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Efficient estimation of first passage probability of high-dimensional nonlinear systems
16 references·3 citing·41 second hop
Efficient estimation of first passage probability of high-dimensional nonlinear systems (2011)Efficient estimation of first passage pro…Computational Analysis of Randomness in Structural Mechanics (2011)Computational Analysis of Ran…Local Domain Monte Carlo Simulation (2010)Local Domain Monte Carlo Simu…International Electrotechnical Commission (2010)International Electrotechnica…Uncertain linear systems in dynamics: Retrospective and recent developments by stochastic approaches (2009)Uncertain linear systems in d…The role of the design point for calculating failure probabilities in view of dimensionality and structural nonlinearities (2009)The role of the design point …Computational Analysis of Randomness in Structural Mechanics (2009)Computational Analysis of Ran…Asymptotic sampling for high-dimensional reliability analysis (2009)Asymptotic sampling for high-…Geometric insight into the challenges of solving high-dimensional reliability problems (2008)Geometric insight into the ch…Estimation of extreme values from sampled time series (2008)Estimation of extreme values …Benchmark study on reliability estimation in higher dimensions of structural systems – An overview (2006)Benchmark study on reliabilit…Application of line sampling simulation method to reliability benchmark problems (2006)Application of line sampling …Hybrid Subset Simulation method for reliability estimation of dynamical systems subject to stochastic excitation (2005)Hybrid Subset Simulation meth…A critical appraisal of reliability estimation procedures for high dimensions (2004)A critical appraisal of relia…Important sampling in high dimensions (2002)Important sampling in high di…Estimation of small failure probabilities in high dimensions by subset simulation (2001)Estimation of small failure p…Asymptotic approximations for probability integrals (1989)Asymptotic approximations for…ESLA: a new surrogate-assisted single-loop reliability-based design optimization technique (2021)ESLA: a new surrogate-assiste…A benchmark study on intelligent sampling techniques in Monte Carlo simulation (2015)A benchmark study on intellig…First passage probability estimation of wind turbines by Markov Chain Monte Carlo (2012)First passage probability est…Reliability analysis—a review and some perspectives (2001)On Latin hypercube sampling for structural reliability analysis (2002)A survey on approaches for reliability-based optimization (2010)Assessing small failure probabilities by combined subset simulation and Support Vector Machines (2011)MCMC algorithms for Subset Simulation (2015)Simulation and the Monte Carlo Method (1981)The stochastic finite element method: Past, present and future (2008)A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models (2012)The generalization of Latin hypercube sampling (2015)Simulation and the Monte Carlo Method (2016)Reliability of structures in high dimensions, part I: algorithms and applications (2004)Bayesian post-processor and other enhancements of Subset Simulation for estimating failure probabilities in high dimensions (2011)Reliability engineering (2011)Accelerated subset simulation with neural networks for reliability analysis (2012)A new adaptive importance sampling scheme for reliability calculations (1999)Hybrid enhanced Monte Carlo simulation coupled with advanced machine learning approach for accurate and efficient structural reliability analysis (2021)Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive review (2023)Exact and Invariant Second-Moment Code Format (1974)Second‐Order Reliability Approximations (1987)Methods of structural safety (2006)Structural reliability analysis based on random distributions with interval parameters (2011)Meta-models for Structural Reliability and Uncertainty Quantification (2012)A novel evidence-theory-based reliability analysis method for structures with epistemic uncertainty (2013)An Introduction to Statistical Modeling of Extreme Values (2001)An Introduction to Statistical Modeling of Extreme Values (2002)Monte Carlo Methods for Estimating the Extreme Response of Dynamical Systems (2008)Reliability assessment in structural dynamics (2013)A novel method for prediction of extreme wind speeds across parts of Southern Norway (2022)Prediction of death rates for cardiovascular diseases and cancers (2023)Optimization algorithms for structural reliability (1991)Reliability-based design sensitivity by efficient simulation (2005)Sequential importance sampling for structural reliability analysis (2016)A review and assessment of importance sampling methods for reliability analysis (2022)Cross-entropy-based adaptive importance sampling using von Mises-Fisher mixture for high dimensional reliability analysis (2015)Improved cross entropy-based importance sampling with a flexible mixture model (2019)Matlab codes of Subset Simulation for reliability analysis and structural optimization (2016)Sensitivity estimation of failure probability applying line sampling (2017)An interval finite element method for the analysis of structures with spatially varying uncertainties (2018)A simple reliability block diagram method for safety integrity verification (2006)Life cycle costing: a review of published case studies (2008)Security Application of Failure Mode and Effect Analysis (FMEA) (2014)
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References

  • 2010International Electrotechnical Commission2,744 cited
  • 2001Estimation of small failure probabilities in high dimensions by subset simulation2,419 cited
  • 2004A critical appraisal of reliability estimation procedures for high dimensions476 cited
  • 2002Important sampling in high dimensions375 cited
  • 2006Application of line sampling simulation method to reliability benchmark problems292 cited
  • 2008Estimation of extreme values from sampled time series225 cited
  • 2006Benchmark study on reliability estimation in higher dimensions of structural systems – An overview220 cited
  • 1989Asymptotic approximations for probability integrals200 cited
  • 2008Geometric insight into the challenges of solving high-dimensional reliability problems172 cited
  • 2009Computational Analysis of Randomness in Structural Mechanics168 cited
  • 2009Asymptotic sampling for high-dimensional reliability analysis153 cited
  • 2009The role of the design point for calculating failure probabilities in view of dimensionality and structural nonlinearities112 cited
  • 2005Hybrid Subset Simulation method for reliability estimation of dynamical systems subject to stochastic excitation101 cited
  • 2011Computational Analysis of Randomness in Structural Mechanics100 cited

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2009
Uncertain linear systems in dynamics: Retrospective and recent developments by stochastic approaches
93 cited
  • 2010Local Domain Monte Carlo Simulation51 cited
  • Cited by

    • 2015A benchmark study on intelligent sampling techniques in Monte Carlo simulation21 cited
    • 2021ESLA: a new surrogate-assisted single-loop reliability-based design optimization technique12 cited
    • 2012First passage probability estimation of wind turbines by Markov Chain Monte Carlo12 cited