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Volumn 39, Issue 9, 2004, Pages 1447-1452

Excursion probabilities of non-linear systems

Author keywords

First excursion probability; First passage probability; Line sampling; Monte Carlo simulation; Stochastic non linear response; Stochastic system

Indexed keywords

COMPUTER SIMULATION; LINEAR SYSTEMS; MATHEMATICAL MODELS; MONTE CARLO METHODS; OSCILLATORS (ELECTRONIC); PROBABILITY; PROBLEM SOLVING; RANDOM PROCESSES; SAMPLING; WHITE NOISE;

EID: 2442549681     PISSN: 00207462     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijnonlinmec.2004.02.006     Document Type: Conference Paper
Times cited : (25)

References (11)
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    • Rice, O.C.1
  • 2
    • 0000780536 scopus 로고
    • Some first passage problems in random vibration
    • Crandall S.H. Some first passage problems in random vibration. J. Appl. Mech. ASME. 33:1966;624-639.
    • (1966) J. Appl. Mech. ASME , vol.33 , pp. 624-639
    • Crandall, S.H.1
  • 3
    • 0017006479 scopus 로고
    • First passage probability for nonlinear oscillators
    • Roberts J.B. First passage probability for nonlinear oscillators. J. Eng. Mech. ASCE. 102:1976;851-866.
    • (1976) J. Eng. Mech. ASCE , vol.102 , pp. 851-866
    • Roberts, J.B.1
  • 4
    • 0019586844 scopus 로고
    • Petrov-Galerkin finite element solution for the first passage probability and moments of first passage time of the randomly free accelerated free particle
    • Bergman L.A., Heinrich J.C. Petrov-Galerkin finite element solution for the first passage probability and moments of first passage time of the randomly free accelerated free particle. Comput. Meth. Appl. Mech. Eng. 27:1981;345-362.
    • (1981) Comput. Meth. Appl. Mech. Eng. , vol.27 , pp. 345-362
    • Bergman, L.A.1    Heinrich, J.C.2
  • 7
    • 0345073157 scopus 로고    scopus 로고
    • Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation
    • Pradlwarter H.J., Schuëller G.I. Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation. Probab. Eng. Mech. 14:1999;213-227.
    • (1999) Probab. Eng. Mech. , vol.14 , pp. 213-227
    • Pradlwarter, H.J.1    Schuëller, G.I.2
  • 8
    • 0003340836 scopus 로고    scopus 로고
    • Subset simulation: A new approach to calculating small failure probabilities
    • Monte Carlo, Monaco, 2000
    • S.K. Au, J.L. Beck, Subset simulation: a new approach to calculating small failure probabilities, in: Proceedings of International Conference on Monte Carlo, Monte Carlo, Monaco, 2000, 2000.
    • (2000) Proceedings of International Conference on Monte Carlo
    • Au, S.K.1    Beck, J.L.2
  • 9
    • 0035399915 scopus 로고    scopus 로고
    • First excursion probabilities for linear systems by very efficient importance sampling
    • Au S.K., Beck J.L. First excursion probabilities for linear systems by very efficient importance sampling. Probab. Eng. Mech. 16:2001;193-207.
    • (2001) Probab. Eng. Mech. , vol.16 , pp. 193-207
    • Au, S.K.1    Beck, J.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.