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Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Cross-entropy-based adaptive importance sampling for time-dependent reliability analysis of deteriorating structures
HighlightsDifferent methods for time-dependent reliability analysis are reviewed.A new sampling method is proposed for time-dependent reliability analysis.The new method is based on the Kullback-Leibler cross-entropy.Gaussian mixture is used as an importance sampling kernel.The efficiency and robustness of the method is demonstrated.
AbstractTime-dependent reliability analysis of deteriorating structures is important in their performance evaluation and maintenance. Various definitions and methods have been used by researchers to predict the time-dependent reliability of structures. In the present study, these methods are first critically reviewed and examined. Among these methods, the stochastic-process-based method is theoretically the most rigorous but also computationally the most expensive. To facilitate the wide application of the stochastic-process-based method in complex problems, an efficient importance sampling method is then proposed in this paper. The proposed method includes a number of improvements formulated to enhance the efficiency and robustness of an existing method proposed by Kurtz and Song, leading to more efficient solutions of time-dependent reliability problems of structural systems with multiple important regions. The validity and efficiency of the new method is demonstrated through three numerical examples.
Cross-entropy-based adaptive importance sampling for time-dependent reliability analysis of deteriorating structures
HighlightsDifferent methods for time-dependent reliability analysis are reviewed.A new sampling method is proposed for time-dependent reliability analysis.The new method is based on the Kullback-Leibler cross-entropy.Gaussian mixture is used as an importance sampling kernel.The efficiency and robustness of the method is demonstrated.
AbstractTime-dependent reliability analysis of deteriorating structures is important in their performance evaluation and maintenance. Various definitions and methods have been used by researchers to predict the time-dependent reliability of structures. In the present study, these methods are first critically reviewed and examined. Among these methods, the stochastic-process-based method is theoretically the most rigorous but also computationally the most expensive. To facilitate the wide application of the stochastic-process-based method in complex problems, an efficient importance sampling method is then proposed in this paper. The proposed method includes a number of improvements formulated to enhance the efficiency and robustness of an existing method proposed by Kurtz and Song, leading to more efficient solutions of time-dependent reliability problems of structural systems with multiple important regions. The validity and efficiency of the new method is demonstrated through three numerical examples.
Cross-entropy-based adaptive importance sampling for time-dependent reliability analysis of deteriorating structures
Yang, David Y. (Autor:in) / Teng, J.G. (Autor:in) / Frangopol, Dan M. (Autor:in)
Structural Safety ; 66 ; 38-50
17.12.2016
13 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
Time-dependent system reliability analysis by adaptive importance sampling
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