DOI QR코드

DOI QR Code

Auxiliary domain method for solving multi-objective dynamic reliability problems for nonlinear structures

  • Received : 2005.02.21
  • Accepted : 2006.02.17
  • Published : 2007.02.20

Abstract

A novel methodology, referred to as Auxiliary Domain Method (ADM), allowing for a very efficient solution of nonlinear reliability problems is presented. The target nonlinear failure domain is first populated by samples generated with the help of a Markov Chain. Based on these samples an auxiliary failure domain (AFD), corresponding to an auxiliary reliability problem, is introduced. The criteria for selecting the AFD are discussed. The emphasis in this paper is on the selection of the auxiliary linear failure domain in the case where the original nonlinear reliability problem involves multiple objectives rather than a single objective. Each reliability objective is assumed to correspond to a particular response quantity not exceeding a corresponding threshold. Once the AFD has been specified the method proceeds with a modified subset simulation procedure where the first step involves the direct simulation of samples in the AFD, rather than standard Monte Carlo simulation as required in standard subset simulation. While the method is applicable to general nonlinear reliability problems herein the focus is on the calculation of the probability of failure of nonlinear dynamical systems subjected to Gaussian random excitations. The method is demonstrated through such a numerical example involving two reliability objectives and a very large number of random variables. It is found that ADM is very efficient and offers drastic improvements over standard subset simulation, especially when one deals with low probability failure events.

Keywords

References

  1. Au, S.K. and Beck, J.L. (2001a), 'First excursion probability for linear systems by very efficient importance sampling', Probabilistic Engineering Mechanics, 16(3), 193-207 https://doi.org/10.1016/S0266-8920(01)00002-9
  2. Au, S.K. and Beck, J.L. (2001b), 'Estimation of small failure probabilities in high dimensions with subset simulation', Probabilistic Engineering Mechanics, 16(4), 263-277 https://doi.org/10.1016/S0266-8920(01)00019-4
  3. Au, S.K. and Beck, J.L. (2002), 'Importance sampling in high dimensions', Str. Safety, 25(2), 139-163
  4. Der Kiureghian, A. (2000), 'The geometry of random vibrations and solutions by FORM and SORM', Probabilistic Engineering Mechanics, 15(1), 81-90 https://doi.org/10.1016/S0266-8920(99)00011-9
  5. Grigoriu, M. (1995), Applied Non-Gaussian Processes, Prentice Hall
  6. Katafygiotis, L.S. and Cheung, Joseph S.H. (2002), 'A new efficient MCMC based simulation methodology for reliability calculations', Proc. Fifth World Congress on Computational Mechanics(WCCM V), Vienna, Austria
  7. Katafygiotis, L.S. and Cheung, Joseph S.H. (2003), 'An efficient method for calculation of reliability integrals', Fifth Int. Conf. on Stochastic Structural Dynamics (SSD03), Hangzhou, China
  8. Katafygiotis, L.S. and Cheung, S.H. (2004a), 'Domain decomposition method for calculating the failure probability of linear dynamic systems subjected to Gaussian stochastic loads', J. Eng. Mech., ASCE, Accepted for publication
  9. Katafygiotis, L.S. and Cheung, S.H. (2004b), 'A two-stage subset-simulation-based approach for calculating the reliability of inelastic structural systems subjected to Gaussian random excitations', Comput. Meth. Appl. Mech. Eng., 194(1), 1581-1595 https://doi.org/10.1016/j.cma.2004.06.042
  10. Katafygiotis, L.S. and Cheung, S.H. (2004c), 'Auxiliary domain method for solving nonlinear reliability problems', Proc. of the 9th ASCE Specialty Conf. on Probabilistic Mechanics and Structural Reliability (PMC2004), Albuquerque, New Mexico, USA
  11. Koutsourelakis, P.S., Pradlwarter, H.J. and Schueller, G.I. (2004), 'Reliability of structures in high dimensions, Part I: Algorithms and applications', Probabilistic Engineering Mechanics, 19, 409-417 https://doi.org/10.1016/j.probengmech.2004.05.001
  12. Koo, H. and Der Kiureghian, A. (2001), 'Design point excitation for stationary random vibrations', Proc. of the 8th Int. Conf. on Structural Safety and Reliability (ICOSSAR'01), Newport Beach, CA, USA, CD-ROM, 1722 June 200l
  13. Koo, H., Der Kiureghian, A. and Fujimura, K. (2005), 'Design-point excitation for non-linear random vibrations', Probabilistic Engineering Mechanics, 20(2), 136-147 https://doi.org/10.1016/j.probengmech.2005.04.001
  14. Liu, P. and Der-Kiureghian, A. (1986), 'Multivariate distribution models with prescribed marginal and covariances', Probabilistic Engineering Mechanics, 1(2), 105-112 https://doi.org/10.1016/0266-8920(86)90033-0
  15. Pradlwarter, H.J. and Schueller G.I. (1999), 'Assessment of low probability events of dynamical systems by controlled Monte Carlo simulation', Probabilistic Engineering Mechanics, 14, 213-227 https://doi.org/10.1016/S0266-8920(98)00009-5
  16. Proppe, C; Pradlwarter, H.J. and Schueller, G.I. (2003), 'Equivalent linearization and monte carlo simulations in stochastic dynamics', Probabilistic Engineering Mechanics, 18(1), 1-15 https://doi.org/10.1016/S0266-8920(02)00037-1
  17. Roberts, J.B. and Spanos, P.D. (1990), Random Vibration and Statistical Linearization, Wiley, New York
  18. Schueller, G.I., Pradlwarter, H.J. and Koutsourelakis, P.S. (2004), 'A critical appraisal of reliability estimation procedures for high dimensions', Probabilistic Engineering Mechanics, 19, 463-474 https://doi.org/10.1016/j.probengmech.2004.05.004

