Reliability Analysis of Single-Degree-of-Freedom Elastoplastic Systems. I: Critical Excitations

Au, Siu-Kui, Lam, Heung-Fai and Ng, Ching-Tai (2007) Reliability Analysis of Single-Degree-of-Freedom Elastoplastic Systems. I: Critical Excitations. Journal of Engineering Mechanics, 133 10: 1072-1080. doi:10.1061/(ASCE)0733-9399(2007)133:10(1072)

Author Au, Siu-Kui
Lam, Heung-Fai
Ng, Ching-Tai
Title Reliability Analysis of Single-Degree-of-Freedom Elastoplastic Systems. I: Critical Excitations
Journal name Journal of Engineering Mechanics   Check publisher's open access policy
ISSN 0733-9399
Publication date 2007-01-01
Sub-type Article (original research)
DOI 10.1061/(ASCE)0733-9399(2007)133:10(1072)
Open Access Status
Volume 133
Issue 10
Start page 1072
End page 1080
Total pages 9
Place of publication Reston, Va.
Publisher American Society of Civil Engineers (ASCE)
Language eng
Subject 090506 Structural Engineering
010401 Applied Statistics
091304 Dynamics, Vibration and Vibration Control
090504 Earthquake Engineering
Abstract This paper investigates the application of importance sampling method to estimating the first passage probability of single-degree-of-freedom elastoplastic systems subjected to white noise excitations. The importance sampling density is constructed using a conventional choice as a weighted sum of Gaussian distributions centered among design points. It is well known that the design points, or equivalently the critical excitations in the function space, are difficult to obtain for nonlinear hysteretic systems. An efficient method has been developed recently for finding the critical excitations, on which this paper is based. Characteristics of the critical excitation for elastoplastic systems are explored and the efficiency of the resulting importance sampling strategy is critically assessed. It is found that some efficiency is gained by importance sampling over direct Monte Carlo method but to a lesser extent compared to its linear-elastic counterparts. The cause of this drop in efficiency will be investigated. The study calls for revisiting a basic assumption of importance sampling densities constructed using design points, where they are expected to generate samples lying frequently in the failure region, but in reality their capability should not be taken for granted. A companion paper investigates the approximation of the critical excitation that allows its simple determination
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Non-UQ

Document type: Journal Article
Sub-type: Article (original research)
Collections: Excellence in Research Australia (ERA) - Collection
School of Mechanical & Mining Engineering Publications
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Citation counts: TR Web of Science Citation Count  Cited 8 times in Thomson Reuters Web of Science Article | Citations
Scopus Citation Count Cited 7 times in Scopus Article | Citations
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