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Reliability of dynamic systems using stochastic simulation

Beck, J. L. and Au, S. K. (2005) Reliability of dynamic systems using stochastic simulation. In: Structural dynamics: EURODYN 2005. Millpress , Rotterdam, pp. 23-30. ISBN 90-5966-033-1 http://resolver.caltech.edu/CaltechAUTHORS:20110607-105851426

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Abstract

An overview is given of the use of stochastic simulation to estimate first-passage failure probabilities for dynamic reliability problems. Also, two methods are described that were developed recently by the authors which give much better computational efficiency than Monte Carlo Simulation when estimating small failure probabilities: ISEE (Importance Sampling using Elementary Events) for linear dynamic systems and Subset Simulation for general problems, including those with nonlinear dynamics.


Item Type:Book Section
Additional Information:© 2005 Millpress.
Record Number:CaltechAUTHORS:20110607-105851426
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:20110607-105851426
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:23928
Collection:CaltechAUTHORS
Deposited By: Tony Diaz
Deposited On:15 Jun 2011 20:03
Last Modified:26 Dec 2012 13:17

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