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First excursion probability of dynamical systems: A review on computational methods · Study

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ArticleFirst excursion probability of dynamical systems: A review on computational methods

Youbao Jiang2025

Article2025

First excursion probability of dynamical systems: A review on computational methods

Youbao Jiang · Michael Beer · Matthias G.R. Faes · Costas Papadimitriou

32 citations·0/0 files stored·Mechanical Systems and Signal Processing

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Probabilistic and Robust Engineering Design Seismic Performance and Analysis Reliability and Maintenance Optimization

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References

2001Estimation of small failure probabilities in high dimensions by subset simulation 2011AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation 2006The principle of preservation of probability and the generalized density evolution equation 2003The PHI2 method: a way to compute time-variant reliability 2006The equivalent extreme-value event and evaluation of the structural system reliability 2015A GF-discrepancy for point selection in stochastic seismic response analysis of structures with uncertain parameters 2002Important sampling in high dimensions 2004Probability density evolution method for dynamic response analysis of structures with uncertain parameters

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Details

Year2025

Typearticle

Published2025-04-15

VenueMechanical Systems and Signal Processing

ISSN-L0888-3270

Languageen

Citations32

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

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doi10.1016/j.ymssp.2025.112751

openalex_workW4409469559

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