Valdebenito, M. A., Misraji, M. A., Jensen, H. A., & Mayorga, C. F. (2021). Sensitivity estimation of first excursion probabilities of linear structures subject to stochastic Gaussian loading. Comput. Struct., 248, 106482.
Abstract: This contribution focuses on evaluating the sensitivity associated with first excursion probabilities of linear structural systems subject to stochastic Gaussian loading. The sensitivity measure considered is the partial derivative of the probability with respect to parameters that affect the structural response, such as dimensions of structural elements. The actual calculation of the sensitivity demands solving high dimensional integrals over hypersurfaces, which can be challenging from a numerical viewpoint. Hence, sensitivity evaluation is cast within the context of a reliability analysis that is conducted with Directional Importance Sampling. In this way, the sought sensitivity is obtained as a byproduct of the calculation of the failure probability, where the postprocessing step demands performing a sensitivity analysis of the unit impulse response functions of the structure. Thus, the sensitivity is calculated using sampling by means of an estimator, whose precision can be quantified in terms of its standard deviation. Numerical examples involving both small and largescale structural models illustrate the procedure for probability sensitivity estimation. (C) 2021 Elsevier Ltd. All rights reserved.
