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

A simulation technique for the stochastic analysis of dynamical systems subjected to stochastic excitation is presented. The proposed technique is applied in conjunction with the Monte Carlo Simulation (MCS) procedure. The concept is based on the manipulation of the generated samples in phase space by utilizing a geometrical criterion, thus denoted as Phase-Space-Controlled (PSC) simulation technique. This criterion is common to the phase space of general dynamical systems. The results of various examples show that MCS utilizing PSC has significantly higher efficiency than direct MCS, especially in case where the tail of the response distribution is required. In addition, PSC shows the potential of its application for larger dynamical systems.