Abstract
In this paper, the author researches on probability density estimation method for random dynamic systems. It indicate that, the Probability Density Function (PDF) curves and failure probabilities of stochastic systems with disjoint failure domains, multiple design points and discontinuous response are calculated effectively and accurately. Moreover, the Probability Density Estimation Method (PDEM) has much higher efficiency, and is a potential and general approach to attack the reliability analysis of complicated problems. Subsequently, the uncertainty propagation and dynamic reliability analysis of nonlinear random system under non-stationary excitations are addressed. The first passage failure criterion and stochastic harmonic function of power spectrum density model of non-stationary random process for earthquake action are utilized. The PDEM can achieve efficiently and accurately the dynamic response, transient PDF and reliability of nonlinear systems.