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Closed-Form Solution to First Passage Probability for Nonstationary Lognormal Processes
13 references·16 citing·39 second hop
Closed-Form Solution to First Passage Probability for Nonstationary Lognormal Processes (2016)Closed-Form Solution to First Passage Pro…Structural Reliability Analysis and Prediction (2017)Structural Reliability Analys…Time-dependent reliability analysis with joint upcrossing rates (2013)Time-dependent reliability an…Analytical derivation of the outcrossing rate in time-variant reliability problems (2008)Analytical derivation of the …A translation model for non-stationary, non-Gaussian random processes (2005)A translation model for non-s…The PHI2 method: a way to compute time-variant reliability (2003)The PHI2 method: a way to com…Reliability analysis—a review and some perspectives (2001)Reliability analysis—a review…Approximations of first-passage times for differentiable processes based on higher-order threshold crossings (1995)Approximations of first-passa…Outcrossings from Convex Polyhedrons for Nonstationary Gaussian Processes (1993)Outcrossings from Convex Poly…Load‐Space Formulation for Time‐Dependent Structural Reliability (1992)Load‐Space Formulation for Ti…Vector Process Out‐Crossing as Parallel System Sensitivity Measure (1991)Vector Process Out‐Crossing a…Methods for Time‐Dependent Reliability and Sensitivity Analysis (1990)Methods for Time‐Dependent Re…Gaussian Outcrossings from Safe Convex Polyhedrons (1983)Gaussian Outcrossings from Sa…Probability of Structural Failure Under Random Loading (1964)Probability of Structural Fai…Towards a single-loop Gaussian process regression based-active learning method for time-dependent reliability analysis (2025)Towards a single-loop Gaussia…Time-dependent reliability analysis by a single-loop Bayesian active learning method using Gaussian process regression (2025)Time-dependent reliability an…First excursion probability of dynamical systems: A review on computational methods (2025)First excursion probability o…An improved analytical solution to outcrossing rate for scalar nonstationary and non-gaussian processes (2024)An improved analytical soluti…A loading contribution degree analysis-based strategy for time-variant reliability analysis of structures under multiple loading stochastic processes (2023)A loading contribution degree…A critical review on methods for time-dependent structural reliability (2023)A critical review on methods …Time-variant reliability analysis using moment-based equivalent Gaussian process and importance sampling (2022)Time-variant reliability anal…Time-dependent structural reliability under nonstationary and non-Gaussian processes (2022)Time-dependent structural rel…The GLO method: An efficient algorithm for time-dependent reliability analysis based on outcrossing rate (2022)The GLO method: An efficient …Importance Sampling for Time-Variant Reliability Analysis (2021)Importance Sampling for Time-…Dynamic reliability analysis for non-stationary non-Gaussian response based on the bivariate vector translation process (2021)Dynamic reliability analysis …Time-Dependent Structural Reliability Assessment for Nonstationary Non-Gaussian Performance Functions (2020)Time-Dependent Structural Rel…Stochastic Process-Based Structural Reliability Considering Correlation between Upcrossings (2020)Stochastic Process-Based Stru…Kriging Model for Time-Dependent Reliability: Accuracy Measure and Efficient Time-Dependent Reliability Analysis Method (2020)Kriging Model for Time-Depend…Structural Time-Dependent Reliability Assessment with New Power Spectral Density Function (2019)Structural Time-Dependent Rel…Efficient Solution for Calculation of Upcrossing Rate of Nonstationary Gaussian Process (2018)Efficient Solution for Calcul…Exact and Invariant Second-Moment Code Format (1974)A critical appraisal of reliability estimation procedures for high dimensions (2004)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)Metamodel-based importance sampling for structural reliability analysis (2013)The Logic 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probability estimation of randomly excited linear structures with parameter uncertainty (2021)Structural Reliability Methods (1996)A Nested Extreme Response Surface Approach for Time-Dependent Reliability-Based Design Optimization (2012)Time-Dependent Reliability Analysis Through Response Surface Method (2017)Probabilistic Theory of Structural Dynamics (1976)Methods of structural safety (2006)Reliability-based Structural Design (2006)Mixed Efficient Global Optimization for Time-Dependent Reliability Analysis (2015)Modeling, analysis, and optimization under uncertainties: a review (2021)Vector-Process Models for System Reliability (1977)Generalized Second Moment Reliability Index (1979)Principle of Normal Tail Approximation (1981)An active failure-pursuing Kriging modeling method for time-dependent reliability analysis (2019)A unified formalism of the GE-GDEE for generic continuous responses and first-passage reliability analysis of multi-dimensional nonlinear systems subjected to non-white-noise excitations (2022)Structural and System Reliability (2022)Optimal Discretization of Random Fields (1993)A Single-Loop Kriging Surrogate Modeling for Time-Dependent Reliability Analysis (2016)Uncertainties in risk analysis: Six levels of treatment (1996)Sequential Optimization and Reliability Assessment Method for Efficient Probabilistic Design (2004)Time-Dependent Reliability Estimation for Dynamic Problems Using a Niching Genetic Algorithm (2009)An Efficient Method for Time-Variant Reliability including Finite Element Analysis (2021)
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References

