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contributor authorC. Papadimitriou
contributor authorJ. L. Beck
contributor authorL. S. Katafygiotis
date accessioned2017-05-08T22:38:11Z
date available2017-05-08T22:38:11Z
date copyrightDecember 1997
date issued1997
identifier other%28asce%290733-9399%281997%29123%3A12%281219%29.pdf
identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/84531
description abstractAn asymptotic approximation is developed for evaluating the probability integrals that arise in the determination of the reliability and response moments of uncertain dynamic systems subject to stochastic excitation. The method is applicable when the probabilities of failure or response moments conditional on the system parameters are available, and the effect of the uncertainty in the system parameters is to be investigated. In particular, a simple analytical formula for the probability of failure of the system is derived and compared to some existing approximations, including an asymptotic approximation based on second-order reliability methods. Simple analytical formulas are also derived for the sensitivity of the failure probability and response moments to variations in parameters of interest. Conditions for which the proposed asymptotic expansion is expected to be accurate are presented. Since numerical integration is only computationally feasible for investigating the accuracy of the proposed method for a small number of uncertain system parameters, simulation techniques are also used. A simple importance sampling method is shown to converge much more rapidly than straightforward Monte Carlo simulation. Simple structures subjected to white noise stochastic excitation are used to illustrate the accuracy of the proposed analytical approximation. Results from the computationally efficient perturbation method are also included for comparison. The results show that the asymptotic method gives acceptable approximations, even for systems with relatively large uncertainty, and in most cases, it outperforms the perturbation method.
publisherAmerican Society of Civil Engineers
titleAsymptotic Expansions for Reliability and Moments of Uncertain Systems
typeJournal Paper
journal volume123
journal issue12
journal titleJournal of Engineering Mechanics
identifier doi10.1061/(ASCE)0733-9399(1997)123:12(1219)
treeJournal of Engineering Mechanics:;1997:;Volume ( 123 ):;issue: 012
contenttypeFulltext


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