Excursion probabilities of non-linear systems

DOI10.1016/J.IJNONLINMEC.2004.02.006zbMath1348.74322OpenAlexW2017801702MaRDI QIDQ873409

H. J. Pradlwarter, Gerhard Iwo Schuëller

Publication date: 29 March 2007

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.2004.02.006

zbMATH Keywords

Monte Carlo simulationFirst excursion probabilityFirst passage probabilityLine samplingStochastic non-linear responseStochastic system

Mathematics Subject Classification ID

Finite element methods applied to problems in solid mechanics (74S05) Dynamical systems in solid mechanics (37N15) Optimal stochastic control (93E20) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)

Related Items (6)

First passage failure of quasi non-integrable generalized Hamiltonian systems ⋮ First passage failure of MDOF quasi-integrable Hamiltonian systems with fractional derivative damping ⋮ A new fractional moment equation method for the response prediction of nonlinear stochastic systems ⋮ A new method for reliability-based sensitivity analysis of dynamic random systems ⋮ Uncertainty analysis of complex structural systems ⋮ First-passage problem for strong nonlinear stochastic dynamical systems

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