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An efficient simulation method for reliability analysis of linear dynamical systems using simple additive rules of probability
Yuen K.-V.2; Katafygiotis L.S.1
2005
Source PublicationProbabilistic Engineering Mechanics
ISSN2668920
Volume20Issue:1Pages:109
Abstract

This paper presents a simulation technique for reliability analysis of linear dynamical systems. It is based on simple additive rules of probability (in contrast to other probabilistic approaches such as importance sampling). It is shown that the proposed appoach is identical to a newly developed approach, Importance Sampling using Elementary Events (ISEE) [Au SK, Beck JL. First excursion probabilities for linear sytems by very efficient importance sampling. Probabl Eng Mech 2001;16(3):193-208]. A simple formula for the coefficient of variation of the estimator of the failure probability using the samples is also given. A 10-story building model with nonstationary excitation is utilized to demonstrate the accuracy and efficiency of the proposed method. © 2005 Elsevier Ltd. All rights reserved.

KeywordAdditive Rules Of Probability Design Point Failure Probability Limit State Function Simulation Methods Structural Reliability
DOI10.1016/j.probengmech.2004.07.003
URLView the original
Indexed BySCI
Language英语
WOS Research AreaEngineering ; Mechanics ; Mathematics
WOS SubjectEngineering, Mechanical ; Mechanics ; Statistics & Probability
WOS IDWOS:000226439600012
The Source to ArticleScopus
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Cited Times [WOS]:30   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF CIVIL AND ENVIRONMENTAL ENGINEERING
Affiliation1.Hong Kong Univ Sci & Technol, Dept Civil Engn, Kowloon, Hong Kong, Peoples R China
2.Univ Macau, Dept Civil & Environm Engn, Taipa, Peoples R China
First Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Yuen K.-V.,Katafygiotis L.S.. An efficient simulation method for reliability analysis of linear dynamical systems using simple additive rules of probability[J]. Probabilistic Engineering Mechanics,2005,20(1):109.
APA Yuen K.-V.,&Katafygiotis L.S..(2005).An efficient simulation method for reliability analysis of linear dynamical systems using simple additive rules of probability.Probabilistic Engineering Mechanics,20(1),109.
MLA Yuen K.-V.,et al."An efficient simulation method for reliability analysis of linear dynamical systems using simple additive rules of probability".Probabilistic Engineering Mechanics 20.1(2005):109.
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