TECHNICAL PAPERS
May 1, 2006

Domain Decomposition Method for Calculating the Failure Probability of Linear Dynamic Systems Subjected to Gaussian Stochastic Loads

Publication: Journal of Engineering Mechanics
Volume 132, Issue 5

Abstract

In this paper the problem of calculating the probability of failure of linear dynamic systems subjected to random vibrations is considered. This is a very important and challenging problem in structural reliability. The failure domain in this case can be described as a union of linear failure domains whose boundaries are hyperplanes. Each linear limit state function can be completely described by its own design point, which can be analytically determined, allowing for an exact analytical calculation of the corresponding failure probability. The difficulty in calculating the overall failure probability arises from the overlapping of the different linear failure domains, the degree of which is unknown and needs to be determined. A novel robust reliability methodology, referred to as the domain decomposition method (DDM), is proposed to calculate the probability that the response of a linear system exceeds specified target thresholds. It exploits the special structure of the failure domain, given by the union of a large number of linear failure regions, to obtain an extremely efficient and highly accurate estimate of the failure probability. The number of dynamic analyses to be performed in order to determine the failure probability is as low as the number of independent random excitations driving the system. Furthermore, calculating the reliability of the same structure under different performance objectives does not require any additional dynamic analyses. Two numerical examples are given demonstrating the proposed method, both of which show that the method offers dramatic improvement over standard Monte Carlo simulations, while a comparison with the ISEE algorithm shows that the DDM is at least as efficient as the ISEE.

Get full access to this article

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

Acknowledgments

This work is based upon work partly supported by the Hong Kong Research Grants Council under grants HKUST6253/00E, HKUST6302/03E, and HKUST614305. This support is gratefully acknowledged.

References

Au, S. K., and Beck, J. L. (2001). “First excursion probabilities for linear systems by very efficient importance sampling.” Probab. Eng. Mech., 16, 193–207.
Au, S. K., and Beck, J. L. (2002). “Important sampling in high dimensions.” Struct. Safety, 25(2), 139–163.
Johnson, E. A., Lam, H. F., Katafygiotis, L. S., and Beck, J. L. (2004). “Phase I IASC-ASCE structural health monitoring benchmark problem using simulated data.” J. Eng. Mech., 130(1), 3–15.
Katafygiotis, L. S., and Cheung, S. H. (2004). “Wedge simulation method for calculating the reliability of linear dynamical systems.” Probab. Eng. Mech., 19(3), 229–238.
Katafygiotis, L. S., Zerva, A., and Malyarenko, A. A. (1999). “Simulation of homogeneous and partially isotropic random fields.” J. Eng. Mech., 125(10), 1180–1189.
Liu, P., and Der Kiureghian, A. (1986). “A multivariate distribution model with prescribed marginal and covariance.” Probab. Eng. Mech., 1(2), 105–112.
Papadimitriou, C., Beck, J. L., and Katafygiotis, L. S. (1997). “Asymptotic expansions for reliability and moments of uncertain systems.” J. Eng. Mech., 123(12), 1219–1229.
Pradlwarter, H. J., and Schuëller, G. I. (1999). “Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation.” Probab. Eng. Mech., 14, 213–227.
Proppe, C., Pradlwarter, H. J., and Schuëller, G. I. (2003). “Equivalent linearization and Monte Carlo simulations in stochastic dynamics.” Probab. Eng. Mech., 18(1), 1–15.
Rice, S. O. (1944). “Mathematical analysis of random noise.” Bell Syst. Tech. J., 23(3), 282–332, and 24(1), 46–156.
Yuen, K. V., and Katafygiotis, L. S. (2004). “An efficient simulation method for reliability analysis using simple additive rules of probability.” Probab. Eng. Mech., 20(1), 109–114.

Information & Authors

Information

Published In

Go to Journal of Engineering Mechanics
Journal of Engineering Mechanics
Volume 132Issue 5May 2006
Pages: 475 - 486

History

Received: Oct 22, 2003
Accepted: Oct 25, 2005
Published online: May 1, 2006
Published in print: May 2006

Permissions

Request permissions for this article.

Notes

Note. Associate Editor: Gerhart I. Schueller

Authors

Affiliations

Lambros Katafygiotis
Associate Professor, Dept. of Civil Engineering, Hong Kong Univ. of Science and Technology, Clear Water Bay, Kowloon, Hong Kong. E-mail: [email protected]
Sai Hung Cheung
Graduate Student, California Institute of Technology, Mail Code 104-44, Pasadena, CA 91125. 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