Solution of the First-Passage Problem by Advanced Monte Carlo Simulation Technique
A selective Monte Carlo simulation procedure for the evaluation of the reliability of nonlinear structures subjected to dynamic loading is presented. The proposed “Russian Roulette and Splitting” procedure allows generation of important low-probability samples in nonlinear dynamics. This proce...
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| Date: | 2003 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут проблем міцності ім. Г.С. Писаренко НАН України
2003
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| Series: | Проблемы прочности |
| Subjects: | |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Solution of the First-Passage Problem by Advanced Monte Carlo Simulation Technique / M. Labou // Проблемы прочности. — 2003. — № 6. — С. 67-74. — Бібліогр.: 5 назв. — англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| Summary: | A selective Monte Carlo simulation procedure
for the evaluation of the reliability of nonlinear
structures subjected to dynamic loading is presented.
The proposed “Russian Roulette and
Splitting” procedure allows generation of important
low-probability samples in nonlinear dynamics.
This procedure is quite efficient in
comparison to the straightforward Monte Carlo
simulation method and allows evaluation of the
nonlinear stochastic response in a very low
probability domain. |
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