Reliability estimation in stochastic linear dynamics applying directional importance Sampling

M. A. Valdebenito, M. A. Misraji, C. F. Mayorga, H. A. Jensen

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

2 Scopus citations

Abstract

This contribution presents a simulation-based approach for estimating first excursion probabilities associated with linear structures subject to stochastic loading. The approach is developed applying the concept of directional importance sampling, taking advantage of the geometry of the failure domain. A numerical example illustrates the application of the proposed approach, indicating that as few as 50 samples suffice for providing accurate estimates of the first excursion probability.

Original languageEnglish
Title of host publicationProceedings of the 29th European Safety and Reliability Conference, ESREL 2019
EditorsMichael Beer, Enrico Zio
PublisherResearch Publishing Services
Pages2184-2188
Number of pages5
ISBN (Electronic)9789811127243
DOIs
StatePublished - 2020
Event29th European Safety and Reliability Conference, ESREL 2019 - Hannover, Germany
Duration: 22 Sep 201926 Sep 2019

Publication series

NameProceedings of the 29th European Safety and Reliability Conference, ESREL 2019

Conference

Conference29th European Safety and Reliability Conference, ESREL 2019
Country/TerritoryGermany
CityHannover
Period22/09/1926/09/19

Keywords

  • Directional sampling
  • Dynamic response
  • First excursion probability
  • Importance sampling
  • Linear structure
  • Stochastic load

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