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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© 2011 Springer Netherlands
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Naess, A., Iourtchenko, D., Batsevych, O. (2011). Reliability of Linear and Nonlinear Dynamic Systems under Multiplicative and Additive Noise. In: Zhu, W.Q., Lin, Y.K., Cai, G.Q. (eds) IUTAM Symposium on Nonlinear Stochastic Dynamics and Control. IUTAM Bookseries, vol 29. Springer, Dordrecht. https://doi.org/10.1007/978-94-007-0732-0_7
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DOI: https://doi.org/10.1007/978-94-007-0732-0_7
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-007-0731-3
Online ISBN: 978-94-007-0732-0
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