Time-Dependent Reliability of Random Dynamic Systems Using Time-Series Modeling and Importance Sampling

[1]  Bruce R. Davis An Improved Importance Sampling Method for Digital Communication System Simulations , 1986, IEEE Trans. Commun..

[2]  Henrik O. Madsen,et al.  Structural Reliability Methods , 1996 .

[3]  G. Schuëller A state-of-the-art report on computational stochastic mechanics , 1997 .

[4]  R. Rackwitz,et al.  Structural reliability under combined random load sequences , 1978 .

[5]  M. Shinozuka,et al.  Simulation of Stochastic Processes by Spectral Representation , 1991 .

[6]  Zissimos P. Mourelatos,et al.  An Efficient Re-Analysis Methodology for Probabilistic Vibration of Large-Scale Structures , 2008, DAC 2008.

[7]  O. Ditlevsen Narrow Reliability Bounds for Structural Systems , 1979 .

[8]  Zissimos P. Mourelatos,et al.  A Simulation-Based Random Process Method for Time-Dependent Reliability of Dynamic Systems , 2010, DAC 2010.

[9]  S. Rice Mathematical analysis of random noise , 1944 .

[10]  Lon-Mu Liu,et al.  Time Series Analysis and Forecasting , 2009 .

[11]  Gordon J. Savage,et al.  Economic-based design of engineering systems with degrading components using probabilistic loss of quality , 2007 .

[12]  Karl Breitung,et al.  Asymptotic importance sampling , 1993 .

[13]  Min Xie,et al.  The use of ARIMA models for reliability forecasting and analysis , 1998 .

[14]  Zissimos P. Mourelatos,et al.  Design for Lifecycle Cost Using Time-Dependent Reliability Analysis , 2008 .

[15]  Gordon J. Savage,et al.  Dependability-Based Design Optimization of Degrading Engineering Systems , 2009 .

[16]  Jean-François Richard,et al.  Improving MCMC Using Efficient Importance Sampling , 2006, Comput. Stat. Data Anal..

[17]  Zissimos P. Mourelatos,et al.  Time-Dependent Reliability Estimation for Dynamic Problems Using a Niching Genetic Algorithm , 2009 .

[18]  William J. Kolarik,et al.  Multivariate performance reliability prediction in real-time , 2001, Reliab. Eng. Syst. Saf..

[19]  Zissimos P. Mourelatos,et al.  On the Time-Dependent Reliability of Non-Monotonic, Non-Repairable Systems , 2010 .

[20]  Gordon J. Savage,et al.  Set theoretic formulation of performance reliability of multiple response time‐variant systems due to degradations in system components , 2007, Qual. Reliab. Eng. Int..

[21]  Bruno Sudret,et al.  The PHI2 method: a way to compute time-variant reliability , 2004, Reliab. Eng. Syst. Saf..

[22]  Ch. N. Stavropoulos,et al.  Non-stationary functional series modeling and analysis of hardware reliability series: a comparative study using rail vehicle interfailure times , 2000, Reliability Engineering & System Safety.

[23]  Christian Bucher,et al.  Importance sampling for first passage problems of nonlinear structures , 1999 .

[24]  Masanobu Shinozuka,et al.  Probability of Structural Failure Under Random Loading , 1964 .

[25]  Harold E. Ascher Repairable Systems Reliability , 2008 .

[26]  R. Rackwitz,et al.  Approximations of first-passage times for differentiable processes based on higher-order threshold crossings , 1995 .

[27]  H. Kahn Random sampling (Monte Carlo) techniques in neutron attenuation problems--II. , 1950, Nucleonics.

[28]  Ø. Hagen,et al.  VECTOR PROCESS OUT-CROSSING AS PARALLEL SYSTEM SENSITIVITY MEASURE , 1991 .