Journal article
An Integral Equation Method for the First-Passage Problem in Random Vibration
Wind Energy Division. Management, Wind Energy Division, Risø National Laboratory for Sustainable Energy, Technical University of Denmark1
Wind Energy Division, Risø National Laboratory for Sustainable Energy, Technical University of Denmark2
Risø National Laboratory for Sustainable Energy, Technical University of Denmark3
The first-passage problem for a nonstationary stochastic process is formulated as an integral identity, which produces known bounds and series expansions as special cases, while approximation of the kernel leads to an integral equation for the first-passage probability density function. An accurate, explicit approximation formula for the kernel is derived, and the influence of uni or multi modal frequency content of the process is investigated.
Numerical results provide comparisons with simulation results and alternative methods for narrow band processes, and also the case of a multimodal, nonstationary process is dealt with.
Language: | English |
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Year: | 1984 |
Pages: | 674-679 |
ISSN: | 15289036 and 00218936 |
Types: | Journal article |
DOI: | 10.1115/1.3167691 |
ORCIDs: | Madsen, Peter Hauge and Krenk, Steen |