Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Authors

  • M. Valdebenito
  • P. Wei
  • J. Song
  • M. Beer
  • M. Broggi

Research Organisations

External Research Organisations

  • Universidad Adolfo Ibanez
  • Northwestern Polytechnical University
  • University of Liverpool
  • Tongji University
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Details

Original languageEnglish
Title of host publicationProceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022
EditorsMichael Beer, Enrico Zio, Kok-Kwang Phoon, Bilal M. Ayyub
Pages369-372
Number of pages4
Publication statusPublished - 2024
Event8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022 - Hannover, Germany
Duration: 4 Sept 20227 Sept 2022

Abstract

This paper presents an approach for calculating first excursion probabilities of linear structural systems subject to stochastic Gaussian loading. This probability is estimated by multidomain Line Sampling, which is an advanced version of the classical Line Sampling approach, capable of dealing with multiple failure criteria. Multidomain Line Sampling exploits the linearity of the structural system with respect to the loading. Thus, it is possible to estimate small failure probabilities (within the range of 10−3) with high precision and efficiency. These characteristics are illustrated by means of a numerical example.

Keywords

    Dynamic response, First excursion probability, Gaussian loading, Line Sampling, Linear structure

ASJC Scopus subject areas

Cite this

Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling. / Valdebenito, M.; Wei, P.; Song, J. et al.
Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022. ed. / Michael Beer; Enrico Zio; Kok-Kwang Phoon; Bilal M. Ayyub. 2024. p. 369-372.

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Valdebenito, M, Wei, P, Song, J, Beer, M & Broggi, M 2024, Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling. in M Beer, E Zio, K-K Phoon & BM Ayyub (eds), Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022. pp. 369-372, 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022, Hannover, Germany, 4 Sept 2022. https://doi.org/10.3850/978-981-18-5184-1_MS-12-153-cd
Valdebenito, M., Wei, P., Song, J., Beer, M., & Broggi, M. (2024). Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling. In M. Beer, E. Zio, K.-K. Phoon, & B. M. Ayyub (Eds.), Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022 (pp. 369-372) https://doi.org/10.3850/978-981-18-5184-1_MS-12-153-cd
Valdebenito M, Wei P, Song J, Beer M, Broggi M. Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling. In Beer M, Zio E, Phoon KK, Ayyub BM, editors, Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022. 2024. p. 369-372 doi: 10.3850/978-981-18-5184-1_MS-12-153-cd
Valdebenito, M. ; Wei, P. ; Song, J. et al. / Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling. Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022. editor / Michael Beer ; Enrico Zio ; Kok-Kwang Phoon ; Bilal M. Ayyub. 2024. pp. 369-372
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abstract = "This paper presents an approach for calculating first excursion probabilities of linear structural systems subject to stochastic Gaussian loading. This probability is estimated by multidomain Line Sampling, which is an advanced version of the classical Line Sampling approach, capable of dealing with multiple failure criteria. Multidomain Line Sampling exploits the linearity of the structural system with respect to the loading. Thus, it is possible to estimate small failure probabilities (within the range of 10−3) with high precision and efficiency. These characteristics are illustrated by means of a numerical example.",
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