Abstract: In this paper, we consider the rare-event simulation of integrals of exponential functions of smooth Gaussian random processes. In particular, we design importance sampling estimators that ...

Abstract: A direct integration algorithm for the evaluation of Sommerfeld integrals is presented. This algorithm does not require the deformation of the integration path to avoid spectral ...

ABSTRACT: The problem analytically investigated is that a thin free plate of mild-steel struck at normal incidence by a flat ended rigid rod moving at high velocity. As in quasi-static deformation by ...