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Asymptotic expansions for reliabilities and moments of uncertain dynamic systems

Papadimitriou, Costas and Beck, James L. and Katafygiotis, Lambros S. (1995) Asymptotic expansions for reliabilities and moments of uncertain dynamic systems. California Institute of Technology . (Unpublished) http://resolver.caltech.edu/CaltechEERL:1995.EERL-95-05

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Abstract

An asymptotic approximation is developed for evaluating the probability integrals which arise in the determination of the reliability and response moments of uncertain dynamic systems subject to stochastic excitation. The method is applicable when the probabilities of failure or response moments conditional on the system parameters are available, and the effect of the uncertainty in the system parameters is to be investigated. In particular, a simple analytical formula for the probability of failure of the system is derived and compared to some existing approximations, including an asymptotic approximation based on SORM methods. Simple analytical formulas are also derived for the sensitivity of the failure probability and response moments to variations in parameters of interest. Conditions for which the proposed asymptotic expansion is expected to be accurate are presented. Since numerical integration is only computationally feasible for investigating the accuracy of the proposed method for a small number of uncertain system parameters, simulation techniques are also used. A simple importance sampling method is shown to converge much more rapidly than straightforward Monte-Carlo simluation. Simple structures subjected to white noise stochastic excitation axe used to illustrate the accuracy of the proposed analytical approximation. Results from the computationally efficient perturbation method are also included for comparison. The results show that the asymptotic method gives acceptable approximations, even for systems with relatively large uncertainty, and in most cases, it outperforms the perturbation method.


Item Type:Report or Paper (Technical Report)
Group:Earthquake Engineering Research Laboratory
Record Number:CaltechEERL:1995.EERL-95-05
Persistent URL:http://resolver.caltech.edu/CaltechEERL:1995.EERL-95-05
Usage Policy:You are granted permission for individual, educational, research and non-commercial reproduction, distribution, display and performance of this work in any format.
ID Code:26400
Collection:CaltechEERL
Deposited By: Imported from CaltechEERL
Deposited On:19 Feb 2008
Last Modified:26 Dec 2012 13:57

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