Cited by

  1. Uncertainty analysis of complex structural systems vol.80, pp.6‒7, 2009, https://doi.org/10.1002/nme.2549
  2. Reliability of deterministic non-linear systems subjected to stochastic dynamic excitation vol.85, pp.9, 2011, https://doi.org/10.1002/nme.3017
  3. Feasibility of FORM in finite element reliability analysis vol.32, pp.2, 2010, https://doi.org/10.1016/j.strusafe.2009.10.001
  4. The role of the design point for calculating failure probabilities in view of dimensionality and structural nonlinearities vol.32, pp.2, 2010, https://doi.org/10.1016/j.strusafe.2009.08.004
  5. Bayesian post-processor and other enhancements of Subset Simulation for estimating failure probabilities in high dimensions vol.92-93, 2012, https://doi.org/10.1016/j.compstruc.2011.10.017
  6. General network reliability problem and its efficient solution by Subset Simulation vol.40, 2015, https://doi.org/10.1016/j.probengmech.2015.02.002
  7. Uncertain linear systems in dynamics: Retrospective and recent developments by stochastic approaches vol.31, pp.11, 2009, https://doi.org/10.1016/j.engstruct.2009.07.005
  8. Evaluating small failure probabilities of multiple limit states by parallel subset simulation vol.25, pp.3, 2010, https://doi.org/10.1016/j.probengmech.2010.01.003
  9. Subset simulation for non-Gaussian dependent random variables given incomplete probability information vol.67, 2017, https://doi.org/10.1016/j.strusafe.2017.04.005
  10. On the evaluation of multiple failure probability curves in reliability analysis with multiple performance functions vol.167, 2017, https://doi.org/10.1016/j.ress.2017.07.010
  11. The Horseracing Simulation algorithm for evaluation of small failure probabilities vol.26, pp.2, 2011, https://doi.org/10.1016/j.probengmech.2010.11.004
  12. A survey on approaches for reliability-based optimization vol.42, pp.5, 2010, https://doi.org/10.1007/s00158-010-0518-6
  13. Transforming reliability limit-state constraints into deterministic limit-state constraints vol.30, pp.1, 2007, https://doi.org/10.1016/j.strusafe.2006.04.002
  14. Efficient Monte Carlo simulation procedures in structural uncertainty and reliability analysis - recent advances vol.32, pp.1, 2007, https://doi.org/10.12989/sem.2009.32.1.001