کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
806179 905271 2011 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Efficient estimation of first passage probability of high-dimensional nonlinear systems
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
پیش نمایش صفحه اول مقاله
Efficient estimation of first passage probability of high-dimensional nonlinear systems
چکیده انگلیسی

An efficient method for estimating low first passage probabilities of high-dimensional nonlinear systems based on asymptotic estimation of low probabilities is presented. The method does not require any a priori knowledge of the system, i.e. it is a black-box method, and has very low requirements on the system memory. Consequently, high-dimensional problems can be handled, and nonlinearities in the model neither bring any difficulty in applying it nor lead to considerable reduction of its efficiency. These characteristics suggest that the method is a powerful candidate for complicated problems. First, the failure probabilities of three well-known nonlinear systems are estimated. Next, a reduced degree-of-freedom model of a wind turbine is developed and is exposed to a turbulent wind field. The model incorporates very high dimensions and strong nonlinearities simultaneously. The failure probability of the wind turbine model is estimated down to very low values; this demonstrates the efficiency and power of the method on a realistic high-dimensional highly nonlinear system.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Probabilistic Engineering Mechanics - Volume 26, Issue 4, October 2011, Pages 539–549
نویسندگان
, , ,