|
|
Crossings of second-order response processes subjected to LMA loadings
|
|
|
|
|
نویسنده
|
galtier t. ,gupta s. ,rychlik i.
|
منبع
|
journal of probability and statistics - 2010 - شماره : 0
|
چکیده
|
The focus of this paper is on the estimation of the crossing intensities of responses for second-order dynamical systems,subjected to stationary,non-gaussian external loadings. a new model for random loadingsthe laplace driven moving average (lma)is used. the model is non-gaussian,strictly stationary,can model any spectrum,and has additional flexibility to model the skewness and kurtosis of the marginal distribution. the system response can be expressed as a second-order combination of the lma processes. a numerical technique for estimating the level crossing intensities for such processes is developed. the proposed method is a hybrid method which combines the saddle-point approximation with limited monte carlo simulations. the performance and the accuracy of the proposed method are illustrated through a set of numerical examples. copyright © 2010 thomas galtier et al.
|
|
|
آدرس
|
mathematical sciences,chalmers university of technology, Sweden, department of applied mechanics,indian institute of technology madras, India, mathematical sciences,chalmers university of technology, Sweden
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|