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

Mechanical Systems and Signal Processing(2020)

Cited 32|Views6
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Abstract
•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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Key words
First excursion probability,Directional sampling,Importance sampling,Stochastic Gaussian loading,Linear structure
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