@inproceedings{33165682cc144211aa45523be7c77551,
title = "Reliability estimation in stochastic linear dynamics applying directional importance Sampling",
abstract = "This contribution presents a simulation-based approach for estimating first excursion probabilities associated with linear structures subject to stochastic loading. The approach is developed applying the concept of directional importance sampling, taking advantage of the geometry of the failure domain. A numerical example illustrates the application of the proposed approach, indicating that as few as 50 samples suffice for providing accurate estimates of the first excursion probability.",
keywords = "Directional sampling, Dynamic response, First excursion probability, Importance sampling, Linear structure, Stochastic load",
author = "Valdebenito, {M. A.} and Misraji, {M. A.} and Mayorga, {C. F.} and Jensen, {H. A.}",
note = "Funding Information: This research is partially supported by CONICYT (National Commission for Scientific and Technological Research) under grant number 1180271 and Universidad Tecnica Federico Santa Maria under its program PAC (Programa Asistente Ci-entifico 2017). This support is gratefully acknowledged by the authors. M. Valdebenito developed part of this work during a research stay at the Institute for Risk and Reliability (IRZ) of the Leibniz Universit{\"a}t Hannover, Germany, under the auspice of the Alexander von Humboldt Foundation through its program Humboldt Research Fellowship for Experienced Researchers; the support of the Humboldt Foundation and of Professor Michael Beer (director of the IRZ) is gratefully acknowledged. Publisher Copyright: {\textcopyright} 2019 European Safety and Reliability Association. Published by Research Publishing, Singapore.; null ; Conference date: 22-09-2019 Through 26-09-2019",
year = "2020",
doi = "10.3850/978-981-11-2724-3_0148-cd",
language = "English",
series = "Proceedings of the 29th European Safety and Reliability Conference, ESREL 2019",
publisher = "Research Publishing Services",
pages = "2184--2188",
editor = "Michael Beer and Enrico Zio",
booktitle = "Proceedings of the 29th European Safety and Reliability Conference, ESREL 2019",
}