On the use of Directional Importance Sampling for reliability-based design and optimum design sensitivity of linear stochastic structures

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Autoren

  • Danko J. Jerez
  • Héctor A. Jensen
  • Marcos A. Valdebenito
  • Mauricio A. Misraji
  • Franco Mayorga
  • Michael Beer

Externe Organisationen

  • Universidad Tecnica Federico Santa Maria
  • Universidad Adolfo Ibanez
  • Consulting Engineer
  • University of California (UCLA)
  • Tongji University
  • The University of Liverpool
Forschungs-netzwerk anzeigen

Details

OriginalspracheEnglisch
Aufsatznummer103368
FachzeitschriftProbabilistic Engineering Mechanics
Jahrgang70
Frühes Online-Datum14 Sept. 2022
PublikationsstatusVeröffentlicht - Okt. 2022

Abstract

This contribution focuses on reliability-based design and optimum design sensitivity of linear dynamical structural systems subject to Gaussian excitation. Directional Importance Sampling (DIS) is implemented for reliability assessment, which allows to obtain first-order derivatives of the failure probabilities as a byproduct of the sampling process. Thus, gradient-based solution schemes can be adopted by virtue of this feature. In particular, a class of feasible-direction interior point algorithms are implemented to obtain optimum designs, while a direction-finding approach is considered to obtain optimum design sensitivity measures as a post-processing step of the optimization results. To show the usefulness of the approach, an example involving a building structure is studied. Overall, the reliability sensitivity analysis framework enabled by DIS provides a potentially useful tool to address a practical class of design optimization problems.

ASJC Scopus Sachgebiete

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On the use of Directional Importance Sampling for reliability-based design and optimum design sensitivity of linear stochastic structures. / Jerez, Danko J.; Jensen, Héctor A.; Valdebenito, Marcos A. et al.
in: Probabilistic Engineering Mechanics, Jahrgang 70, 103368, 10.2022.

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Jerez DJ, Jensen HA, Valdebenito MA, Misraji MA, Mayorga F, Beer M. On the use of Directional Importance Sampling for reliability-based design and optimum design sensitivity of linear stochastic structures. Probabilistic Engineering Mechanics. 2022 Okt;70:103368. Epub 2022 Sep 14. doi: 10.1016/j.probengmech.2022.103368
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abstract = "This contribution focuses on reliability-based design and optimum design sensitivity of linear dynamical structural systems subject to Gaussian excitation. Directional Importance Sampling (DIS) is implemented for reliability assessment, which allows to obtain first-order derivatives of the failure probabilities as a byproduct of the sampling process. Thus, gradient-based solution schemes can be adopted by virtue of this feature. In particular, a class of feasible-direction interior point algorithms are implemented to obtain optimum designs, while a direction-finding approach is considered to obtain optimum design sensitivity measures as a post-processing step of the optimization results. To show the usefulness of the approach, an example involving a building structure is studied. Overall, the reliability sensitivity analysis framework enabled by DIS provides a potentially useful tool to address a practical class of design optimization problems.",
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AU - Jensen, Héctor A.

AU - Valdebenito, Marcos A.

AU - Misraji, Mauricio A.

AU - Mayorga, Franco

AU - Beer, Michael

N1 - Funding Information: This research is partially supported by ANID (National Agency for Research and Development, Chile) under its program FONDECYT, grant numbers 1200087 and 1180271 . Also, this research has been partially supported by ANID, Chile and DAAD (German Academic Exchange Service, Germany) under CONICYT-PFCHA/Doctorado Acuerdo Bilateral DAAD Becas Chile/ 2018-62180007 . These supports are gratefully acknowledged by the authors.

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KW - Gaussian loading

KW - Interior point algorithm

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