• 제목/요약/키워드: probability density evolution

검색결과 33건 처리시간 0.032초

Analysis of structural dynamic reliability based on the probability density evolution method

  • Fang, Yongfeng;Chen, Jianjun;Tee, Kong Fah
    • Structural Engineering and Mechanics
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    • 제45권2호
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    • pp.201-209
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    • 2013
  • A new dynamic reliability analysis of structure under repeated random loads is proposed in this paper. The proposed method is developed based on the idea that the probability density of several times random loads can be derived from the probability density of single-time random load. The reliability prediction models of structure based on time responses under several times random loads with and without strength degradation are obtained by using the stress-strength interference theory and probability density evolution method. The resulting differential equations in the prediction models can be solved by using the forward finite difference method. Then, the probability density functions of strength redundancy of the structures can be obtained. Finally, the structural dynamic reliability can be calculated using integral method. The efficiency of the proposed method is demonstrated numerically through a speed reducer. The results have shown that the proposed method is practicable, feasible and gives reasonably accurate prediction.

Posterior density estimation for structural parameters using improved differential evolution adaptive Metropolis algorithm

  • Zhou, Jin;Mita, Akira;Mei, Liu
    • Smart Structures and Systems
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    • 제15권3호
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    • pp.735-749
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    • 2015
  • The major difficulty of using Bayesian probabilistic inference for system identification is to obtain the posterior probability density of parameters conditioned by the measured response. The posterior density of structural parameters indicates how plausible each model is when considering the uncertainty of prediction errors. The Markov chain Monte Carlo (MCMC) method is a widespread medium for posterior inference but its convergence is often slow. The differential evolution adaptive Metropolis-Hasting (DREAM) algorithm boasts a population-based mechanism, which nms multiple different Markov chains simultaneously, and a global optimum exploration ability. This paper proposes an improved differential evolution adaptive Metropolis-Hasting algorithm (IDREAM) strategy to estimate the posterior density of structural parameters. The main benefit of IDREAM is its efficient MCMC simulation through its use of the adaptive Metropolis (AM) method with a mutation strategy for ensuring quick convergence and robust solutions. Its effectiveness was demonstrated in simulations on identifying the structural parameters with limited output data and noise polluted measurements.

Probability density evolution analysis on dynamic response and reliability estimation of wind-excited transmission towers

  • Zhang, Lin-Lin;Li, Jie
    • Wind and Structures
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    • 제10권1호
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    • pp.45-60
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    • 2007
  • Transmission tower is a vital component in electrical system. In order to accurately compute the dynamic response and reliability of transmission tower under the excitation of wind loading, a new method termed as probability density evolution method (PDEM) is introduced in the paper. The PDEM had been proved to be of high accuracy and efficiency in most kinds of stochastic structural analysis. Consequently, it is very hopeful for the above needs to apply the PDEM in dynamic response of wind-excited transmission towers. Meanwhile, this paper explores the wind stochastic field from stochastic Fourier spectrum. Based on this new viewpoint, the basic random parameters of the wind stochastic field, the roughness length $z_0$ and the mean wind velocity at 10 m heigh $U_{10}$, as well as their probability density functions, are investigated. A latticed steel transmission tower subject to wind loading is studied in detail. It is shown that not only the statistic quantities of the dynamic response, but also the instantaneous PDF of the response and the time varying reliability can be worked out by the proposed method. The results demonstrate that the PDEM is feasible and efficient in the dynamic response and reliability analysis of wind-excited transmission towers.

On Probability Distribution of Chloride Diffusion Coefficient for Recycled Aggregate Concrete

  • Ying, Jingwei;Xiao, Jianzhuang;Meng, Qiujiang
    • International Journal of Concrete Structures and Materials
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    • 제10권1호
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    • pp.61-73
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    • 2016
  • In predicating the probability distribution of chloride diffusion coefficient of recycled aggregate concrete ($D_{RAC}$), the morphological characteristics of three phases, i.e., the old attached mortar, the natural aggregate and the new mortar, should all be taken into account. The present paper attempts to develop a probability density evolution method (PDEM) to achieve this. After verifying the derived PDEM results with experimental results, the effects of old attached mortar to the $D_{RAC}$ are examined in a quantitative manner. It is found that (1) the variation of the attached mortar content is much sensitive to $D_{RAC}$; (2) given the probability distribution of the content and chloride diffusion coefficient of old mortar, the probability distribution of DRAC can be analysed based on the PDEM; and (3) the critical chloride diffusion coefficient at a certain assurance rate can be obtained by the PDEM. The analysis results of this investigation will be valuable to the durability design for RAC.

추계론적 이론을 이용한 교량내진거동분석 (Seismic Behaviors of a Bridge System in the Stochastic Perspectives)

  • 마호성
    • 한국지진공학회논문집
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    • 제9권6호
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    • pp.53-58
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    • 2005
  • 본 연구에서는 지진하중을 받는 교량의 거동을 확률밀도함수를 통하여 분석할 수 있는 기법을 개발하였다. 확률밀도함수의 전개는 추계론적 이론을 이용한 반해석적 방법을 통하여 구하였으며, 반해석적 방법은 교량운동방정식으로부터 상응하는 Fokker-Planck equation을 구한 후, path-integral solution을 유도하여 이를 수치적으로 해석함으로써 구할 수 있다. 교량거동의 확률밀도 함수전개로부터 교량거동의 확률적 특성을 파악하고 확률밀도함수의 범위로부터 교량응답거동의 포락선을 얻을 수 있으며 이를 이용하여 최대응답의 범위를 결정할 수 있다는 것을 밝혔다.

