CaltechAUTHORS
  A Caltech Library Service

Reliability of Uncertain Dynamical Systems with Multiple Design Points

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

Full text is not posted in this repository. Consult Related URLs below.

Use this Persistent URL to link to this item: http://resolver.caltech.edu/CaltechAUTHORS:20120829-135654997

Abstract

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.


Item Type:Article
Related URLs:
URLURL TypeDescription
http://www.sciencedirect.com/science/article/pii/S0167473099000090PublisherUNSPECIFIED
http://dx.doi.org/10.1016/S0167-4730(99)00009-0DOIUNSPECIFIED
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.
Funders:
Funding AgencyGrant Number
NSFCMS9701568
Subject Keywords:Structural reliability; Asymptotic approximation; Importance sampling; Dynamical systems; Tuned mass dampers
Record Number:CaltechAUTHORS:20120829-135654997
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:20120829-135654997
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:33674
Collection:CaltechAUTHORS
Deposited By: Carmen Nemer-Sirois
Deposited On:29 Aug 2012 21:26
Last Modified:29 Aug 2012 21:26

Repository Staff Only: item control page