Au, S. K. and Papadimitriou, C. and Beck, J. L. (1999) Reliability of Uncertain Dynamical Systems with Multiple Design Points. Structural Safety, 21 . pp. 113-133. ISSN 0167-4730. http://resolver.caltech.edu/CaltechAUTHORS:20120829-135654997
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Asymptotic approximations and importance sampling methods are presented for evaluating a class of probability integrals with multiple design points that may arise in the calculation of the reliability of uncertain dynamical systems. An approximation based on asymptotics is used as a first step to provide a computationally efficient estimate of the probability integral. The importance sampling method utilizes information of the integrand at the design points to substantially accelerate the convergence of available importance sampling methods that use information from one design point only. Implementation issues related to the choice of importance sampling density and sample generation for reducing the variance of the estimate are addressed. The computational efficiency and improved accuracy of the proposed methods is demonstrated by investigating the reliability of structures equipped with a tuned mass damper for which multiple design points are shown to contribute significantly to the value of the reliability integral.
|Additional Information:||© 1999 Elsevier Science Ltd. This paper is based upon work partly supported by the Pacific Earthquake Engineering Research Center under National Science Foundation Cooperative Agreement No. CMS9701568. This support is gratefully acknowledged.|
|Subject Keywords:||Structural reliability; Asymptotic approximation; Importance sampling; Dynamical systems; Tuned mass dampers|
|Usage Policy:||No commercial reproduction, distribution, display or performance rights in this work are provided.|
|Deposited By:||Carmen Nemer-Sirois|
|Deposited On:||29 Aug 2012 21:26|
|Last Modified:||23 Aug 2016 10:17|
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