Abstract
A new path integration scheme based on the Gauss-Legendre quadrature integration rule is proposed for calculating the probability density of the response of a dynamical system under Gaussian white-noise excitation. The new scheme is capable of producing accurate results of probability density as it evolves with time, including the tail region where the probability level is very low. This low probability region is important for the system reliability estimation.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have