TY - JOUR

T1 - First passage probability of a linear oscillator with probabilistic barriers

AU - Zibdeh, H. S.

AU - Janajreh, I. M.

PY - 1990/7

Y1 - 1990/7

N2 - First passage analysis is applied to predict the reliability of a linear oscillator excited by white noise. Due to the statistical variation in the properties of the material, probabilistic barriers are introduced. The barriers are assumed to be one sided and follow normal, log-normal, Rayleigh, or Weibull distributions. To obtain the first passage probability with probabilistic barriers, two problems are considered. The first problem assumes the barrier to be a random variable in the ensemble sense. The second problem considers the barrier to be a stochastic process where the time rate of change of the barrier is accounted for. First passage probabilities are displayed for these two problems and different barrier distributions. Comparisons with the classical approach of constant barrier are made.

AB - First passage analysis is applied to predict the reliability of a linear oscillator excited by white noise. Due to the statistical variation in the properties of the material, probabilistic barriers are introduced. The barriers are assumed to be one sided and follow normal, log-normal, Rayleigh, or Weibull distributions. To obtain the first passage probability with probabilistic barriers, two problems are considered. The first problem assumes the barrier to be a random variable in the ensemble sense. The second problem considers the barrier to be a stochastic process where the time rate of change of the barrier is accounted for. First passage probabilities are displayed for these two problems and different barrier distributions. Comparisons with the classical approach of constant barrier are made.

UR - http://www.scopus.com/inward/record.url?scp=0025462507&partnerID=8YFLogxK

U2 - 10.1016/0167-6105(90)90144-2

DO - 10.1016/0167-6105(90)90144-2

M3 - Article

AN - SCOPUS:0025462507

SN - 0167-6105

VL - 34

SP - 197

EP - 212

JO - Journal of Wind Engineering and Industrial Aerodynamics

JF - Journal of Wind Engineering and Industrial Aerodynamics

IS - 2

ER -