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Importance sampling for first passage problems of nonlinear structures
10 references·11 citing·30 second hop
Importance sampling for first passage problems of nonlinear structures (1999)Importance sampling for first passage pro…Simulation and the Monte Carlo Method (2016)Simulation and the Monte Carl…On the spectral representation method in simulation (1993)On the spectral representatio…Asymptotic importance sampling (1993)Asymptotic importance samplingRandom Vibration of Mechanical and Structural Systems (1992)Random Vibration of Mechanica…Optimal Importance‐Sampling Density Estimator (1992)Optimal Importance‐Sampling D…Simulation of Stochastic Processes by Spectral Representation (1991)Simulation of Stochastic Proc…Adaptive sampling — an iterative fast Monte Carlo procedure (1988)Adaptive sampling — an iterat…Simulation and the Monte Carlo Method (1981)Simulation and the Monte Carl…Monte Carlo solution of structural dynamics (1972)Monte Carlo solution of struc…Digital simulation of random processes and its applications (1972)Digital simulation of random …First excursion probability of dynamical systems: A review on computational methods (2025)First excursion probability o…Dynamic reliability analysis of structures under nonstationary stochastic excitations using tail-modified extreme value distribution (2023)Dynamic reliability analysis …Efficient approach for dynamic reliability analysis based on uniform design method and Box-Cox transformation (2022)Efficient approach for dynami…Dynamic reliability analysis for non-stationary non-Gaussian response based on the bivariate vector translation process (2021)Dynamic reliability analysis …First passage probability assessment of stationary non-Gaussian process using the third-order polynomial transformation (2018)First passage probability ass…Time-Dependent Reliability Modeling and Analysis Method for Mechanics Based on Convex Process (2015)Time-Dependent Reliability Mo…Integrating subset simulation with probabilistic re-analysis to estimate reliability of dynamic systems (2013)Integrating subset simulation…Numerical calculation for first excursion probabilities of linear systems (2008)Numerical calculation for fir…First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations (2007)First-passage failure of stro…First passage times of stationary non-Gaussian structural responses (2006)First passage times of statio…Evaluation of accuracy and efficiency of some simulation and sampling methods in structural reliability analysis (2005)Evaluation of accuracy and ef…Simulation of Multivariate and Multidimensional Random Processes (1971)Comparison between Karhunen?Loeve and wavelet expansions for simulation of Gaussian processes (2004)Stochastic buckling behaviour of laminated composite structures with uncertain material properties (2017)The Spectral Representation Method: A framework for simulation of stochastic processes, fields, and waves (2024)Methods of structural safety (2006)Time-Dependent Reliability of Random Dynamic Systems Using Time-Series Modeling and Importance Sampling (2011)A new adaptive importance sampling Monte Carlo method for structural reliability (2013)Non-Gradient–Based Algorithm for Structural Reliability Analysis (2014)Structural Reliability Analysis and Prediction (2017)Small sample sensitivity analysis techniques for computer models.with an application to risk assessment (1980)A benchmark study on importance sampling techniques in structural reliability (1993)Review and application of Artificial Neural Networks models in reliability analysis of steel structures (2014)MCMC algorithms for Subset Simulation (2015)An efficient sampling method for probability of failure calculation (1986)A critical appraisal of methods to determine failure probabilities (1987)Structural optimization of linear dynamical systems under stochastic excitation: a moving reliability database approach (2004)Hybrid Subset Simulation method for reliability estimation of dynamical systems subject to stochastic excitation (2005)Ensemble of surrogates combining Kriging and Artificial Neural Networks for reliability analysis with local goodness measurement (2022)Simulation of Ergodic Multivariate Stochastic Processes (1996)A nonparametric model of random uncertainties for reduced matrix models in structural dynamics (2000)Stochastic Dynamics of Marine Structures (2012)The stochastic finite element method: Past, present and future (2008)Fast Numerical Methods for Stochastic Computations: A Review (2009)An Introduction to Computational Stochastic PDEs (2014)Neumann Expansion for Stochastic Finite Element Analysis (1988)A GF-discrepancy for point selection in stochastic seismic response analysis of structures with uncertain parameters (2015)Automobile Prices in Market Equilibrium (1995)Estimation of small failure probabilities in high dimensions by subset simulation (2001)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)A New Study on Reliability-Based Design Optimization (1999)
this work references cited by second hop

References

  • 2016Simulation and the Monte Carlo Method3,356 cited
  • 1981Simulation and the Monte Carlo Method2,402 cited
  • 1972Digital simulation of random processes and its applications1,663 cited
  • 1991Simulation of Stochastic Processes by Spectral Representation1,379 cited
  • 1972Monte Carlo solution of structural dynamics629 cited
  • 1992Random Vibration of Mechanical and Structural Systems493 cited
  • 1988Adaptive sampling — an iterative fast Monte Carlo procedure464 cited
  • 1993On the spectral representation method in simulation160 cited
  • 1992Optimal Importance‐Sampling Density Estimator116 cited
  • 1993Asymptotic importance sampling64 cited

Cited by

  • 2025First excursion probability of dynamical systems: A review on computational methods32 cited
  • 2021Dynamic reliability analysis for non-stationary non-Gaussian response based on the bivariate vector translation process26 cited
  • 2015Time-Dependent Reliability Modeling and Analysis Method for Mechanics Based on Convex Process26 cited
  • 2005Evaluation of accuracy and efficiency of some simulation and sampling methods in structural reliability analysis24 cited
  • 2006First passage times of stationary non-Gaussian structural responses

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21 cited
  • 2022Efficient approach for dynamic reliability analysis based on uniform design method and Box-Cox transformation20 cited
  • 2008Numerical calculation for first excursion probabilities of linear systems17 cited
  • 2018First passage probability assessment of stationary non-Gaussian process using the third-order polynomial transformation17 cited
  • 2023Dynamic reliability analysis of structures under nonstationary stochastic excitations using tail-modified extreme value distribution16 cited
  • 2007First-passage failure of strongly nonlinear oscillators under combined harmonic and real noise excitations16 cited
  • 2013Integrating subset simulation with probabilistic re-analysis to estimate reliability of dynamic systems14 cited