• Title of article

    Reliability of systems with randomly varying parameters by the path integration method

  • Author/Authors

    Naess، نويسنده , , A. and Iourtchenko، نويسنده , , D. and Batsevych، نويسنده , , O.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2011
  • Pages
    5
  • From page
    5
  • To page
    9
  • Abstract
    The paper considers a first passage time reliability problem for systems subjected to multiplicative and additive white noises. For numerical calculations of the reliability function and the first passage time the path integration method is properly adapted and used. Some results of numerical calculations are compared to approximate analytical results, obtained by the stochastic averaging method.
  • Keywords
    Probability Density Function , path integration , Reliability , Upcrossing rate
  • Journal title
    Probabilistic Engineering Mechanics
  • Serial Year
    2011
  • Journal title
    Probabilistic Engineering Mechanics
  • Record number

    1567880