Skip to main content
SpringerLink
Log in

First-passage probabilities for randomly excited mechanical systems by a selective Monte-Carlo simulation method

  • Published:
Ukrainian Mathematical Journal Aims and scope

Abstract

In this paper, Monte-Carlo methods used for the reliability assessment of structures under stochastic excitations are further advanced, e.g., by leading the generated samples towards the low probability range which is practically not assessable by direct Monte-Carlo methods. Based on criteria denoting the realizations that lead most likely to failure, a simulation technique called the “Russian Roulette and Splitting” (RR&S) is presented and discussed briefly. In a numerical example, the RR&S procedure is compared with the direct Monte-Carlo simulation method (MCS), demonstrating comparative accuracy.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

REFERENCES

  1. O. Ditlevsen Bjerager (1986) Structural Safety Elsevier Amsterdam 195–229

    Google Scholar 

  2. G. I. Shuëller (Eds) (1989) Proc. Workshop on “Reliability of Mechanical Components” VDI-GIS (ATZ) Düsseldorf

    Google Scholar 

  3. H. J. Pradlwarter G. I. Shuëller (1997) ArticleTitleOn advanced Monte-Carlo simulation procedure in stochastic structural dynamics Int. J. Non-Linear Mech. 32 IssueID4 735–744

    Google Scholar 

  4. P. G. Mel’nik-Mel’nikov, E. S. Dekhtyaruk, and M. Labou, “Application of the “Russian Roulette and Splitting” simulation technique for the reliability assessment of mechanical systems,” Int. J. Strength Materials, No. 3, 131–138 (1997).

  5. J. M. Hammersley and D. C. Handscomb, Monte-Carlo Methods, Norwich, Fletcher, Catalogue No. (Methuem) 12/5234/64.

  6. H. Kahn (1965) Use of different Monte-Carlo sampling techniques Proc. Symp. Monte-Carlo Methods Wiley New York

    Google Scholar 

  7. S. Asmussen R. Rubinstein (1995) Steady-state rare events simulation in queueing CRC Press Boca Raton, Florida

    Google Scholar 

  8. J. Spanier and E. M. Gelbard, Monte-Carlo Principles and Neutron Transport Problems, Addison-Wesley (1969).

  9. S. T. Ariaratnam W.-C. Xie (1992) ArticleTitleLyapunov exponents and stochastic stability of coupled linear systems under real noise excitation J. Appl. Mech. 59 664–673

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Algeria

    M. Labou

Authors
  1. M. Labou
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 56, No. 7, pp. 1002–1008, July, 2004.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Labou, M. First-passage probabilities for randomly excited mechanical systems by a selective Monte-Carlo simulation method. Ukr Math J 56, 1196–1202 (2004). https://doi.org/10.1007/s11253-005-0111-0

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11253-005-0111-0

Keywords

Search

Navigation