Abstract
In this paper the first passage problem is examined for linear and nonlinear systems driven by Poissonian and normal white noise input. The problem is handled step-by-step accounting for the Markov properties of the response process and then by Chapman-Kolmogorov equation. The final formulation consists just of a sequence of matrix-vector multiplications giving the reliability density function at any time instant. Comparison with Monte Carlo simulation reveals the excellent accuracy of the proposed method.
Lingua originale | English |
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pagine (da-a) | 121-128 |
Numero di pagine | 8 |
Rivista | Probabilistic Engineering Mechanics |
Volume | 41 |
Stato di pubblicazione | Published - 2015 |
All Science Journal Classification (ASJC) codes
- ???subjectarea.asjc.3100.3109???
- ???subjectarea.asjc.2200.2205???
- ???subjectarea.asjc.2100.2104???
- ???subjectarea.asjc.3100.3104???
- ???subjectarea.asjc.2200.2202???
- ???subjectarea.asjc.2200.2212???
- ???subjectarea.asjc.2200.2210???