|   | 
Details
   web
Record
Author Yuan, X.K.; Liu, S.L.; Valdebenito, M.A.; Gu, J.; Beer, M.
Title Efficient procedure for failure probability function estimation in augmented space Type
Year 2021 Publication Structural Safety Abbreviated Journal Struct. Saf.
Volume (up) 92 Issue Pages 102104
Keywords RELIABILITY-BASED OPTIMIZATION; NONINTRUSIVE STOCHASTIC-ANALYSIS; STRUCTURAL RELIABILITY; SENSITIVITY ESTIMATION; HIGH DIMENSIONS; DESIGN; SYSTEMS
Abstract An efficient procedure is proposed to estimate the failure probability function (FPF) with respect to design variables, which correspond to distribution parameters of basic structural random variables. The proposed procedure is based on the concept of an augmented reliability problem, which assumes the design variables as uncertain by assigning a prior distribution, transforming the FPF into an expression that includes the posterior distribution of those design variables. The novel contribution of this work consists of expressing this target posterior distribution as an integral, allowing it to be estimated by means of sampling, and no distribution fitting is needed, leading to an efficient estimation of FPF. The proposed procedure is implemented within three different simulation strategies: Monte Carlo simulation, importance sampling and subset simulation; for each of these cases, expressions for the coefficient of variation of the FPF estimate are derived. Numerical examples illustrate performance of the proposed approaches.
Address
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 0167-4730 ISBN Medium
Area Expedition Conference
Notes WOS:000659220400003 Approved
Call Number UAI @ alexi.delcanto @ Serial 1420
Permanent link to this record