Stochastic ship roll motion via path integral method

  • Cottone, G.;Paola, M. Di;Ibrahim, R.;Pirrotta, A.;Santoro, R.
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제2권3호
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    • pp.119-126
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    • 2010
  • The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamical models and then applied for ship roll dynamics under random impulsive white noise excitation.

Multi-time probability density functions of the dynamic non-Gaussian response of structures

  • Falsone, Giovanni;Laudani, Rossella
    • Structural Engineering and Mechanics
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    • 제76권5호
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    • pp.631-641
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    • 2020
  • In the present work, an approach for the multiple time probabilistic characterization of the response of linear structural systems subjected to random non-Gaussian processes is presented. Its fundamental property is working directly on the multiple time probability density functions of the actions and of the response. This avoids of passing through the evaluation of the response statistical moments at multiple time or correlations, reducing the computational effort in a consistent measure. This approach is the extension to the multiple time case of a previously published dynamic Probability Transformation Method (PTM) working on a single evolution of the response statistics. The application to some simple examples has revealed the efficiency of the method, both in terms of computational effort and in terms of accuracy.

Theoretical prediction on thickness distribution of cement paste among neighboring aggregates in concrete

  • Chen, Huisu;Sluys, Lambertus Johannes;Stroeven, Piet;Sun, Wei
    • Computers and Concrete
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    • 제8권2호
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    • pp.163-176
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    • 2011
  • By virtue of chord-length density function from the field of statistical physics, this paper introduced a quantitative approach to estimate the distribution of cement paste thickness between aggregates in concrete. Dynamics mixing method based on molecular dynamics was employed to generate one model structure, then image analysis algorithm was used to obtain the distribution of thickness of cement paste in model structure for the purpose of verification. By comparison of probability density curves and cumulative probability curves of the cement paste thickness among neighboring aggregates, it is found that the theoretical results are consistent with the simulation. Furthermore, for the model mortar and concrete mixtures with practical volume fraction of Fuller-type aggregate, this analytical formula was employed to predict the influence of aggregate volume fraction and aggregate fineness. And evolution of its mean values were also investigated with the variation of volume fraction of aggregate as well as the fineness of aggregates in model mortars and concretes.

Experimental and analytical studies on stochastic seismic response control of structures with MR dampers

  • Mei, Zhen;Peng, Yongbo;Li, Jie
    • Earthquakes and Structures
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    • 제5권4호
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    • pp.395-416
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    • 2013
  • The magneto-rheological (MR) damper contributes to the new technology of structural vibration control. Its developments and applications have been paid significant attentions in earthquake engineering in recent years. Due to the shortages, however, inherent in deterministic control schemes where only several observed seismic accelerations are used as the trivial input and in classical stochastic optimal control theory with assumption of white noise process, the derived control policy cannot effectively accommodate the performance of randomly base-excited engineering structures. In this paper, the experimental and analytical studies on stochastic seismic response control of structures with specifically designed MR dampers are carried out. The random ground motion, as the base excitation posing upon the shaking table and the design load used for structural control system, is represented by the physically based stochastic ground motion model. Stochastic response analysis and reliability assessment of the tested structure are performed using the probability density evolution method and the theory of extreme value distribution. It is shown that the seismic response of the controlled structure with MR dampers gain a significant reduction compared with that of the uncontrolled structure, and the structural reliability is obviously strengthened as well.

Reliability and risk assessment for rainfall-induced slope failure in spatially variable soils

  • Zhao, Liuyuan;Huang, Yu;Xiong, Min;Ye, Guanbao
    • Geomechanics and Engineering
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    • 제22권3호
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    • pp.207-217
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    • 2020
  • Slope reliability analysis and risk assessment for spatially variable soils under rainfall infiltration are important subjects but they have not been well addressed. This lack of study may in part be due to the multiple and diverse evaluation indexes and the low computational efficiency of Monte-Carlo simulations. To remedy this, this paper proposes a highly efficient computational method for investigating random field problems for slopes. First, the probability density evolution method (PDEM) is introduced. This method has high computational efficiency and does not need the tens of thousands of numerical simulation samples required by other methods. Second, the influence of rainfall on slope reliability is investigated, where the reliability is calculated from based on the safety factor curves during the rainfall. Finally, the uncertainty of the sliding mass for the slope random field problem is analyzed. Slope failure consequences are considered to be directly correlated with the sliding mass. Calculations showed that the mass that slides is smaller than the potential sliding mass (shallow surface sliding in rainfall). Sliding mass-based risk assessment is both needed and feasible for engineered slope design. The efficient PDEM is recommended for problems requiring lengthy calculations such as random field problems coupled with rainfall infiltration.