Reliability sensitivity estimation of linear systems under stochastic excitation

M. A. Valdebenito; H. A. Jensen; G. I. Schuëller; F. E. Caro

doi:10.1016/j.compstruc.2011.10.020

Reliability sensitivity estimation of linear systems under stochastic excitation

M. A. Valdebenito, H. A. Jensen, G. I. Schuëller, F. E. Caro

Faculty of Engineering and Science

Research output: Contribution to journal › Article › peer-review

21 Scopus citations

Abstract

The objective of this paper is presenting an approach for reliability sensitivity estimation of linear structural systems subject to dynamical excitation characterized as a Gaussian process. The paper represents an extension of some ideas proposed previously in the context of sensitivity analysis. Novel aspects include the use of the Bootstrap method for assessing the error associated with the estimator of the reliability sensitivity and the application of the proposed approach to a more involved structural model.

Original language	English
Pages (from-to)	257-268
Number of pages	12
Journal	Computers and Structures
Volume	92-93
DOIs	https://doi.org/10.1016/j.compstruc.2011.10.020
State	Published - Feb 2012

Keywords

Bootstrap
Gaussian loading
High dimensional reliability problems
Importance sampling
Reliability sensitivity analysis
Stochastic linear dynamics

Access to Document

10.1016/j.compstruc.2011.10.020

Cite this

@article{8004c140f4c34ce7828d891bac7089fa,

title = "Reliability sensitivity estimation of linear systems under stochastic excitation",

abstract = "The objective of this paper is presenting an approach for reliability sensitivity estimation of linear structural systems subject to dynamical excitation characterized as a Gaussian process. The paper represents an extension of some ideas proposed previously in the context of sensitivity analysis. Novel aspects include the use of the Bootstrap method for assessing the error associated with the estimator of the reliability sensitivity and the application of the proposed approach to a more involved structural model.",

keywords = "Bootstrap, Gaussian loading, High dimensional reliability problems, Importance sampling, Reliability sensitivity analysis, Stochastic linear dynamics",

author = "Valdebenito, {M. A.} and Jensen, {H. A.} and Schu{\"e}ller, {G. I.} and Caro, {F. E.}",

note = "Funding Information: This research is partially supported by CONICYT (National Commission for Scientific and Technological Research) under Grant No. 1110061 and the Austrian Research Council (FWF) under Project No. P20251-N13. This support is gratefully acknowledged by the authors. The authors also wish to thank the anonymous reviewer who suggested a possible future research direction as described in Section 10 . ",

year = "2012",

month = feb,

doi = "10.1016/j.compstruc.2011.10.020",

language = "English",

volume = "92-93",

pages = "257--268",

journal = "Computers and Structures",

issn = "0045-7949",

publisher = "Elsevier Ltd.",

}

TY - JOUR

T1 - Reliability sensitivity estimation of linear systems under stochastic excitation

AU - Valdebenito, M. A.

AU - Jensen, H. A.

AU - Schuëller, G. I.

AU - Caro, F. E.

N1 - Funding Information: This research is partially supported by CONICYT (National Commission for Scientific and Technological Research) under Grant No. 1110061 and the Austrian Research Council (FWF) under Project No. P20251-N13. This support is gratefully acknowledged by the authors. The authors also wish to thank the anonymous reviewer who suggested a possible future research direction as described in Section 10 .

PY - 2012/2

Y1 - 2012/2

N2 - The objective of this paper is presenting an approach for reliability sensitivity estimation of linear structural systems subject to dynamical excitation characterized as a Gaussian process. The paper represents an extension of some ideas proposed previously in the context of sensitivity analysis. Novel aspects include the use of the Bootstrap method for assessing the error associated with the estimator of the reliability sensitivity and the application of the proposed approach to a more involved structural model.

AB - The objective of this paper is presenting an approach for reliability sensitivity estimation of linear structural systems subject to dynamical excitation characterized as a Gaussian process. The paper represents an extension of some ideas proposed previously in the context of sensitivity analysis. Novel aspects include the use of the Bootstrap method for assessing the error associated with the estimator of the reliability sensitivity and the application of the proposed approach to a more involved structural model.

KW - Bootstrap

KW - Gaussian loading

KW - High dimensional reliability problems

KW - Importance sampling

KW - Reliability sensitivity analysis

KW - Stochastic linear dynamics

UR - http://www.scopus.com/inward/record.url?scp=84655163774&partnerID=8YFLogxK

U2 - 10.1016/j.compstruc.2011.10.020

DO - 10.1016/j.compstruc.2011.10.020

M3 - Article

AN - SCOPUS:84655163774

SN - 0045-7949

VL - 92-93

SP - 257

EP - 268

JO - Computers and Structures

JF - Computers and Structures

ER -

Reliability sensitivity estimation of linear systems under stochastic excitation

Abstract

Keywords

Access to Document

Fingerprint

Cite this