Reliability estimation in stochastic linear dynamics applying directional importance Sampling

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

Resultado de la investigación: Capítulo del libro/informe/acta de congresoContribución a la conferenciarevisión exhaustiva

2 Citas (Scopus)

Resumen

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.

Idioma originalInglés
Título de la publicación alojadaProceedings of the 29th European Safety and Reliability Conference, ESREL 2019
EditoresMichael Beer, Enrico Zio
EditorialResearch Publishing Services
Páginas2184-2188
Número de páginas5
ISBN (versión digital)9789811127243
DOI
EstadoPublicada - 2020
Evento29th European Safety and Reliability Conference, ESREL 2019 - Hannover, Alemania
Duración: 22 sept. 201926 sept. 2019

Serie de la publicación

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

Conferencia

Conferencia29th European Safety and Reliability Conference, ESREL 2019
País/TerritorioAlemania
CiudadHannover
Período22/09/1926/09/19

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