Pages that link to "Item:Q1686588"
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The following pages link to Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics (Q1686588):
Displaying 5 items.
- An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise (Q605472) (← links)
- Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls (Q784100) (← links)
- Probabilistic response of nonsmooth nonlinear systems under Gaussian white noise excitations (Q2151032) (← links)
- Importance sampling for randomly excited dynamical systems (Q2881690) (← links)
- A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability. (Q4937410) (← links)