SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
First-passage probabilities for randomly excited systems: Diffusion methods
2 references·16 citing·40 second hop
First-passage probabilities for randomly excited systems: Diffusion methods (1986)First-passage probabilities for randomly …First-crossing probabilities of the linear oscillator (1970)First-crossing probabilities …Some First-Passage Problems in Random Vibration (1966)Some First-Passage Problems i…Probability Analysis of Duration of Stochastic Process Exceeding Fixed Threshold and Its Application on Structural Cumulative Damage and Fatigue Reliability Evaluation (2024)Probability Analysis of Durat…Property of intrinsic drift coefficients in globally-evolving-based generalized density evolution equation for the first-passage reliability assessment (2023)Property of intrinsic drift c…Dynamical reliability of internally resonant or non-resonant strongly nonlinear system under random excitations (2018)Dynamical reliability of inte…Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics (2017)Girsanov's transformation bas…Stochastic response analysis of the softening Duffing oscillator and ship capsizing probability determination via a numerical path integral approach (2013)Stochastic response analysis …Galerkin scheme based determination of first-passage probability of nonlinear system response (2013)Galerkin scheme based determi…Time Variant Reliability Analysis of Nonlinear Structural Dynamical Systems using combined Monte Carlo Simulations and Asymptotic Extreme Value Theory (2008)Time Variant Reliability Anal…Evolution of probability densities in the phase space for reliability analysis of non-linear structures (2008)Evolution of probability dens…First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations (2007)First-passage failure of stro…Improved Response Surface Method for Time-Variant Reliability Analysis of Nonlinear Random Structures Under Non-Stationary Excitations (2004)Improved Response Surface Met…Rare events probabilities estimation by “ Russian Roulette and Splitting ” simulation technique (2000)Rare events probabilities est…Methods of nonlinear random vibration analysis (1995)Methods of nonlinear random v…Numerical Solution of First Passage Problems in Random Vibrations (1994)Numerical Solution of First P…Response Statistics of Nonlinear Dynamic Systems by Path Integration (1992)Response Statistics of Nonlin…A first passage approximation for normal stationary random processes (1988)A first passage approximation…First-passage time for randomly excited non-linear oscillators (1986)First-passage time for random…Stochastic Differential Equations: Theory and Applications. (1976)Stochastic Differential Equations: An Introduction with Applications. (1987)Stochastic Differential Equations—An Introduction With Applications (2006)Survival Probability Determination of Nonlinear Oscillators Subject to Evolutionary Stochastic Excitation (2013)Dimension-reduced FPK equation for additive white-noise excited nonlinear structures (2018)Path Integral Methods for the Probabilistic Analysis of Nonlinear Systems Under a White-Noise Process (2020)Probabilistic Structural Dynamics: Advanced Theory and Applications (1967)Probabilistic Theory of Structural Dynamics (1976)Estimation of small failure probabilities in high dimensions by subset simulation (2001)The Asymptotic Theory of Extreme Order Statistics (1990)Response Surface Methodology (1996)Response Surface Methodology: Process and Product Optimization Using Designed Experiments (1996)Probability Distribution of Extremes of Von Mises Stress in Randomly Vibrating Structures (2005)Probabilistic analysis of dynamic stability for milling process (2016)Time-Dependent Reliability-Based Robust Design Optimization Using Evolutionary Algorithm (2019)On the numerical solution of the Fokker-Planck equation for nonlinear stochastic systems (1993)Reliability of structures in high dimensions, part I: algorithms and applications (2004)First-passage failure of linear oscillator with non-classical inelastic impact (2017)Non-stationary response determination of nonlinear systems subjected to combined deterministic and evolutionary stochastic excitations (2022)An Integral Equation Method for the First-Passage Problem in Random Vibration (1984)First passage times of stationary non-Gaussian structural responses (2006)Numerical calculation for first excursion probabilities of linear systems (2008)Time-Dependent Structural Reliability Assessment for Nonstationary Non-Gaussian Performance Functions (2020)Stochastic Differential Equations (2003)Hilbert Transform–Based Stochastic Averaging Technique for Determining the Survival Probability of Nonlinear Oscillators (2019)First-passage probability estimation of high-dimensional nonlinear stochastic dynamic systems by a fractional moments-based mixture distribution approach (2022)First excursion probability of dynamical systems: A review on computational methods (2025)Random Vibration: A Survey of Recent Developments (1983)The Generalized Cell Mapping Method in Nonlinear Random Vibration Based Upon Short-Time Gaussian Approximation (1990)Response and Reliability of Poisson-Driven Systems by Path Integration (1995)Solution techniques for pulse problems in non-linear stochastic dynamics (2000)Numerical solutions of Fokker–Planck equation of nonlinear systems subjected to random and harmonic excitations (2011)First-passage time probability of non-linear stochastic systems by generalized cell mapping method (1988)Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation (1999)First-Passage Failure of Quasi-Integrable Hamiltonian Systems (2002)A new path integration procedure based on Gauss-Legendre scheme (1997)Non-probabilistic convex model process: A new method of time-variant uncertainty analysis and its application to structural dynamic reliability problems (2013)Dynamic response and reliability analysis of structures with uncertain parameters (2004)A Time-Variant Reliability Analysis Method Based on Stochastic Process Discretization (2014)System reliability analyses of static and dynamic structures via direct probability integral method (2021)
this work references cited by second hop

References

  • 1966Some First-Passage Problems in Random Vibration177 cited
  • 1970First-crossing probabilities of the linear oscillator168 cited

Cited by

  • 1986First-passage time for randomly excited non-linear oscillators69 cited
  • 2013Stochastic response analysis of the softening Duffing oscillator and ship capsizing probability determination via a numerical path integral approach68 cited
  • 1992Response Statistics of Nonlinear Dynamic Systems by Path Integration63 cited
  • 1988A first passage approximation for normal stationary random processes43 cited
  • 2013Galerkin scheme based determination of first-passage probability of nonlinear system response35 cited
  • 2004Improved Response Surface Method for Time-Variant Reliability Analysis of Nonlinear Random Structures Under Non-Stationary Excitations32 cited
  • 2008Evolution of probability densities in the phase space for reliability analysis of non-linear structures16 cited
  • 2007First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations16 cited
  • 2000Rare events probabilities estimation by “ Russian Roulette and Splitting ” simulation technique16 cited
  • 2017Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics14 cited
  • 2023Property of intrinsic drift coefficients in globally-evolving-based generalized density evolution equation for the first-passage reliability assessment

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

13 cited
  • 2024Probability Analysis of Duration of Stochastic Process Exceeding Fixed Threshold and Its Application on Structural Cumulative Damage and Fatigue Reliability Evaluation12 cited
  • 1994Numerical Solution of First Passage Problems in Random Vibrations12 cited
  • 2008Time Variant Reliability Analysis of Nonlinear Structural Dynamical Systems using combined Monte Carlo Simulations and Asymptotic Extreme Value Theory12 cited
  • 1995Methods of nonlinear random vibration analysis11 cited
  • 2018Dynamical reliability of internally resonant or non-resonant strongly nonlinear system under random excitations11 cited