Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling

M. Valdebenito; P. Wei; J. Song; M. Beer; M. Broggi

doi:10.3850/978-981-18-5184-1_MS-12-153-cd

Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling

M. Valdebenito^*, P. Wei, J. Song, M. Beer, M. Broggi

^*Korrespondierende*r Autor*in für diese Arbeit

Institut für Risiko und Zuverlässigkeit

Publikation: Beitrag in Buch/Bericht/Sammelwerk/Konferenzband › Aufsatz in Konferenzband › Forschung › Peer-Review

Abstract

This paper presents an approach for calculating first excursion probabilities of linear structural systems subject to stochastic Gaussian loading. This probability is estimated by multidomain Line Sampling, which is an advanced version of the classical Line Sampling approach, capable of dealing with multiple failure criteria. Multidomain Line Sampling exploits the linearity of the structural system with respect to the loading. Thus, it is possible to estimate small failure probabilities (within the range of 10⁻³) with high precision and efficiency. These characteristics are illustrated by means of a numerical example.

Originalsprache	Englisch
Titel des Sammelwerks	Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022
Herausgeber/-innen	Michael Beer, Enrico Zio, Kok-Kwang Phoon, Bilal M. Ayyub
Herausgeber (Verlag)	Research Publishing Services, Singapore
Seiten	369-372
Seitenumfang	4
ISBN (Print)	9789811851841
DOIs	https://doi.org/10.3850/978-981-18-5184-1_MS-12-153-cd
Publikationsstatus	Veröffentlicht - 2024
Veranstaltung	8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022 - Hannover, Deutschland Dauer: 4 Sept. 2022 → 7 Sept. 2022

Konferenz

Konferenz	8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022
Land/Gebiet	Deutschland
Ort	Hannover
Zeitraum	4 Sept. 2022 → 7 Sept. 2022

ASJC Scopus Sachgebiete

Managementlehre und Operations Resarch
Sicherheit, Risiko, Zuverlässigkeit und Qualität

Zugriff auf Dokument

10.3850/978-981-18-5184-1_MS-12-153-cd

Andere Dateien und Links

Verknüpfung zur Publikation in Scopus

Dieses zitieren

Valdebenito, M., Wei, P., Song, J., Beer, M., & Broggi, M. (2024). Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling. in M. Beer, E. Zio, K.-K. Phoon, & B. M. Ayyub (Hrsg.), Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022 (S. 369-372). Research Publishing Services, Singapore. https://doi.org/10.3850/978-981-18-5184-1_MS-12-153-cd

Valdebenito, M. ; Wei, P. ; Song, J. et al. / Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling. Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022. Hrsg. / Michael Beer ; Enrico Zio ; Kok-Kwang Phoon ; Bilal M. Ayyub. Research Publishing Services, Singapore, 2024. S. 369-372

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title = "Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling",

abstract = "This paper presents an approach for calculating first excursion probabilities of linear structural systems subject to stochastic Gaussian loading. This probability is estimated by multidomain Line Sampling, which is an advanced version of the classical Line Sampling approach, capable of dealing with multiple failure criteria. Multidomain Line Sampling exploits the linearity of the structural system with respect to the loading. Thus, it is possible to estimate small failure probabilities (within the range of 10−3) with high precision and efficiency. These characteristics are illustrated by means of a numerical example.",

keywords = "Dynamic response, First excursion probability, Gaussian loading, Line Sampling, Linear structure",

author = "M. Valdebenito and P. Wei and J. Song and M. Beer and M. Broggi",

note = "Publisher Copyright: {\textcopyright} 2022 ISRERM Organizers. Published by Research Publishing, Singapore.; 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022 ; Conference date: 04-09-2022 Through 07-09-2022",

year = "2024",

doi = "10.3850/978-981-18-5184-1_MS-12-153-cd",

language = "English",

isbn = "9789811851841",

pages = "369--372",

editor = "Michael Beer and Enrico Zio and Kok-Kwang Phoon and Ayyub, {Bilal M.}",

booktitle = "Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022",

publisher = "Research Publishing Services, Singapore",

}

Valdebenito, M, Wei, P, Song, J, Beer, M & Broggi, M 2024, Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling. in M Beer, E Zio, K-K Phoon & BM Ayyub (Hrsg.), Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022. Research Publishing Services, Singapore, S. 369-372, 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022, Hannover, Deutschland, 4 Sept. 2022. https://doi.org/10.3850/978-981-18-5184-1_MS-12-153-cd

Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling. / Valdebenito, M.; Wei, P.; Song, J. et al.
Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022. Hrsg. / Michael Beer; Enrico Zio; Kok-Kwang Phoon; Bilal M. Ayyub. Research Publishing Services, Singapore, 2024. S. 369-372.

Publikation: Beitrag in Buch/Bericht/Sammelwerk/Konferenzband › Aufsatz in Konferenzband › Forschung › Peer-Review

TY - GEN

T1 - Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling

AU - Valdebenito, M.

AU - Wei, P.

AU - Song, J.

AU - Beer, M.

AU - Broggi, M.

PY - 2024

Y1 - 2024

N2 - This paper presents an approach for calculating first excursion probabilities of linear structural systems subject to stochastic Gaussian loading. This probability is estimated by multidomain Line Sampling, which is an advanced version of the classical Line Sampling approach, capable of dealing with multiple failure criteria. Multidomain Line Sampling exploits the linearity of the structural system with respect to the loading. Thus, it is possible to estimate small failure probabilities (within the range of 10−3) with high precision and efficiency. These characteristics are illustrated by means of a numerical example.

AB - This paper presents an approach for calculating first excursion probabilities of linear structural systems subject to stochastic Gaussian loading. This probability is estimated by multidomain Line Sampling, which is an advanced version of the classical Line Sampling approach, capable of dealing with multiple failure criteria. Multidomain Line Sampling exploits the linearity of the structural system with respect to the loading. Thus, it is possible to estimate small failure probabilities (within the range of 10−3) with high precision and efficiency. These characteristics are illustrated by means of a numerical example.

KW - Dynamic response

KW - First excursion probability

KW - Gaussian loading

KW - Line Sampling

KW - Linear structure

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U2 - 10.3850/978-981-18-5184-1_MS-12-153-cd

DO - 10.3850/978-981-18-5184-1_MS-12-153-cd

M3 - Conference contribution

AN - SCOPUS:85202031103

SN - 9789811851841

SP - 369

EP - 372

BT - Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022

A2 - Beer, Michael

A2 - Zio, Enrico

A2 - Phoon, Kok-Kwang

A2 - Ayyub, Bilal M.

PB - Research Publishing Services, Singapore

T2 - 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022

Y2 - 4 September 2022 through 7 September 2022

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Valdebenito M, Wei P, Song J, Beer M, Broggi M. Estimation of First Excursion Probability in Stochastic Linear Dynamics by means of Multidomain Line Sampling. in Beer M, Zio E, Phoon KK, Ayyub BM, Hrsg., Proceedings of the 8th International Symposium on Reliability Engineering and Risk Management, ISRERM 2022. Research Publishing Services, Singapore. 2024. S. 369-372 doi: 10.3850/978-981-18-5184-1_MS-12-153-cd