Exceedance Probabilities of MDOF-Systems Under Stochastic Excitation

[+] Author and Article Information
H. J. Pradlwarter, G. I. Schuëller

Institute of Engineering Mechanics, Leopold-Franzens University, Innsbruck, Austria

Appl. Mech. Rev 50(11S), S168-S173 (Nov 01, 1997) doi:10.1115/1.3101830 History: Online April 20, 2009


A numerical procedure of evaluating the exceedance probabilities of MDOF-systems under non-stationary random excitation is presented. The method is based on a newly developed Controlled Monte Carlo simulation procedure applicable to dynamical systems. It uses “Double and Clump” to assess the low probability domain and employs further intermediate thresholds to increase the efficiency of MCS for estimating first passage probabilities. Applied to a hysteretic type of MDOF-system, the method shows good results when compared with direct MCS.

Copyright © 1997 by American Society of Mechanical Engineers
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