Crossings of Second-Order Response Processes Subjected to LMA Loadings
The focus of this paper is on the estimation of the crossing intensities of responses for second-order dynamical systems, subjected to stationary, non-Gaussian external loadings. A new model for random loadings—the Laplace driven moving average (LMA)—is used. The model is non-Gaussian, strictly stat...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2010-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2010/752452 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1849468085458698240 |
|---|---|
| author | Thomas Galtier Sayan Gupta Igor Rychlik |
| author_facet | Thomas Galtier Sayan Gupta Igor Rychlik |
| author_sort | Thomas Galtier |
| collection | DOAJ |
| description | The focus of this paper is on the estimation of the crossing intensities of responses for second-order dynamical systems, subjected to stationary, non-Gaussian external loadings. A new model for random loadings—the Laplace driven moving average (LMA)—is used. The model is non-Gaussian, strictly stationary, can model any spectrum, and has additional flexibility to model the skewness and kurtosis of the marginal distribution. The system response can be expressed as a second-order combination of the LMA processes. A numerical technique for estimating the level crossing intensities for such processes is developed. The proposed method is a hybrid method which combines the saddle-point approximation with limited Monte Carlo simulations. The performance and the accuracy of the proposed method are illustrated through a set of numerical examples. |
| format | Article |
| id | doaj-art-fb6de6aa5d2a4524b7f1adc690373b3c |
| institution | Kabale University |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2010-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-fb6de6aa5d2a4524b7f1adc690373b3c2025-08-20T03:25:57ZengWileyJournal of Probability and Statistics1687-952X1687-95382010-01-01201010.1155/2010/752452752452Crossings of Second-Order Response Processes Subjected to LMA LoadingsThomas Galtier0Sayan Gupta1Igor Rychlik2Mathematical Sciences, Chalmers University of Technology, SE-41296 Gothenburg, SwedenDepartment of Applied Mechanics, Indian Institute of Technology Madras, Chennai 600 036, IndiaMathematical Sciences, Chalmers University of Technology, SE-41296 Gothenburg, SwedenThe focus of this paper is on the estimation of the crossing intensities of responses for second-order dynamical systems, subjected to stationary, non-Gaussian external loadings. A new model for random loadings—the Laplace driven moving average (LMA)—is used. The model is non-Gaussian, strictly stationary, can model any spectrum, and has additional flexibility to model the skewness and kurtosis of the marginal distribution. The system response can be expressed as a second-order combination of the LMA processes. A numerical technique for estimating the level crossing intensities for such processes is developed. The proposed method is a hybrid method which combines the saddle-point approximation with limited Monte Carlo simulations. The performance and the accuracy of the proposed method are illustrated through a set of numerical examples.http://dx.doi.org/10.1155/2010/752452 |
| spellingShingle | Thomas Galtier Sayan Gupta Igor Rychlik Crossings of Second-Order Response Processes Subjected to LMA Loadings Journal of Probability and Statistics |
| title | Crossings of Second-Order Response Processes Subjected to LMA Loadings |
| title_full | Crossings of Second-Order Response Processes Subjected to LMA Loadings |
| title_fullStr | Crossings of Second-Order Response Processes Subjected to LMA Loadings |
| title_full_unstemmed | Crossings of Second-Order Response Processes Subjected to LMA Loadings |
| title_short | Crossings of Second-Order Response Processes Subjected to LMA Loadings |
| title_sort | crossings of second order response processes subjected to lma loadings |
| url | http://dx.doi.org/10.1155/2010/752452 |
| work_keys_str_mv | AT thomasgaltier crossingsofsecondorderresponseprocessessubjectedtolmaloadings AT sayangupta crossingsofsecondorderresponseprocessessubjectedtolmaloadings AT igorrychlik crossingsofsecondorderresponseprocessessubjectedtolmaloadings |