An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise
Tài liệu tham khảo
Girsanov, 1960, On transforming a certain class of stochastic processes by absolutely continuous substitution of measures, Theory of Probab. Appl., V, 285, 10.1137/1105027
Milstein, 1995
A. Ivanova Olsen, A. Naess, Importance sampling for dynamic systems by approximate calculation of the optimal control function, in: A. Wilson, N. Limnios, S. Keller-McNulty, Y. Armijo (Eds.), Modern Statistical and Mathematical Methods in Reliability, Series on Quality, Reliability and Engineering Statistics, vol. 10, World Scientific Publishing, Singapore, 2005, pp. 339–352 (chapter 24).
Ivanova Olsen, 2006, Estimation of failure probabilities of linear dynamic systems by importance sampling, Sadhana, J. Eng. Sci. Div. Indian Acad. Sci., 31, 1
Øksendal, 1998
Rudin, 1987
M. Macke, Importance sampling for nonlinear dynamic systems under random excitation, Technical Report, Weimar, 1999.
Koo, 2003, Importance sampling of first-excursion probability for nonlinear systems, 329
Macke, 2003, Importance sampling for randomly excited dynamical systems, J. Sound Vibration, 268, 269, 10.1016/S0022-460X(03)00204-9
A. Ivanova, A. Naess, An importance sampling procedure for estimating failure probabilities of dynamic systems, in: ASCE, Joint Speciality Conference on Probabilistic Mechanics and Structural Reliability, 2004.
Crandall, 1980, Non-gaussian closure for random vibration of non-linear oscillators, Int. J. Non-linear Mech., 15, 303, 10.1016/0020-7462(80)90015-3
Lin, 1995
Soong, 1997
Koo, 2005, Design-point excitation for non-linear random variables, Probab. Eng. Mech., 20, 136, 10.1016/j.probengmech.2005.04.001
N.C. Hampl, Stochastic analysis of nonlinear systems under dynamic loading, in: Fourth International Conference on Structural Safety and Reliability ICOSSAR’85, vol. 1, 1985, pp. 615–619.
Roberts, 1990
Caughey, 1986, On the response of non-linear oscillators to stochastic excitation, Probab. Eng. Mech., 1, 2, 10.1016/0266-8920(86)90003-2
Naess, 1993, Response statistics of nonlinear, compliant offshore structures by the path integral solution method, Probab. Eng. Mech., 8, 91, 10.1016/0266-8920(93)90003-E
Wen, 1980, Equivalent linearization of hysteretic systems under random excitation, J. Appl. Mech. Trans. ASME, 47, 150, 10.1115/1.3153594
Y.K. Wen, Response and damage of hysteretic systems under random excitation, in: ICOSSASR’85, Fourth International Conference on Structural Safety and Reliability, vol. 1, 1985, pp. 291–300.