The First Passage Failure Probabilities of Dynamical Systems Based on the Failure Domain Reconstruction and Important Sampling Method

REN Limei

doi:10.21656/1000-0887.390169

Volume 40 Issue 4

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REN Limei. The First Passage Failure Probabilities of Dynamical Systems Based on the Failure Domain Reconstruction and Important Sampling Method[J]. Applied Mathematics and Mechanics, 2019, 40(4): 463-472. doi: 10.21656/1000-0887.390169

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The First Passage Failure Probabilities of Dynamical Systems Based on the Failure Domain Reconstruction and Important Sampling Method

doi: 10.21656/1000-0887.390169

REN Limei

College of Science, Chang’an University, Xi’an 710064, P.R.China

Funds: The National Natural Science Foundation of China(11402034)

Received Date: 2018-06-19
Rev Recd Date: 2018-10-12
Publish Date: 2019-04-01

Abstract

Abstract

For linear dynamical systems, the system failure domain was reconstructed, an important sampling density function was built with the probability of the basic failure domain and the important sampling simulation method was employed. For the nonlinear dynamical system, the equivalent linear system was constructed according to the principle that they have the same mean high level crossing rate for the specified threshold. Two numerical examples were given to demonstrate the accuracy and efficiency of the proposed method.
- structural dynamics,
- first passage failure probability,
- important sampling method,
- mean high level crossing rate,
- mutually exclusive domain

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References(27)

References

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