On the use of Directional Importance Sampling for reliability-based design and optimum design sensitivity of linear stochastic structures

Danko J. Jerez, Héctor A. Jensen, Marcos A. Valdebenito, Mauricio A. Misraji, Franco Mayorga, Michael Beer

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

This contribution focuses on reliability-based design and optimum design sensitivity of linear dynamical structural systems subject to Gaussian excitation. Directional Importance Sampling (DIS) is implemented for reliability assessment, which allows to obtain first-order derivatives of the failure probabilities as a byproduct of the sampling process. Thus, gradient-based solution schemes can be adopted by virtue of this feature. In particular, a class of feasible-direction interior point algorithms are implemented to obtain optimum designs, while a direction-finding approach is considered to obtain optimum design sensitivity measures as a post-processing step of the optimization results. To show the usefulness of the approach, an example involving a building structure is studied. Overall, the reliability sensitivity analysis framework enabled by DIS provides a potentially useful tool to address a practical class of design optimization problems.

Original languageEnglish
Article number103368
JournalProbabilistic Engineering Mechanics
Volume70
DOIs
StatePublished - Oct 2022
Externally publishedYes

Keywords

  • Directional Importance Sampling
  • First excursion probability
  • Gaussian loading
  • Interior point algorithm
  • Linear structures
  • Optimum design sensitivity
  • Structural design

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