Abstract
Extreme excursions of non-homogeneous vector-valued Gaussian random fields into non-linearly bounded failure domains are investigated based on suitable scalarizations of the failure boundary. The scalarization scheme is based on a second order expansion of the failure surface in the most likely excursion point. The expected number of excursions of the scalarized random field above a given threshold function in a certain domain are then determined by the corresponding expected number of Bolotin excursion characteristics for scalar fields. The numerical evaluation of the resulting multi-dimensional integrals is performed utilizing the asymptotic integral expansion technique due to Laplace. The scalarization scheme is illustrated by a numerical example.
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© 1991 Computational Mechanics Publications
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Faber, M.H., Rackwitz, R. (1991). On Excursions of Non-Homogeneous Vector-Valued Gaussian Random Fields. In: Spanos, P.D., Brebbia, C.A. (eds) Computational Stochastic Mechanics. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-3692-1_1
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DOI: https://doi.org/10.1007/978-94-011-3692-1_1
Publisher Name: Springer, Dordrecht
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