Time-variant reliability of dynamic systems by importance sampling and probabilistic analysis of ice loads

The main objective of this thesis is to develop an efficient simulation technique to estimate the failure probability of time-dependent systems, whose state is expressed as a solution of Itô stochastic differential equations. The work is divided in two topics due to requirements of the scholarship....

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Bibliographic Details
Main Author: Olsen, Anna Ivanova
Format: Doctoral Thesis
Language:English
Published: Norges teknisk-naturvitenskapelige universitet, Institutt for konstruksjonsteknikk 2006
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-1913
http://nbn-resolving.de/urn:isbn:82-471-8040-5