Reliability Analysis of Single-Degree-of-Freedom Elastoplastic Systems. I: Critical Excitations
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VIEW THE REPLYPublication: Journal of Engineering Mechanics
Volume 133, Issue 10
Abstract
This paper investigates the application of importance sampling method to estimating the first passage probability of single-degree-of-freedom elastoplastic systems subjected to white noise excitations. The importance sampling density is constructed using a conventional choice as a weighted sum of Gaussian distributions centered among design points. It is well known that the design points, or equivalently the critical excitations in the function space, are difficult to obtain for nonlinear hysteretic systems. An efficient method has been developed recently for finding the critical excitations, on which this paper is based. Characteristics of the critical excitation for elastoplastic systems are explored and the efficiency of the resulting importance sampling strategy is critically assessed. It is found that some efficiency is gained by importance sampling over direct Monte Carlo method but to a lesser extent compared to its linear-elastic counterparts. The cause of this drop in efficiency will be investigated. The study calls for revisiting a basic assumption of importance sampling densities constructed using design points, where they are expected to generate samples lying frequently in the failure region, but in reality their capability should not be taken for granted. A companion paper investigates the approximation of the critical excitation that allows its simple determination.
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Acknowledgments
The work described in this paper was fully supported by a grant from the City University of Hong Kong (Project No. 7200053). The financial support is gratefully acknowledged.
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Information & Authors
Information
Published In
Journal of Engineering Mechanics
Volume 133 • Issue 10 • October 2007
Pages: 1072 - 1080
Copyright
© 2007 ASCE.
History
Received: Apr 19, 2006
Accepted: Oct 30, 2006
Published online: Oct 1, 2007
Published in print: Oct 2007
Notes
Note. Associate Editor: Lambros S. Katafygiotis
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