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An efficient framework for optimal robust stochastic system design using stochastic simulation

Taflanidis, Alexandros A. and Beck, James L. (2008) An efficient framework for optimal robust stochastic system design using stochastic simulation. Computer Methods in Applied Mechanics and Engineering, 198 (1). pp. 88-101. ISSN 0045-7825.

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The knowledge about a planned system in engineering design applications is never complete. Often, a probabilistic quantification of the uncertainty arising from this missing information is warranted in order to efficiently incorporate our partial knowledge about the system and its environment into their respective models. This leads to a robust stochastic design framework where probabilistic models of excitation uncertainties and system modeling uncertainties can be introduced; the design objective is then typically related to the expected value of a system performance measure, such as reliability or expected life-cycle cost. For complex system models, this expected value can rarely be evaluated analytically and so it is often calculated using stochastic simulation techniques, which involve an estimation error and significant computational cost. An efficient framework, consisting of two stages, is presented here for the optimization in such robust stochastic design problems. The first stage implements a novel approach, called stochastic subset optimization (SSO), for iteratively identifying a subset of the original design space that has high plausibility of containing the optimal design variables. The second stage adopts some other stochastic optimization algorithm to pinpoint the optimal design variables within that subset. The focus is primarily on the theory and implementation issues for SSO but also on topics related to the combination of the two different stages for overall enhanced efficiency. An illustrative example is presented that shows the efficiency of the proposed methodology; it considers the optimization of the reliability of a base-isolated structure considering future near-fault ground motions.

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Taflanidis, Alexandros A.0000-0002-9784-7480
Additional Information:© 2008 Elsevier B.V. Received 14 August 2007; received in revised form 25 March 2008; accepted 28 March 2008; available online 11 April 2008.
Subject Keywords:Optimal robust stochastic design; Stochastic optimization Stochastic subset optimization; Reliability-based design Common random numbers; Stochastic simulation
Issue or Number:1
Record Number:CaltechAUTHORS:TAFcmame08
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:13625
Deposited By: Jason Perez
Deposited On:27 May 2009 19:15
Last Modified:03 Oct 2019 00:41

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