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Sensitivity estimation of first excursion probabilities of linear structures subject to stochastic Gaussian loading
16 references·1 citing·35 second hop
Sensitivity estimation of first excursion probabilities of linear structures subject to stochastic Gaussian loading (2021)Sensitivity estimation of first excursion…A survey on approaches for reliability-based optimization (2010)A survey on approaches for re…The stochastic finite element method: Past, present and future (2008)The stochastic finite element…Subset simulation for structural reliability sensitivity analysis (2008)Subset simulation for structu…Simulation and the Monte Carlo method (2008)Simulation and the Monte Carl…Probability concepts in engineering: emphasis on applications to civil and environmental engineering (2008)Probability concepts in engin…Computational methods in optimization considering uncertainties – An overview (2008)Computational methods in opti…Reliability-based design sensitivity by efficient simulation (2005)Reliability-based design sens…Reliability of structures in high dimensions, part I: algorithms and applications (2004)Reliability of structures in …A critical appraisal of reliability estimation procedures for high dimensions (2004)A critical appraisal of relia…First excursion probabilities for linear systems by very efficient importance sampling (2001)First excursion probabilities…Computational methods for efficient structural reliability and reliability sensitivity analysis (1994)Computational methods for eff…Random vibration of mechanical and structural systems (1993)Random vibration of mechanica…Random Vibration of Mechanical and Structural Systems (1992)Random Vibration of Mechanica…Probability Integration by Directional Simulation (1988)Probability Integration by Di…A critical appraisal of methods to determine failure probabilities (1987)A critical appraisal of metho…Narrow Reliability Bounds for Structural Systems (1979)Narrow Reliability Bounds for…On the use of Directional Importance Sampling for reliability-based design and optimum design sensitivity of linear stochastic structures (2022)On the use of Directional Imp…Estimation of small failure probabilities in high dimensions by subset simulation (2001)Reliability analysis—a review and some perspectives (2001)On Latin hypercube sampling for structural reliability analysis (2002)Assessing small failure probabilities by combined subset simulation and Support Vector Machines (2011)MCMC algorithms for Subset Simulation (2015)Stochastic Finite Elements: A Spectral Approach (1991)Structural Reliability Methods (1996)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)A Chebyshev interval method for nonlinear dynamic systems under uncertainty (2012)Probability-interval hybrid uncertainty analysis for structures with both aleatory and epistemic uncertainties: a review (2017)Chance-Constrained Programming (1959)Surrogate-assisted reliability-based design optimization: a survey and a unified modular framework (2019)A Comparative Study of Metaheuristic Algorithms for Reliability-Based Design Optimization Problems (2020)Simulation and the Monte Carlo Method (1981)A new learning function for Kriging and its applications to solve reliability problems in engineering (2015)Simulation and the Monte Carlo Method (2016)Second‐Order Reliability Approximations (1987)Importance sampling in structural systems (1989)Advanced probabilistic structural analysis method for implicit performance functions (1990)Reliability-based design optimization for crashworthiness of vehicle side impact (2004)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)Numerical methods for the discretization of random fields by means of the Karhunen–Loève expansion (2014)Direct probability integral method for stochastic response analysis of static and dynamic structural systems (2019)Recent Trends in the Modeling and Quantification of Non-probabilistic Uncertainty (2019)Probability, statistics, and decision for civil engineers (1970)Exact and Invariant Second-Moment Code Format (1974)Structural Reliability under Incomplete Probability Information (1986)Moment methods for structural reliability (2001)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)Life-cycle performance, management, and optimisation of structural systems under uncertainty: accomplishments and challenges (2010)A comparison of deterministic, reliability-based and risk-based structural optimization under uncertainty (2011)Sensitivity estimation of failure probability applying line sampling (2017)An analytical Wiener path integral technique for non-stationary response determination of nonlinear oscillators (2011)
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References

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  • 1988Probability Integration by Directional Simulation339 cited
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  • 2008Simulation and the Monte Carlo method308 cited
  • 2008Subset simulation for structural reliability sensitivity analysis

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284 cited
  • 2001First excursion probabilities for linear systems by very efficient importance sampling282 cited
  • Cited by

    • 2022On the use of Directional Importance Sampling for reliability-based design and optimum design sensitivity of linear stochastic structures12 cited