Technical Papers
Dec 8, 2011

New Analytical Solution of the First-Passage Reliability Problem for Linear Oscillators

Publication: Journal of Engineering Mechanics
Volume 138, Issue 6

Abstract

The classical first-passage reliability problem for linear elastic single-degree-of-freedom (SDOF) oscillators subjected to stationary and nonstationary Gaussian excitations is explored. Several analytical approximations are available in the literature for this problem: the Poisson, classical Vanmarcke, and modified Vanmarcke approximations. These analytical approximations are widely used because of their simplicity and their lower computational cost compared with simulation techniques. However, little is known about their accuracy in estimating the time-variant first-passage failure probability (FPFP) for varying oscillator properties, failure thresholds, and types of loading. In this paper, a new analytical approximation of the FPFP for linear SDOF systems is proposed by modifying the classical Vanmarcke hazard function. This new approximation is verified by comparing its failure probability estimates with the results obtained using existing analytical approximations and the importance sampling using elementary events method for a wide range of oscillator properties, threshold levels, and types of input excitations. It is shown that the newly proposed analytical approximation of the hazard function yields a significantly more accurate estimate of the FPFP compared with the Poisson, classical Vanmarcke, and modified Vanmarcke approximations.

Get full access to this article

View all available purchase options and get full access to this article.

Acknowledgments

The writers gratefully acknowledge support of this research by the Louisiana Board of Regents (LA BoR) through the Pilot Funding for New Research (Pfund) Program of the National Science Foundation (NSF) Experimental Program to Stimulate Competitive Research (EPSCoR) under Award No. LEQSF(2011)-PFUND-225; the LA BoR through the Louisiana Board of Regents Research and Development Program, Research Competitiveness (RCS) subprogram, under Award No. LESQSF(2010-13)-RD-A-01; the Longwell’s Family Foundation through the Fund for Innovation in Engineering Research (FIER) Program; and the LSU Council on Research through the 2009–2010 Faculty Research Grant Program. Any opinions, findings, conclusions, or recommendations expressed in this publication are those of the writers and do not necessarily reflect the views of the sponsors.

