Reliability of systems with randomly varying parameters by the path integration method

Daniil Yurchenko, Arvid Naess, Oleg Batsevych

Research output: Contribution to journalArticle

Abstract

The paper considers a first passage time reliability problem for systems subjected to multiplicative and
additive white noises. For numerical calculations of the reliability function and the first passage time
the path integration method is properly adapted and used. Some results of numerical calculations are
compared to approximate analytical results, obtained by the stochastic averaging method.
Original languageEnglish
Pages (from-to)5-9
Number of pages5
JournalProbabilistic Engineering Mechanics
Volume26
Issue number1
DOIs
Publication statusPublished - Jan 2011

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White noise

Keywords

  • Probability density function
  • Path integration
  • Reliability
  • Upcrossing rate

Cite this

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Reliability of systems with randomly varying parameters by the path integration method. / Yurchenko, Daniil; Naess, Arvid; Batsevych, Oleg.

In: Probabilistic Engineering Mechanics, Vol. 26, No. 1, 01.2011, p. 5-9.

Research output: Contribution to journalArticle

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AU - Naess, Arvid

AU - Batsevych, Oleg

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KW - Path integration

KW - Reliability

KW - Upcrossing rate

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