Application of directional importance sampling for estimation of first excursion probabilities of linear structural systems subject to stochastic Gaussian loading

Mauricio A. Misraji,Marcos A. Valdebenito,Héctor A. Jensen,C. Franco Mayorga

Mechanical Systems and Signal Processing（2020）

引用 32|浏览4

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摘要

•First excursion probability is estimated taking advantage of linearity.•Simulation is carried out by means of Directional Importance Sampling.•Small failure probabilities can be estimated with a reduced number of samples.•Simulation approach applicable to both small and large scale structural models.

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关键词

First excursion probability,Directional sampling,Importance sampling,Stochastic Gaussian loading,Linear structure

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