Hybrid Subset Simulation method for reliability estimation of dynamical systems subject to stochastic excitation

Probabilistic Engineering Mechanics

Volumn 20, Issue 3, 2005, Pages 199-214

  Ching, J ^a   Beck, J L ^b   Au, S K ^c  

^a NATIONAL TAIWAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^b California Institute of Technology   (United States)

^c NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Dynamical systems; First passage problem; Markov Chain Monte Carlo simulation; Reliability; Subset Simulation

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; ESTIMATION; FAILURE ANALYSIS; MONTE CARLO METHODS; RANDOM PROCESSES; RELIABILITY THEORY; SET THEORY;

DYNAMICAL SYSTEMS; FIRST PASSAGE PROBLEM; MARKOV CHAIN MONTE CARLO SIMULATION; SUBSET SIMULATION;

DYNAMIC MECHANICAL ANALYSIS;

EID: 23844498772     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2004.09.001     Document Type: Article

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