusive stochastic finite element method for plate structures (2022)New non-intrusive stochastic …A unified approach for time-invariant and time-variant reliability-based design optimization with multiple most probable points (2022)A unified approach for time-i…Cross entropy-based importance sampling for first-passage probability estimation of randomly excited linear structures with parameter uncertainty (2021)Cross entropy-based importanc…Augmented reliability analysis for estimating imprecise first excursion probabilities in stochastic linear dynamics (2021)Augmented reliability analysi…An Efficient Monte-Carlo Simulation for the Dynamic Reliability Analysis of Jacket Platforms Subjected to Random Wave Loads (2021)An Efficient Monte-Carlo Simu…Experimental estimation of time variant system reliability of vibrating structures based on subset simulation with Markov chain splitting (2018)Experimental estimation of ti…An efficient simulation method for the first excursion problem of linear structures subjected to stochastic wind loads (2016)An efficient simulation metho…A Stochastic Approximation Method (1951)Design and Analysis of Computer Experiments (1989)Fuzzy sets (1996)Computational methods in optimization considering uncertainties – An overview (2008)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)Robust possibilistic programming for socially responsible supply chain network design: A new approach (2012)Exact and Invariant Second-Moment Code Format (1974)Response Surface Methodology (1996)Moment methods for structural reliability (2001)Application of kriging method to structural reliability problems (2004)A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models (2012)Structural Reliability Analysis and Prediction (2017)Stochastic Finite Elements: A Spectral Approach (1991)Estimation of small failure probabilities in high dimensions by subset simulation (2001)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)Numerical methods for the discretization of random fields by means of the Karhunen–Loève expansion (2014)Direct probability integral method for stochastic response analysis of static and dynamic structural systems (2019)Recent Trends in the Modeling and Quantification of Non-probabilistic Uncertainty (2019)Probability Concepts in Engineering Planning and Design (1975)Structural reliability under combined random load sequences (1978)Global sensitivity analysis using polynomial chaos expansions (2007)Aleatory or epistemic? 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References

  • 2000A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code8,233 cited
  • 1979Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code3,238 cited
  • 1996Structural Reliability Methods2,192 cited
  • 2007Robust optimization – A comprehensive survey1,603 cited
  • 1990A fast and efficient response surface approach for structural reliability problems1,198 cited
  • 2008The stochastic finite element method: Past, present and future999 cited
  • 1993A new look at the response surface approach for reliability analysis733 cited
  • 1989Importance sampling in structural systems604 cited
  • 1992Random Vibration of Mechanical and Structural Systems493 cited
  • 1993Random vibration of mechanical and structural systems464 cited
  • 2011Reliability-based design optimization using kriging surrogates and subset simulation450 cited
  • 1987A critical appraisal of methods to determine failure probabilities436 cited
  • 1997A state-of-the-art report on computational stochastic mechanics424 cited
  • 2004A survey of non-probabilistic uncertainty treatment in finite element analysis365 cited
  • 2004Robust design of structures using optimization methods

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329 cited
  • 2003The use of metamodeling techniques for optimization under uncertainty326 cited
  • Cited by

    • 2025First excursion probability of dynamical systems: A review on computational methods32 cited
    • 2021Cross entropy-based importance sampling for first-passage probability estimation of randomly excited linear structures with parameter uncertainty27 cited
    • 2018Experimental estimation of time variant system reliability of vibrating structures based on subset simulation with Markov chain splitting21 cited
    • 2022New non-intrusive stochastic finite element method for plate structures18 cited
    • 2022A unified approach for time-invariant and time-variant reliability-based design optimization with multiple most probable points16 cited
    • 2021Augmented reliability analysis for estimating imprecise first excursion probabilities in stochastic linear dynamics16 cited
    • 2021An Efficient Monte-Carlo Simulation for the Dynamic Reliability Analysis of Jacket Platforms Subjected to Random Wave Loads15 cited
    • 2016An efficient simulation method for the first excursion problem of linear structures subjected to stochastic wind loads12 cited
    • 2024Simultaneous determination of stochastic dynamic responses and reliabilities for geometrically nonlinear thin shells9 cited