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Author (down) Yuan, X.K.; Liu, S.L.; Valdebenito, M.A.; Faes, M.G.R.; Jerez, D.J.; Jensen, H.A.; Beer, M.
Title Decoupled reliability-based optimization using Markov chain Monte Carlo in augmented space Type
Year 2021 Publication Advances in Engineering Software Abbreviated Journal Adv. Eng. Softw.
Volume 157 Issue Pages 103020
Keywords Reliability-based design optimization; Markov chain simulation; Failure probability function; Bayes' theorem
Abstract An efficient framework is proposed for reliability-based design optimization (RBDO) of structural systems. The RBDO problem is expressed in terms of the minimization of the failure probability with respect to design variables which correspond to distribution parameters of random variables, e.g. mean or standard deviation. Generally, this problem is quite demanding from a computational viewpoint, as repeated reliability analyses are involved. Hence, in this contribution, an efficient framework for solving a class of RBDO problems without even a single reliability analysis is proposed. It makes full use of an established functional relationship between the probability of failure and the distribution design parameters, which is termed as the failure probability function (FPF). By introducing an instrumental variability associated with the distribution design parameters, the target FPF is found to be proportional to a posterior distribution of the design parameters conditional on the occurrence of failure in an augmented space. This posterior distribution is derived and expressed as an integral, which can be estimated through simulation. An advanced Markov chain algorithm is adopted to efficiently generate samples that follow the aforementioned posterior distribution. Also, an algorithm that re-uses information is proposed in combination with sequential approximate optimization to improve the efficiency. Numeric examples illustrate the performance of the proposed framework.
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Corporate Author Thesis
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Language Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0965-9978 ISBN Medium
Area Expedition Conference
Notes WOS:000653696200006 Approved
Call Number UAI @ alexi.delcanto @ Serial 1395
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Author (down) Ni, P.H.; Jerez, D.J.; Fragkoulis, V.C.; Faes, M.G.R.; Valdebenito, M.A.; Beer, M.
Title Operator Norm-Based Statistical Linearization to Bound the First Excursion Probability of Nonlinear Structures Subjected to Imprecise Stochastic Loading Type
Year 2022 Publication ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part A-Civil Engineering Abbreviated Journal ASCE-ASME J. Risk Uncertain. Eng. Syst. A-Civ. Eng.
Volume 8 Issue 1 Pages 04021086
Keywords Uncertainty quantification; Imprecise probabilities; Operator norm theorem; Statistical linearization
Abstract This paper presents a highly efficient approach for bounding the responses and probability of failure of nonlinear models subjected to imprecisely defined stochastic Gaussian loads. Typically, such computations involve solving a nested double-loop problem, where the propagation of the aleatory uncertainty has to be performed for each realization of the epistemic parameters. Apart from near-trivial cases, such computation is generally intractable without resorting to surrogate modeling schemes, especially in the context of performing nonlinear dynamical simulations. The recently introduced operator norm framework allows for breaking this double loop by determining those values of the epistemic uncertain parameters that produce bounds on the probability of failure a priori. However, the method in its current form is only applicable to linear models due to the adopted assumptions in the derivation of the involved operator norms. In this paper, the operator norm framework is extended and generalized by resorting to the statistical linearization methodology to
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Corporate Author Thesis
Publisher Place of Publication Editor
Language Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 2376-7642 ISBN Medium
Area Expedition Conference
Notes WOS:000742414100022 Approved
Call Number UAI @ alexi.delcanto @ Serial 1550
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Author (down) Jerez, D.J.; Jensen, H.A.; Valdebenito, M.A.; Misraji, M.A.; Mayorga, F.; Beer, M.
Title On the use of Directional Importance Sampling for reliability-based design and optimum design sensitivity of linear stochastic structures Type
Year 2022 Publication Probabilistic Engineering Mechanics Abbreviated Journal Probabilistic Eng. Mech.
Volume 70 Issue Pages 103368
Keywords Structural design; First excursion probability; Directional Importance Sampling; Optimum design sensitivity; Linear structures; Gaussian loading; Interior point algorithm
Abstract This contribution focuses on reliability-based design and optimum design sensitivity of linear dynamical structural systems subject to Gaussian excitation. Directional Importance Sampling (DIS) is implemented for reliability assessment, which allows to obtain first-order derivatives of the failure probabilities as a byproduct of the sampling process. Thus, gradient-based solution schemes can be adopted by virtue of this feature. In particular, a class of feasible-direction interior point algorithms are implemented to obtain optimum designs, while a direction-finding approach is considered to obtain optimum design sensitivity measures as a post -processing step of the optimization results. To show the usefulness of the approach, an example involving a building structure is studied. Overall, the reliability sensitivity analysis framework enabled by DIS provides a potentially useful tool to address a practical class of design optimization problems.
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Corporate Author Thesis
Publisher Place of Publication Editor
Language Summary Language Original Title
Series Editor Series Title Abbreviated Series Title
Series Volume Series Issue Edition
ISSN 0266-8920 ISBN Medium
Area Expedition Conference
Notes WOS:000896937400001 Approved
Call Number UAI @ alexi.delcanto @ Serial 1715
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