B Radhika1, S S P,a1, C S Manohar1,2
CMES-Computer Modeling in Engineering & Sciences, Vol.27, No.1&2, pp. 79-110, 2008, DOI:10.3970/cmes.2008.027.079
Abstract Reliability of nonlinear vibrating systems under stochastic excitations is investigated using a two-stage Monte Carlo simulation strategy. For systems with white noise excitation, the governing equations of motion are interpreted as a set of Ito stochastic differential equations. It is assumed that the probability distribution of the maximum in the steady state response belongs to the basin of attraction of one of the classical asymptotic extreme value distributions. The first stage of the solution strategy consists of selection of the form of the extreme value distribution based on hypothesis tests, and the next stage involves the estimation of parameters of… More >