Reliability analysis of linear dynamical systems with uncertain structural parameters subject to discrete white noise excitation

Marcos A. Valdebenito, Héctor A. Jensen, Gerhart I. Schüeller, Alejandro A. Labarca

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

2 Scopus citations

Abstract

The estimation of first excursion probabilities for dynamical systems remains as one of the most challenging problems of computational stochastic mechanics. Hence, this contribution introduces an approach for estimating first excursion probabilities for a particular class of problems, i.e. linear dynamical systems involving uncertain structural parameters subject to discrete white noise excitation. The proposed approach is based on Importance Sampling. The Importance Sampling density (ISD) function related with uncertainty in stochastic loading is selected based on the work reported in [1]. In addition, a novel ISD function associated with uncertainty in structural parameters is introduced. This novel ISD function is defined such that it is proportional to the probability density function of the uncertain structural parameters and also to a parameter related with the probability of excursion at specific time instants. The application of the proposed approach is illustrated by means of a simple structural model involving two uncertain structural parameters and a stochastic excitation comprising a large number of random variables. The efficiency and accuracy of the proposed approach is analyzed in terms of failure probability estimators, the associated coefficient of variation and the number of samples required. Results obtained indicate that the proposed approach is accurate and also numerically efficient.

Original languageEnglish
Title of host publicationECCOMAS 2012 - European Congress on Computational Methods in Applied Sciences and Engineering, e-Book Full Papers
Pages2168-2178
Number of pages11
StatePublished - 2012
Event6th European Congress on Computational Methods in Applied Sciences and Engineering, ECCOMAS 2012 - Vienna, Austria
Duration: 10 Sep 201214 Sep 2012

Publication series

NameECCOMAS 2012 - European Congress on Computational Methods in Applied Sciences and Engineering, e-Book Full Papers

Conference

Conference6th European Congress on Computational Methods in Applied Sciences and Engineering, ECCOMAS 2012
Country/TerritoryAustria
CityVienna
Period10/09/1214/09/12

Keywords

  • First passage problem
  • Importance sampling
  • Reliability analysis
  • Stochastic excitation
  • Uncertain structural parameters

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