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Domain Decomposition Method for Calculating the Failure Probability of Linear Dynamic Systems Subjected to Gaussian Stochastic Loads
6 references·16 citing·41 second hopsampled
Domain Decomposition Method for Calculating the Failure Probability of Linear Dynamic Systems Subjected to Gaussian Stochastic Loads (2006)Domain Decomposition Method for Calculati…Equivalent linearization and Monte Carlo simulation in stochastic dynamics (2003)Equivalent linearization and …Important sampling in high dimensions (2002)Important sampling in high di…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…On the simulation of stochastic processes by spectral representation (1997)On the simulation of stochast…Asymptotic Expansions for Reliability and Moments of Uncertain Systems (1997)Asymptotic Expansions for Rel…First excursion probability of dynamical systems: A review on computational methods (2025)First excursion probability o…Failure probability estimation of a class of series systems by multidomain Line Sampling (2021)Failure probability estimatio…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…Bounding the first excursion probability of linear structures subjected to imprecise stochastic loading (2020)Bounding the first excursion …Application of directional importance sampling for estimation of first excursion probabilities of linear structural systems subject to stochastic Gaussian loading (2020)Application of directional im…An adaptive scheme for reliability-based global design optimization: A Markov chain Monte Carlo approach (2020)An adaptive scheme for reliab…An efficient surrogate-aided importance sampling framework for reliability analysis (2019)An efficient surrogate-aided …Experimental estimation of time variant system reliability of vibrating structures based on subset simulation with Markov chain splitting (2018)Experimental estimation of ti…On the evaluation of multiple failure probability curves in reliability analysis with multiple performance functions (2017)On the evaluation of multiple…Estimation of first excursion probabilities for uncertain stochastic linear systems subject to Gaussian load (2014)Estimation of first excursion…Reliability-based optimal design of linear structures subjected to stochastic excitations (2013)Reliability-based optimal des…Spherical subset simulation (S³) for solving non-linear dynamical reliability problems (2010)Spherical subset simulation (…Reliability analysis of wind-excited structures using domain decomposition method and line sampling (2009)Reliability analysis of wind-…An efficient simulation method for reliability analysis of linear dynamical systems using simple additive rules of probability (2004)An efficient simulation metho…A two-stage Subset Simulation-based approach for calculating the reliability of inelastic structural systems subjected to Gaussian random excitations (2004)A two-stage Subset Simulation…Simulation and the Monte Carlo Method (1981)Stochastic Finite Elements: A Spectral Approach (1991)A half-century of stochastic equivalent linearization (2005)Linearization in Analysis of Nonlinear Stochastic Systems: Recent Results—Part I: Theory (2005)Application of spherical subset simulation method and auxiliary domain method on a benchmark reliability study (2007)Simulation and the Monte Carlo Method (2016)Monte Carlo solution of structural dynamics (1972)Simulation of Stochastic Processes by Spectral Representation (1991)Simulation of Multi-Dimensional Gaussian Stochastic Fields by Spectral Representation (1996)Finite Element-Based Structural Reliability Assessment Using Efficient Directional Simulation (2005)Joint First-Passage Probability and Reliability of Systems under Stochastic Excitation (2005)Stochastic buckling behaviour of laminated composite structures with uncertain material properties (2017)Probabilistic Structural Dynamics: Advanced Theory and Applications (1967)Non-linear stochastic response distributions by local statistical linearization (2001)Evaluating small failure probabilities of multiple limit states by parallel subset simulation (2010)Finite element solution of Fokker–Planck equation of nonlinear oscillators subjected to colored non-Gaussian noise (2014)Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)Structural Reliability Methods (1996)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Probabilistic Theory of Structural Dynamics (1976)Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting (2004)Structural optimization of linear dynamical systems under stochastic excitation: a moving reliability database approach (2004)Design and sensitivity analysis of dynamical systems subjected to stochastic loading (2005)Optimization algorithms for structural reliability (1991)Estimation of small failure probabilities in high dimensions by subset simulation (2001)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)Probability concepts in engineering: emphasis on applications to civil and environmental engineering (2008)The stochastic finite element method: Past, present and future (2008)Fully decoupled reliability-based design optimization of structural systems subject to uncertain loads (2020)Efficient imprecise reliability analysis using the Augmented Space Integral (2021)Design and Analysis of Computer Experiments (1989)The Design and Analysis of Computer Experiments (2003)Decoupled reliability-based optimization using Markov chain Monte Carlo in augmented space (2021)Quantile surrogates and sensitivity by adaptive Gaussian process for efficient reliability-based design optimization (2021)Efficient decoupling-assisted evolutionary/metaheuristic framework for expensive reliability-based design optimization problems (2022)Stochastic Dynamics of Structures (2009)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)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2002Important sampling in high dimensions375 cited
  • 2001First excursion probabilities for linear systems by very efficient importance sampling282 cited
  • 1997Asymptotic Expansions for Reliability and Moments of Uncertain Systems249 cited
  • 2003Equivalent linearization and Monte Carlo simulation in stochastic dynamics152 cited
  • 1997On the simulation of stochastic processes by spectral representation100 cited
  • 1999Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation65 cited

Cited by

  • 2020Bounding the first excursion probability of linear structures subjected to imprecise stochastic loading49 cited
  • 2020Application of directional importance sampling for estimation of first excursion probabilities of linear structural systems subject to stochastic Gaussian loading48 cited
  • 2020An adaptive scheme for reliability-based global design optimization: A Markov chain Monte Carlo approach47 cited
  • 2014Estimation of first excursion probabilities for uncertain stochastic linear systems subject to Gaussian load44 cited
  • 2021Failure probability estimation of a class of series systems by multidomain Line Sampling42 cited
  • 2004A two-stage Subset Simulation-based approach for calculating the reliability of inelastic structural systems subjected to Gaussian random excitations39 cited
  • 2004An efficient simulation method for reliability analysis of linear dynamical systems using simple additive rules of probability

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37 cited
  • 2025First excursion probability of dynamical systems: A review on computational methods32 cited
  • 2019An efficient surrogate-aided importance sampling framework for reliability analysis28 cited
  • 2021Cross entropy-based importance sampling for first-passage probability estimation of randomly excited linear structures with parameter uncertainty27 cited
  • 2013Reliability-based optimal design of linear structures subjected to stochastic excitations23 cited
  • 2010Spherical subset simulation (S³) for solving non-linear dynamical reliability problems22 cited
  • 2018Experimental estimation of time variant system reliability of vibrating structures based on subset simulation with Markov chain splitting21 cited
  • 2017On the evaluation of multiple failure probability curves in reliability analysis with multiple performance functions17 cited
  • 2009Reliability analysis of wind-excited structures using domain decomposition method and line sampling16 cited
  • 2021Augmented reliability analysis for estimating imprecise first excursion probabilities in stochastic linear dynamics16 cited