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Excursion probabilities of non-linear systems
8 references·3 citing·35 second hop
Excursion probabilities of non-linear systems (2004)Excursion probabilities of non-linear sys…Reliability of Structures in High Dimensions (2003)Reliability of Structures in …First excursion probabilities for linear systems by very efficient importance sampling (2001)First excursion probabilities…Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation (1999)Assessment of low probability…Reliability of MDOF-systems (1994)Reliability of MDOF-systemsPetrov-Galerkin finite element solution for the first passage probability and moments of first passage time of the randomly accelerated free particle (1981)Petrov-Galerkin finite elemen…First Passage Probability for Nonlinear Oscillators (1976)First Passage Probability for…Probabilistic Structural Dynamics: Advanced Theory and Applications (1967)Probabilistic Structural Dyna…Some First-Passage Problems in Random Vibration (1966)Some First-Passage Problems i…First passage failure of MDOF quasi-integrable Hamiltonian systems with fractional derivative damping (2011)First passage failure of MDOF…First passage failure of quasi-partial integrable generalized Hamiltonian systems (2009)First passage failure of quas…Evolution of probability densities in the phase space for reliability analysis of non-linear structures (2008)Evolution of probability dens…First-crossing probabilities of the linear oscillator (1970)First-Passage Time Problem (1970)Probabilistic Theory of Structural Dynamics (1976)Numerical Solution of First Passage Problems in Random Vibrations (1994)Simulation and the Monte Carlo Method (1981)Non-linear stochastic response distributions by local statistical linearization (2001)Domain Decomposition Method for Calculating the Failure Probability of Linear Dynamic Systems Subjected to Gaussian Stochastic Loads (2006)Evaluating small failure probabilities of multiple limit states by parallel subset simulation (2010)Simulation and the Monte Carlo Method (2016)The Generalized Cell Mapping Method in Nonlinear Random Vibration Based Upon Short-Time Gaussian Approximation (1990)First-passage failure of quasi-non-integrable-Hamiltonian systems (2001)Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting (2004)On the Experimental Attainment of Optimum Conditions (1951)Digital simulation of random processes and its applications (1972)On the Experimental Attainment of Optimum Conditions (1992)Stochastic analysis of dynamical systems by phase-space-controlled Monte Carlo simulation (1999)Rare-Event Simulation (2015)Experimental estimation of time variant system reliability of vibrating structures based on subset simulation with Markov chain splitting (2018)Random Vibration of Systems with Frequency-Dependent Parameters or Fractional Derivatives (1997)Path integration method based on a decoupling probability mapping for fast solving the stochastic response of dynamical systems (2023)Estimation of small failure probabilities in high dimensions by subset simulation (2001)Fuzzy-based optimised subset simulation for reliability analysis of engineering structures (2019)Sequential Active Learning of Low-Dimensional Model Representations for Reliability Analysis (2022)Estimation of small failure probabilities by partially Bayesian active learning line sampling: Theory and algorithm (2023)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 non-linear stochastic structures (2004)Benchmark study on reliability estimation in higher dimensions of structural systems – An overview (2006)Reliability engineering (2011)First passage time for oscillators with non-linear restoring forces (1978)Methods of stochastic structural dynamics (1986)An efficient simulation method for reliability analysis of linear dynamical systems using simple additive rules of probability (2004)Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (2003)The extreme value distribution and dynamic reliability analysis of nonlinear structures with uncertain parameters (2006)The principle of preservation of probability and the generalized density evolution equation (2006)
this work references cited by second hop

References

  • 1967Probabilistic Structural Dynamics: Advanced Theory and Applications629 cited
  • 2001First excursion probabilities for linear systems by very efficient importance sampling282 cited
  • 1966Some First-Passage Problems in Random Vibration177 cited
  • 1999Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation65 cited
  • 1976First Passage Probability for Nonlinear Oscillators57 cited
  • 2003Reliability of Structures in High Dimensions31 cited
  • 1994Reliability of MDOF-systems29 cited
  • 1981Petrov-Galerkin finite element solution for the first passage probability and moments of first passage time of the randomly accelerated free particle24 cited

Cited by

  • 2009First passage failure of quasi-partial integrable generalized Hamiltonian systems18 cited
  • 2011First passage failure of MDOF quasi-integrable Hamiltonian systems with fractional derivative damping17 cited
  • 2008Evolution of probability densities in the phase space for reliability analysis of non-linear structures16 cited

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