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Experimental estimation of time variant system reliability of vibrating structures based on subset simulation with Markov chain splitting
16 references·1 citing·36 second hop
Experimental estimation of time variant system reliability of vibrating structures based on subset simulation with Markov chain splitting (2018)Experimental estimation of time variant s…Time-Dependent Reliability Analysis Through Response Surface Method (2017)Time-Dependent Reliability An…Numerical solution of stochastic differential equations (2016)Numerical solution of stochas…A Single-Loop Kriging Surrogate Modeling for Time-Dependent Reliability Analysis (2016)A Single-Loop Kriging Surroga…Reliability assessment in structural dynamics (2013)Reliability assessment in str…Application of subset simulation methods to reliability benchmark problems (2006)Application of subset simulat…Application of line sampling simulation method to reliability benchmark problems (2006)Application of line sampling …Design-point excitation for non-linear random vibrations (2005)Design-point excitation for n…Reliability of structures in high dimensions, part I: algorithms and applications (2004)Reliability of structures in …Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting (2004)Reliability estimation for dy…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…Estimation of small failure probabilities in high dimensions by subset simulation (2001)Estimation of small failure p…The geometry of random vibrations and solutions by FORM and SORM (2000)The geometry of random vibrat…On advanced Monte Carlo simulation procedures in stochastic structural dynamics (1997)On advanced Monte Carlo simul…Numerical solution of stochastic differential equations (1994)Numerical solution of stochas…Applications of Random Vibrations (1994)Applications of Random Vibrat…An error-based stopping criterion for spherical decomposition-based adaptive Kriging model and rare event estimation (2023)An error-based stopping crite…Simulation and the Monte Carlo Method (1981)The stochastic finite element method: Past, present and future (2008)A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models (2012)The generalization of Latin hypercube sampling (2015)Simulation and the Monte Carlo Method (2016)A new adaptive importance sampling scheme for reliability calculations (1999)Subset simulation for structural reliability sensitivity analysis (2008)Active learning for structural reliability: Survey, general framework and benchmark (2022)A critical appraisal of reliability estimation procedures for high dimensions (2004)Benchmark study on reliability estimation in higher dimensions of structural systems – An overview (2006)Hybrid enhanced Monte Carlo simulation coupled with advanced machine learning approach for accurate and efficient structural reliability analysis (2021)Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive review (2023)Probabilistic Theory of Structural Dynamics (1976)Dynamic response and reliability analysis of non-linear stochastic structures (2004)Reliability engineering (2011)Optimization algorithms for structural reliability (1991)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)Reliability analysis—a review and some perspectives (2001)Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)Efficient Global Reliability Analysis for Nonlinear Implicit Performance Functions (2008)AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)AK-MCSi: A Kriging-based method to deal with small failure probabilities and time-consuming models (2018)Structural reliability under combined random load sequences (1978)Stochastic Finite Elements: A Spectral Approach (1991)Structural Reliability Methods (1996)A general failure-pursuing sampling framework for surrogate-based reliability analysis (2018)Real-time estimation error-guided active learning Kriging method for time-dependent reliability analysis (2019)Modeling, analysis, and optimization under uncertainties: a review (2021)Martingale Methods in Financial Modelling (1997)Alternative models for stock price dynamics (2003)Multilevel Monte Carlo Path Simulation (2008)GARCH vs. stochastic volatility: Option pricing and risk management (2002)Portfolio optimization with unobservable Markov-modulated drift process (2005)NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (2009)
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References

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  • 2001Estimation of small failure probabilities in high dimensions by subset simulation2,419 cited
  • 1994Numerical solution of stochastic differential equations395 cited
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  • 2004Reliability of structures in high dimensions, part I: algorithms and applications370 cited
  • 2016A Single-Loop Kriging Surrogate Modeling for Time-Dependent Reliability Analysis325 cited
  • 2006Application of line sampling simulation method to reliability benchmark problems292 cited
  • 2006Application of subset simulation methods to reliability benchmark problems285 cited
  • 2001First excursion probabilities for linear systems by very efficient importance sampling282 cited
  • 2017Time-Dependent Reliability Analysis Through Response Surface Method244 cited
  • 2000The geometry of random vibrations and solutions by FORM and SORM238 cited
  • 2004Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting135 cited
  • 1994Applications of Random Vibrations135 cited
  • 2013Reliability assessment in structural dynamics102 cited
  • 1997On advanced Monte Carlo simulation procedures in stochastic structural dynamics

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99 cited
  • 2005Design-point excitation for non-linear random vibrations97 cited
  • Cited by

    • 2023An error-based stopping criterion for spherical decomposition-based adaptive Kriging model and rare event estimation20 cited