... structures under stochastic loads. A Gaussian stochastic process is generated by using the expansion optimal linear estimation (EOLE) method which has proven to be more accurate and efficient than some series expansion discretization techniques. The random variables and maximum responses of uncertain...

... ] to generate the stochastic process sample x ( t ) . (2) Substitute the samples into the limit-state function for analysis; if min g ( x ( t ) , y , t ) ≤ 0 , t ∈ [ 0 , T ] , the number of failures n f = n f + 1 . (3) Repeat the above...

... explicitly in the dynamics equations, but the equations are still time-dependent because they involve time-dependent coefficients Y ( t ). For many engineering applications, a large number of stochastic processes may be rarely encountered. Obtaining the complete information about a stochastic process...