| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 802386 | Probabilistic Engineering Mechanics | 2011 | 5 Pages |
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.
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Mechanical Engineering
Authors
A. Naess, D. Iourtchenko, O. Batsevych,