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Importance sampling for randomly excited dynamical systems

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Publication:2881690
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DOI10.1016/S0022-460X(03)00204-9zbMath1236.70047OpenAlexW1980615384MaRDI QIDQ2881690

Michael MacKe, Christian Bucher

Publication date: 3 May 2012

Published in: Journal of Sound and Vibration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0022-460x(03)00204-9



Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Random vibrations in mechanics of particles and systems (70L05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05)


Related Items (5)

Numerical solution of the Fokker-Planck equation using physics-based mixture models ⋮ Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics ⋮ Estimation of failure probabilities of linear dynamic systems by importance sampling ⋮ Improving the fatigue life of a vehicle knuckle with a reliability-based design optimization approach ⋮ Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls






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