A Caltech Library Service

Auxiliary domain method for solving multi-objective dynamic reliability problems for nonlinear structures

Katafygiotis, Lambros and Moan, Torgeir and Cheung, Sai Hung (2007) Auxiliary domain method for solving multi-objective dynamic reliability problems for nonlinear structures. Structural Engineering and Mechanics, 25 (3). pp. 347-363. ISSN 1225-4568.

[img] PDF - Published Version
Restricted to Caltech community only
See Usage Policy.


Use this Persistent URL to link to this item:


A novel methodology, referred to as Auxiliary Domain Method (ADM), allowing for a very efficient solution of nonlinear reliability problems is presented. The target nonlinear failure domain is first popUlated by samples generated with the help of a Markov Chain. Based on these samples an auxiliary failure domain (AFD), corresponding to an auxiliary reliability problem, is introduced. The criteria for selecting the AFD are discussed. The emphasis in this paper is on the selection of the auxiliary linear failure domain in the case where the original nonlinear reliability problem involves multiple objectives rather than a single objective. Each reliability objective is assumed to correspond to a particular response quantity not exceeding a corresponding threshold. Once the AFD has been specified the method proceeds with a modified subset simulation procedure where the first step involves the direct simulation of samples in the AFD, rather than standard Monte Carlo simulation as required in standard subset simulation. While the method is applicable to general nonlinear reliability problems herein the focus is on the calculation of the probability of failure of nonlinear dynamical systems subjected to Gaussian random excitations. The method is demonstrated through such a numerical example involving two reliability objectives and a very large number of random variables. It is found that ADM is very efficient and offers drastic improvements over standard subset simulation, especially when one deals with low probability failure events.

Item Type:Article
Related URLs:
URLURL TypeDescription
Additional Information:© 2007. Received February 21, 2005, Accepted February 17, 2006. This research has been supported by the Hong Kong Research Grants Council under grant 63021 03E and 6314/04E and by the Center of Ships and Ocean Structures (CeSOS), NTNU, Trondheim, Norway. This support is gratefully acknowledged. The first author would also like to especially thank CeSOS for its support and hospitality during his two month visit at Trondheim which has been a most fruitful and memorable experience.
Funding AgencyGrant Number
Hong Kong Research Grants Council63021/03E
Hong Kong Research Grants Council6314/04E
Center of Ships and Ocean Structures (CeSOS)UNSPECIFIED
Issue or Number:3
Record Number:CaltechAUTHORS:20101029-115446002
Persistent URL:
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:20602
Deposited By: Ruth Sustaita
Deposited On:02 Dec 2010 23:53
Last Modified:20 Aug 2021 22:55

Repository Staff Only: item control page