American Society of Civil Engineers

Prediction of Extreme Response Statistics of Narrow-Band Random Vibrations

by A. Naess, (corresponding author), (Professor, Dept. of Mathematical Sciences and Centre for Ships and Ocean Structures (CeSOS), Norwegian Univ. of Science and Technology, NO-7491 Trondheim, Norway E-mail:, O. Gaidai, (Senior Research Engineer, Marintek, NO-7491 Trondheim, Norway. E-mail:, and O. Batsevych, (Postdoctoral Research Associate, Centre for Ships and Ocean Structures, Norwegian Univ. of Science and Technology, NO-7491 Trondheim, Norway. E-mail:

Journal of Engineering Mechanics, Vol. 136, No. 3, March 2010, pp. 290-298, (doi:

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Document type: Journal Paper
Abstract: The paper focuses on the development of a general method for extreme response estimation of dynamical systems subjected to random excitations. One of the most important elements in structural safety is an assessment of the exceedance or failure probability. The frequently used Poisson assumption tends to overestimate the exceedance level if the response spectrum has narrow-banded features since the so-called clustering effects occur. The latter inaccuracy may be corrected by using an alternative approach studied in this paper, which enables accurate prediction of extremes irrespective of clustering effects.

ASCE Subject Headings:
Dynamic response
Engineering mechanics
Structural reliability
Nonlinear analysis
Random processes

Author Keywords:
Extreme response
Narrow banded process
Mean up-crossing rate
Nonlinear dynamic systems
Monte Carlo simulation