Extreme Response of Nonlinear Structures With Low Damping Subjected to Stochastic Loading

1999 ◽  
Vol 121 (4) ◽  
pp. 255-260 ◽  
Author(s):  
A. Naess

The response of structures with low damping to random loading is generally characterized by significant clumping of the large response peaks. This clumping is known to affect the extreme responses of the structure. In the paper, we shall propose an approximate method to account for this effect on first passage times and extreme values of narrow-band random vibrations, both Gaussian and non-Gaussian. The method is based on the concept of joint crossing rates of a stochastic process. This makes it possible to introduce a correlation structure to the sequence of peak values, allowing the introduction of an approximate estimate of the effect of clumping on large excursions of the underlying narrow-band process. The advantage of the proposed method is that explicit, closed-form expressions for the clumping effect on first passage times and extreme values are obtained. The method is illustrated by application to specific examples.

1999 ◽  
Vol 8 (4) ◽  
pp. 307-315 ◽  
Author(s):  
SVEN ERICK ALM ◽  
JOHN C. WIERMAN

A simple geometric argument establishes an inequality between the sums of two pairs of first-passage times. This result is used to prove monotonicity, convexity and concavity results for first-passage times with cylinder and half-space restrictions.


1989 ◽  
Vol 3 (1) ◽  
pp. 77-88 ◽  
Author(s):  
Joseph Abate ◽  
Ward Whitt

The distribution of upward first passage times in skip-free Markov chains can be expressed solely in terms of the eigenvalues in the spectral representation, without performing a separate calculation to determine the eigenvectors. We provide insight into this result and skip-free Markov chains more generally by showing that part of the spectral theory developed for birth-and-death processes extends to skip-free chains. We show that the eigenvalues and eigenvectors of skip-free chains can be characterized in terms of recursively defined polynomials. Moreover, the Laplace transform of the upward first passage time from 0 to n is the reciprocal of the nth polynomial. This simple relationship holds because the Laplace transforms of the first passage times satisfy the same recursion as the polynomials except for a normalization.


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