Reliability of dynamic systems using stochastic simulation

Abstract

An overview is given of the use of stochastic simulation to estimate first-passage failure probabilities for dynamic reliability problems. Also, two methods are described that were developed recently by the authors which give much better computational efficiency than Monte Carlo Simulation when estimating small failure probabilities: ISEE (Importance Sampling using Elementary Events) for linear dynamic systems and Subset Simulation for general problems, including those with nonlinear dynamics.

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