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

DOI10.1016/j.ijnonlinmec.2007.03.014zbMath1200.93139OpenAlexW1992479597MaRDI QIDQ605472

Sumit K. Garg

Publication date: 24 November 2010

Published in: International Journal of Non-Linear Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijnonlinmec.2007.03.014

zbMATH Keywords

importance samplingdynamic systemsGirsanov transformationfirst-passage probability

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Reliability, availability, maintenance, inspection in operations research (90B25) Random vibrations in mechanics of particles and systems (70L05) Optimal stochastic control (93E20)

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