  • 2017Structural Reliability Analysis and Prediction3,780 cited
  • 2001Reliability analysis—a review and some perspectives775 cited
  • 2003The PHI2 method: a way to compute time-variant reliability460 cited
  • 2008Analytical derivation of the outcrossing rate in time-variant reliability problems326 cited
  • 2013Time-dependent reliability analysis with joint upcrossing rates234 cited
  • 1991Vector Process Out‐Crossing as Parallel System Sensitivity Measure201 cited
  • 1964Probability of Structural Failure Under Random Loading107 cited
  • 1983Gaussian Outcrossings from Safe Convex Polyhedrons95 cited
  • 1995Approximations of first-passage times for differentiable processes based on higher-order threshold crossings87 cited
  • 1993Outcrossings from Convex Polyhedrons for Nonstationary Gaussian Processes73 cited
  • 1990Methods for Time‐Dependent Reliability and Sensitivity Analysis69 cited
  • 1992Load‐Space Formulation for Time‐Dependent Structural Reliability64 cited
  • 2005A translation model for non-stationary, non-Gaussian random processes51 cited

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  • 2022The GLO method: An efficient algorithm for time-dependent reliability analysis based on outcrossing rate35 cited

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2025
First excursion probability of dynamical systems: A review on computational methods
32 cited
  • 2018Efficient Solution for Calculation of Upcrossing Rate of Nonstationary Gaussian Process30 cited
  • 2023A loading contribution degree analysis-based strategy for time-variant reliability analysis of structures under multiple loading stochastic processes28 cited
  • 2021Importance Sampling for Time-Variant Reliability Analysis27 cited
  • 2021Dynamic reliability analysis for non-stationary non-Gaussian response based on the bivariate vector translation process26 cited
  • 2022Time-dependent structural reliability under nonstationary and non-Gaussian processes26 cited
  • 2022Time-variant reliability analysis using moment-based equivalent Gaussian process and importance sampling25 cited
  • 2025Towards a single-loop Gaussian process regression based-active learning method for time-dependent reliability analysis24 cited
  • 2025Time-dependent reliability analysis by a single-loop Bayesian active learning method using Gaussian process regression18 cited
  • 2020Time-Dependent Structural Reliability Assessment for Nonstationary Non-Gaussian Performance Functions17 cited
  • 2023A critical review on methods for time-dependent structural reliability16 cited
  • 2019Structural Time-Dependent Reliability Assessment with New Power Spectral Density Function16 cited
  • 2020Kriging Model for Time-Dependent Reliability: Accuracy Measure and Efficient Time-Dependent Reliability Analysis Method15 cited
  • 2020Stochastic Process-Based Structural Reliability Considering Correlation between Upcrossings12 cited
  • 2024An improved analytical solution to outcrossing rate for scalar nonstationary and non-gaussian processes10 cited