Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling

M. Valdebenito, P. Wei, J. Song, M. Beer, M. Broggi

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper presents an approach for calculating first excursion probabilities of linear structural systems subject to stochastic Gaussian loading. This probability is estimated by multidomain Line Sampling, which is an advanced version of the classical Line Sampling approach, capable of dealing with multiple failure criteria. Multidomain Line Sampling exploits the linearity of the structural system with respect to the loading. Thus, it is possible to estimate small failure probabilities (within the range of 10−3) with high precision and efficiency. These characteristics are illustrated by means of a numerical example.

Original languageEnglish
Title of host publicationProceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022
EditorsMichael Beer, Enrico Zio, Kok-Kwang Phoon, Bilal M. Ayyub
PublisherResearch Publishing
Pages369-372
Number of pages4
ISBN (Print)9789811851841
DOIs
StatePublished - 2024
Externally publishedYes
Event8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022 - Hannover, Germany
Duration: 4 Sep 20227 Sep 2022

Publication series

NameProceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022

Conference

Conference8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022
Country/TerritoryGermany
CityHannover
Period4/09/227/09/22

Keywords

  • Dynamic response
  • First excursion probability
  • Gaussian loading
  • Line Sampling
  • Linear structure

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