Reliability of systems with randomly varying parameters by the path integration method |
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| Authors: | A. Naess D. IourtchenkoO. Batsevych |
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| Affiliation: | a Department of Mathematical Sciences, NTNU, Trondheim, Norwayb Department of Mathematical Sciences, SPBSTU, St. Petersburg, Russiac Center for Ships and Ocean Structures, NTNU, Trondheim, Norway |
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| 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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| Keywords: | Probability density function Path integration Reliability Upcrossing rate |
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