Simulation Study of Models for Combinations of Random Loads

摘要

This thesis describes a model for a combination of random loads acting upon a physical structure, such as a building or ship. The various loads represented in a model might be winds, tidal effects, or even earthquakes or snow loading. Asymptotic results are given for the first-passage time for the load combination process to exceed a given stress level exceeding structural strength. The accuracy of using the asymptotic results to approximate the first-passage time, or time to structural failure, distribution is assessed by simulation.