کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
804211 1467871 2014 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Reliability of dynamic systems in random environment by extreme value theory
ترجمه فارسی عنوان
قابلیت اطمینان سیستم های پویا در محیط تصادفی با تئوری ارزش شدید
کلمات کلیدی
توزیع ارزش افراطی عمومی، سیستم های پویای بسیار قابل اعتماد شبیه سازی مونت کارلو، ارتعاش تصادفی، قابلیت اطمینان
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
چکیده انگلیسی


• Reliability estimates for random vibration problems by the extreme value theory.
• Reliability estimates that extend Monte Carlo estimates beyond data.
• MATLAB functions for estimating system reliability under Gaussian/non-Gaussian inputs.

A practical method is developed for estimating the performance of highly reliable dynamic systems in random environment. The method uses concepts of univariate extreme value theory and a relatively small set of simulated samples of system states. Generalized extreme value distributions are fitted to state observations and used to extrapolate Monte Carlo estimates of reliability and failure probability beyond data. There is no need to postulate functional forms of extreme value distributions since they are selected by the estimation procedure. Our approach can be viewed as an alternative implementation of the method in [7] for estimating system reliability. Numerical examples involving Gaussian and non-Gaussian system states are used to illustrate the implementation of the proposed method and assess its accuracy.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Probabilistic Engineering Mechanics - Volume 38, October 2014, Pages 54–69
نویسندگان
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