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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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.|
|Usage Policy:||No commercial reproduction, distribution, display or performance rights in this work are provided.|
|Deposited By:||Tony Diaz|
|Deposited On:||15 Jun 2011 20:03|
|Last Modified:||26 Dec 2012 13:17|
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