Stochastic analysis of dynamical systems by phase-space-controlled Monte Carlo simulation

A simulation technique for the stochastic analysis of dynamical systems sub jected to stochastic excitation is presented. The proposed technique is app lied in conjunction with the Monte Carlo Simulation (MCS) procedure. The co ncept is based on the manipulation of the generated samples in phase space by utilizing a geometrical criterion, thus denoted as Phase-Space-Controlle d (PSC) simulation technique. This criterion is common to the phase space o f general dynamical systems. The results of various examples show that MCS utilizing PSC has significantly higher efficiency than direct MCS, especial ly in case where the tail of the response distribution is required. In addi tion, PSC shows the potential of its application for larger dynamical syste ms. (C) 1999 Elsevier Science S.A. All rights reserved.