Structural Engineering and Mechanics

  • 제32권1호
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  • Pages.21-36
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  • 2009
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  • 1225-4568(pISSN)
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  • 1598-6217(eISSN)
테크노프레스 (Techno-Press)
권호 표지
DOI QR코드

DOI QR Code

Stochastic control approach to reliability of elasto-plastic structures

  • Au, Siu-Kui (Department of Building and Construction, City University of Hong Kong)
  • 투고 : 2008.07.23
  • 심사 : 2008.10.15
  • 발행 : 2009.05.10
⟨ 이전 논문 다음 논문 ⟩

초록

An importance sampling method is presented for computing the first passage probability of elasto-plastic structures under stochastic excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an 'adapted' stochastic process whose future is determined based on information only up to the present. A stochastic control approach is adopted for designing the adapted process. The optimal control law is determined by a control potential, which satisfies the Bellman's equation, a nonlinear partial differential equation on the response state-space. Numerical results for a single-degree-of freedom elasto-plastic structure shows that the proposed method leads to significant improvement in variance reduction over importance sampling using design points reported recently.

키워드

과제정보

연구 과제 주관 기관 : Hong Kong Research Grant Council (HKRGC)

참고문헌

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피인용 문헌

  1. State dependent Girsanov’s controls in time variant reliability estimation in randomly excited dynamical systems vol.72, 2018, https://doi.org/10.1016/j.strusafe.2017.12.004
  2. Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls pp.1573-269X, 2018, https://doi.org/10.1007/s11071-018-4655-6
  3. Operator Norm-Based Statistical Linearization to Bound the First Excursion Probability of Nonlinear Structures Subjected to Imprecise Stochastic Loading vol.8, pp.1, 2009, https://doi.org/10.1061/ajrua6.0001217