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A martingale approach to the reliability of a structural system under nonstationary excitation - MaRDI portal

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A martingale approach to the reliability of a structural system under nonstationary excitation (Q1092529)

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scientific article; zbMATH DE number 4020156
Language Label Description Also known as
English
A martingale approach to the reliability of a structural system under nonstationary excitation
scientific article; zbMATH DE number 4020156

    Statements

    title
    A martingale approach to the reliability of a structural system under nonstationary excitation (English)
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    author
    O. Ibidapo-Obe
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    J. Y. Diiwu
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    publication date
    1987
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    review text
    In this paper, an approach to reliability analysis is being proposed using the martingale property of the response of the structure to nonstationary excitation. The dynamic equation being an Itô differential equation, the derived moments of the associated Fokker- Planck equation are expressed in simple forms. The Fokker-Planck equation is then solved to give the transition probability density function which characterizes the behavior of the structure. The reliability function is then obtained from the transition probability density function.
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    zbMATH Keywords
    martingale approach
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    reliability analysis
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    Itô differential equation
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    Fokker-Planck equation
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    Identifiers

    Mathematics Subject Classification ID
    60K10
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    60H10
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    60G44
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    90B22
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    zbMATH DE Number
    4020156
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    OpenAlex ID
    W2055097216
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