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

Research output: Contribution to journalArticleResearchpeer review

Authors

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

Research Organisations

External Research Organisations

  • Universidad Tecnica Federico Santa Maria
  • Universidad Adolfo Ibanez
  • Consulting Engineer
  • University of California (UCLA)
  • Tongji University
  • University of Liverpool
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Details

Original languageEnglish
Article number103368
JournalProbabilistic Engineering Mechanics
Volume70
Early online date14 Sept 2022
Publication statusPublished - Oct 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.

Keywords

    Directional Importance Sampling, First excursion probability, Gaussian loading, Interior point algorithm, Linear structures, Optimum design sensitivity, Structural design

ASJC Scopus subject areas

Cite this

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, Vol. 70, 103368, 10.2022.

Research output: Contribution to journalArticleResearchpeer 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 Oct;70:103368. Epub 2022 Sept 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 - Misraji, Mauricio A.

AU - Mayorga, Franco

AU - Beer, Michael

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