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Sensitivity of First-Excursion Probabilities for Nonlinear Stochastic Dynamical Systems

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Encyclopedia of Earthquake Engineering

Synonyms

First Excursion; Stochastic Dynamics; Sensitivity; Simulation Methods

Introduction

Quantification of the performance of structural systems subject to dynamic loading is of paramount interest in several fields of engineering and particularly in the case of earthquake engineering. Knowledge on the performance of a structure during seismic events allows taking design decisions that ensure its serviceability and safety throughout its life. Nonetheless, quantification of performance is a challenging task as there is always uncertainty on future loadings that affect a structure during its lifetime. Structural reliability has emerged as a discipline that allows accounting for the unavoidable effects of uncertainty over performance. Thus, probability theory is used to describe the uncertainty associated with different relevant parameters that affect performance by means of random variables, random fields, and/or stochastic processes. In this manner, uncertainty is propagatedfrom...

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Correspondence to Marcos Valdebenito .

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Valdebenito, M., Jensen, H.A. (2014). Sensitivity of First-Excursion Probabilities for Nonlinear Stochastic Dynamical Systems. In: Beer, M., Kougioumtzoglou, I., Patelli, E., Au, IK. (eds) Encyclopedia of Earthquake Engineering. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-36197-5_162-1

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  • DOI: https://doi.org/10.1007/978-3-642-36197-5_162-1

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  • Online ISBN: 978-3-642-36197-5

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