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.
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 language | English |
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Pages (from-to) | 5-9 |
Number of pages | 5 |
Journal | Probabilistic Engineering Mechanics |
Volume | 26 |
Issue number | 1 |
DOIs | |
Publication status | Published - Jan 2011 |
Keywords
- Probability density function
- Path integration
- Reliability
- Upcrossing rate