Large Monte Carlo Simulation of Duffing Equation
This effort aims to obtain some accurate statistics of the Duffing Equation subjected to white noise through Monte Carlo simulation. The results obtained can be used to check the accuracy...
Stochastic Finite Element Analysis for Spatial Variations of Soil Properties Using Kriging Technique
When a reliability analysis for geotechnical problems is performed based on the stochastic finite element method, a proper estimation of spatial variation of soil properties is important...
Monte Carlo Simulation Using Pearson's Frequency Curves
An extension of the direct Monte Carlo simulation method to estimate the probability of failure of structural systems or components is investigated. It utilizes the performance values...
Structural Reliability Assessment Using Latin Hypercube Sampling
Many methods have been proposed for structural reliability assessment purposes, such as the First-Order Second-Moment Method, the Advanced Second-Moment Method, computer simulation, etc....
Improved Importance Sampling Methods for Structural System Reliability Calculation
Improvements can be made to importance sampling by recognising some of the essential features of the time-independent structural reliability problem. Thus non-interesting regions in the...
Kernel Method in Importance Sampling Density Estimation
The use of the kernel method to estimate the optimal importance sampling density is introduced. This method requires samples generated from an initial direct Monte Carlo run to construct...
Response Analysis of an Elasto-Plastic System Under Nonstationary Random Input
This study presents that the variance of cumulative plastic deformation of a simple elasto-plastic structure under seismic excitation can be estimated in a relatively simple theoretical...
Responses of a Secondary System and Its Supporting Hysteretic Structure to Seismic Excitations
We consider an N-story building that supports 1-degree-of-freedom equipment on one of the floors, and examine both the building's and the equipment's responses...
Expected Failure Time of Fiber Bundle Systems Subject to Gaussian Load Processes
Methods are developed for estimating the reliability and failure time of Daniels systems subject to Gaussian load processes. These systems consist of a set of parallel fibers and can carry...
Response and Reliability Analysis of Duffing Oscillators Subject to Narrow Band Stationary Gaussian Excitations
Methods are developed for estimating the probability of oscillations on the lower and upper stable branches of the input-output amplitude relationship for a Duffing oscillator subject...
Bifurcations in Stochastic Systems?A Generalized Hermite Analysis
Ito calculus and Markov theory are powerful tools to investigate nonlinear dynamic systems. Consequently, we need an extended experience to solve Fokker-Planck equations. In a more recent...
Two Applications of Asymptotic Laplace Integrals in Structural Reliability
The concepts for asymptotic analytical solutions to so-called Laplace integrals are briefly reviewed. It is shown how integrals occurring in structural reliability can be transformed so...
Envelope Crossing Rate and First Passage Probability
Various definitions of the envelope of a random response process are discussed. The statistical properties of the random envelope process based on these definitions are then derived and...
Analysis of Nonstationary Random Vibrations
Nonstationary random vibrations occur in structural mechanics as well as in vehicle dynamics. Very often the nonstationary excitation process can be modelled as stationary white or colored...
Dynamic Load Computation for Flexible Guideways Under Moving Vehicles Within a Multibody Approach
This paper addresses the problem of the dynamic interaction of vehicles with their supporting guideway. Because of topographical and environmental reasons, modern railways and magnetically...
Random Vibrations of Geometrically Nonlinear Finite Element Plates and Shells
A finite element formulation combined with stochastic linearization and normal mode methods are developed for the study of geometrically nonlinear random vibration characteristics of plate...
On Stochastic Decomposition and Its Applications in Probabilistic Dynamics
The frequency domain analysis concerning the response of cascade-nested multiple input/output systems requires computation of the cross-spectral density matrix involving the input, intermediate...
Dynamic Stability of Cable Domes
The cable domes designed by David Geiger for the gymnastics and fencing arenas for the Olympics at Seoul, Korea, and for the stadium at St. Petersburg, Florida, are geometrically non-linear...
The Extreme Value Distribution of Non-Stationary Vector Processes
In this paper the extreme value distribution of functions of non-stationary vector processes is studied. For these processes asymptotic approximations for the crossing rates through hypersurfaces...
Consideration of Non-Gaussian Hysteretic Response Properties of MDOF-Systems by Use of Equivalent Linearization
The stationary stochastic response of nonlinear MDOF-systems is analysed by equivalent linearization (EQL). Non-Gaussian properties of the state vector y are taken into account by utilizing...
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