Girsanov Transformation–Based Reliability Modeling and Testing of Actively Controlled Structures

Nayek, Rajdip; Manohar, C.S.

doi:10.1061/(asce)em.1943-7889.0000893

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Sfdewid and Girsanov's Transformation1

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2022

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Cited by 5 publications

(1 citation statement)

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“…which means, to obtain acceptable estimates of P F , sample size needed would be enormous [4,7,10]. So, to manage the sample size, the recourse is the method of Girsanovs transformation.…”

Section: Sfdewid and Girsanov's Transformationmentioning

confidence: 99%

Time-Variant System Reliability with Infinite Delay Based on Girsanov's Transformation

Asker¹

2022

Preprint

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This work addresses the reliability of time variant system appreciation models of dynamic systems, where regulatory equations are expressed as an infinite delay collection of stochastic functional differential equations (SFDEwID). Reliability estimation forms of series and parallel systems tackled depending on Monte Carlo simulations based on extends Girsanov's transformation for infinite delay SFDEs.

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“…which means, to obtain acceptable estimates of P F , sample size needed would be enormous [4,7,10]. So, to manage the sample size, the recourse is the method of Girsanovs transformation.…”

Section: Sfdewid and Girsanov's Transformationmentioning

confidence: 99%

Time-Variant System Reliability with Infinite Delay Based on Girsanov's Transformation

Asker¹

2022

Preprint

View full text Add to dashboard Cite

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Time variant reliability estimation of randomly excited uncertain dynamical systems by combined Markov chain splitting and Girsanov’s transformation

Kanjilal

Manohar

2020

Arch Appl Mech

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Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls

Kanjilal

Manohar

2018

Nonlinear Dyn

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Girsanov Transformation–Based Reliability Modeling and Testing of Actively Controlled Structures

Cited by 5 publications

References 28 publications

Time-Variant System Reliability with Infinite Delay Based on Girsanov's Transformation

Time-Variant System Reliability with Infinite Delay Based on Girsanov's Transformation

Time variant reliability estimation of randomly excited uncertain dynamical systems by combined Markov chain splitting and Girsanov’s transformation

Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls

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