An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise

International Journal of Non-Linear Mechanics

Volumn 42, Issue 6, 2007, Pages 848-863

  Ivanova Olsen, A ^a   Naess, A ^b  

^a SINTEF OCEAN   (Norway)

^b NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

Dynamic systems; First passage probability; Girsanov transformation; Importance sampling

Indexed keywords

ACOUSTIC NOISE; APPROXIMATION THEORY; COMPUTATION THEORY; COMPUTER SIMULATION; ITERATIVE METHODS; LINEAR SYSTEMS; SAMPLING;

FAILURE PROBABILITY; GIRSANOV TRANSFORMATION; IMPORTANCE SAMPLING; RANDOM NOISE;

DYNAMICAL SYSTEMS;

EID: 34547506639     PISSN: 00207462     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijnonlinmec.2007.03.014     Document Type: Article

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