References

Au, S. K., and Beck, J. L. (2001a). “First excursion probabilities for linear systems by very efficient importance sampling.” Prob. Eng. Mech.PEMEEX, 16(3), 193–207.
Au, S. K., and Beck, J. L. (2001b). “Estimation of small failure probabilities in high dimensions by subset simulation.” Prob. Eng. Mech.PEMEEX, 16(4), 263–277.
Barbato, M., and Conte, J. P. (2008). “Spectral characteristics of non-stationary random processes: Theory and applications to linear structural models.” Prob. Eng. Mech.PEMEEX, 23(4), 416–426.
Barbato, M., and Conte, J. P. (2011). “Structural reliability applications of nonstationary spectral characteristics.” J. Eng. Mech.JENMDT, 137(5), 371–382.
Barbato, M., and Vasta, M. (2010). “Closed-form solutions for the time-variant spectral characteristics of non-stationary random processes.” Prob. Eng. Mech.PEMEEX, 25(1), 9–17.
Beck, A. T. (2008). “The random barrier-crossing problem.” Prob. Eng. Mech.PEMEEX, 23(2–3), 134–145.
Ching, J., Au, S. K., and Beck, J. L. (2005a). “Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting.” Comput. Methods Appl. Mech. Eng.CMMECC, 194(12-16), 1557–1579.
Ching, J., Beck, J. L., and Au, S. K. (2005b). “Hybrid subset simulation method for reliability estimation of dynamical systems subjected to stochastic excitation.” Prob. Eng. Mech.PEMEEX, 20(3), 199–214.
Corotis, R. B., Vanmarcke, E. H., and Cornell, A. C. (1972). “First passage of nonstationary random processes.” J. Engrg. Mech. Div.JMCEA3, 98(2), 401–414.
Crandall, S. H. (1970). “First-crossing probabilities of the linear oscillator.” J. Sound Vib.JSVIAG, 12(3), 285–299.
Crandall, S. H., Chandiramani, K. L., and Cook, R. G. (1966). “Some first-passage problems in random vibration.” J. Appl. Mech.JAMCAV, 33(3), 532–538.
Di Paola, M. (1985). “Transient spectral moments of linear systems.” SM Arch.SMARDW, 10(3), 225–243.
Ghazizadeh, S. (2011). “A study on the first-passage reliability problem and its application to earthquake engineering.” M.S. thesis, Louisiana State Univ. and A&M College, Baton Rouge, LA.
Lutes, L. D., and Sarkani, S. (2004). Random vibrations—analysis of structural and mechanical systems, Elsevier Butterworth-Heinemann, Burlington, MA.
MathWorks. (1997). MATLAB-high-performance numeric computation and visualization software, user’s guide, MathWorks, Inc., Natick, MA.
Michaelov, G., Sarkani, S., and Lutes, L. D. (1999). “Spectral characteristics of nonstationary random processes—a critical review.” Struct. Saf., 21(3), 223–244.
Naess, A. (1990). “Approximate first-passage and extremes of narrow-band Gaussian and non-Gaussian random vibrations.” J. Sound Vib.JSVIAG, 138(3), 365–380.
Naess, A., and Gaidai, O. (2009). “Estimation of extreme values from sampled time series.” Struct. Saf., 31(4), 325–334.
Naess, A., Gaidai, O., and Batsevych, O. (2010). “Prediction of extreme response statistics of narrow-band random vibrations.” J. Eng. Mech.JENMDT, 136(3), 290–298.
Rice, S. O. (1944). “Mathematical analysis of random noise.” Bell Syst. Tech. J.BSTJAN, 23(3), 282–332.
Rice, S. O. (1945). “Mathematical analysis of random noise. Part III: Statistical properties of random noise currents.” Bell Syst. Tech. J.BSTJAN, 24(1), 46–156.
Shinozuka, M., and Sato, Y. (1967). “Simulation of nonstationary random processes.” J. Engrg. Mech. Div.JMCEA3, 93(1), 11–40.
Vanmarcke, E. H. (1975). “On the distribution of the first-passage time for normal stationary random processes.” J. Appl. Mech.JAMCAV, 42(1), 215–220.
Vanmarcke, E. H. (1976). “Structural response to earthquakes.” Seismic risk and engineering decisions, Lomnitz, C. and Rosenblueth, E., eds., Elsevier, Amsterdam, Netherlands, 287–337.

Information & Authors

Information

Published In

Go to Journal of Engineering Mechanics
Journal of Engineering Mechanics
Volume 138Issue 6June 2012
Pages: 695 - 706

History

Received: Jun 28, 2011
Accepted: Dec 6, 2011
Published online: Dec 8, 2011
Published in print: Jun 1, 2012

Permissions

Request permissions for this article.

Authors

Affiliations

Sara Ghazizadeh [email protected]
Graduate Research Assistant, Dept. of Civil and Environmental Engineering, Louisiana State Univ. and A&M College, 2400 Patrick F. Taylor Hall, Nicholson Extension, Baton Rouge, LA 70803. E-mail: [email protected]
Michele Barbato, Ph.D., A.M.ASCE [email protected]
Assistant Professor, Dept. of Civil and Environmental Engineering, Louisiana State Univ. and A&M College, 3418H Patrick F. Taylor Hall, Nicholson Extension, Baton Rouge, LA 70803 (corresponding author). E-mail: [email protected]
Enrico Tubaldi [email protected]
Postdoctoral Researcher, Dipt. di Architettura Costruzione e Strutture, Univ. Politecnica delle Marche, Via Brecce Bianche, 60131 Ancona, Italy. E-mail: [email protected]

Metrics & Citations

Metrics

Citations

Download citation

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited by

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share