On the use of Directional Importance Sampling for reliability-based design and optimum design sensitivity of linear stochastic structures
This contribution focuses on reliability-based design and optimum design sensitivity of linear dynamical structural systems subject to Gaussian excitation. Directional Importance Sampling (DIS) is implemented for reliability assessment, which allows to obtain first-order derivatives of the failure p...
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| Published in | Probabilistic engineering mechanics Vol. 70; p. 103368 |
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| Main Authors | , , , , , |
| Format | Journal Article |
| Language | English |
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Elsevier Ltd
01.10.2022
Elsevier Science Ltd |
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| Online Access | Get full text |
| ISSN | 0266-8920 1878-4275 |
| DOI | 10.1016/j.probengmech.2022.103368 |
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| Abstract | This contribution focuses on reliability-based design and optimum design sensitivity of linear dynamical structural systems subject to Gaussian excitation. Directional Importance Sampling (DIS) is implemented for reliability assessment, which allows to obtain first-order derivatives of the failure probabilities as a byproduct of the sampling process. Thus, gradient-based solution schemes can be adopted by virtue of this feature. In particular, a class of feasible-direction interior point algorithms are implemented to obtain optimum designs, while a direction-finding approach is considered to obtain optimum design sensitivity measures as a post-processing step of the optimization results. To show the usefulness of the approach, an example involving a building structure is studied. Overall, the reliability sensitivity analysis framework enabled by DIS provides a potentially useful tool to address a practical class of design optimization problems.
•Reliability-based design of linear structures under Gaussian excitation is addressed.•Directional Importance Sampling is used for reliability and sensitivity assessment.•A first-order scheme for optimization is implemented.•Optimum design sensitivities are obtained as a byproduct of the optimization results. |
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| AbstractList | This contribution focuses on reliability-based design and optimum design sensitivity of linear dynamical structural systems subject to Gaussian excitation. Directional Importance Sampling (DIS) is implemented for reliability assessment, which allows to obtain first-order derivatives of the failure probabilities as a byproduct of the sampling process. Thus, gradient-based solution schemes can be adopted by virtue of this feature. In particular, a class of feasible-direction interior point algorithms are implemented to obtain optimum designs, while a direction-finding approach is considered to obtain optimum design sensitivity measures as a post-processing step of the optimization results. To show the usefulness of the approach, an example involving a building structure is studied. Overall, the reliability sensitivity analysis framework enabled by DIS provides a potentially useful tool to address a practical class of design optimization problems. This contribution focuses on reliability-based design and optimum design sensitivity of linear dynamical structural systems subject to Gaussian excitation. Directional Importance Sampling (DIS) is implemented for reliability assessment, which allows to obtain first-order derivatives of the failure probabilities as a byproduct of the sampling process. Thus, gradient-based solution schemes can be adopted by virtue of this feature. In particular, a class of feasible-direction interior point algorithms are implemented to obtain optimum designs, while a direction-finding approach is considered to obtain optimum design sensitivity measures as a post-processing step of the optimization results. To show the usefulness of the approach, an example involving a building structure is studied. Overall, the reliability sensitivity analysis framework enabled by DIS provides a potentially useful tool to address a practical class of design optimization problems. •Reliability-based design of linear structures under Gaussian excitation is addressed.•Directional Importance Sampling is used for reliability and sensitivity assessment.•A first-order scheme for optimization is implemented.•Optimum design sensitivities are obtained as a byproduct of the optimization results. |
| ArticleNumber | 103368 |
| Author | Jerez, Danko J. Mayorga, Franco Misraji, Mauricio A. Jensen, Héctor A. Beer, Michael Valdebenito, Marcos A. |
| Author_xml | – sequence: 1 givenname: Danko J. orcidid: 0000-0003-2496-945X surname: Jerez fullname: Jerez, Danko J. email: danko.jerez@irz.uni-hannover.de organization: Institute for Risk and Reliability, Leibniz Universität Hannover, Callinstr. 34, 30167 Hannover, Germany – sequence: 2 givenname: Héctor A. surname: Jensen fullname: Jensen, Héctor A. organization: Departamento de Obras Civiles, Universidad Técnica Federico Santa María, Avda. España 1680, Valparaíso 2390123, Chile – sequence: 3 givenname: Marcos A. surname: Valdebenito fullname: Valdebenito, Marcos A. organization: Faculty of Engineering and Sciences, Universidad Adolfo Ibáñez, Av. Padre Hurtado 750, Viña del Mar 2562340, Chile – sequence: 4 givenname: Mauricio A. surname: Misraji fullname: Misraji, Mauricio A. organization: Consulting Engineer, Valparaíso, Chile – sequence: 5 givenname: Franco surname: Mayorga fullname: Mayorga, Franco organization: Department of Structural Engineering, University of California San Diego, Gilman Drive 9500, La Jolla 92093, CA, United States – sequence: 6 givenname: Michael surname: Beer fullname: Beer, Michael organization: Institute for Risk and Reliability, Leibniz Universität Hannover, Callinstr. 34, 30167 Hannover, Germany |
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| Keywords | Structural design Linear structures First excursion probability Directional Importance Sampling Gaussian loading Interior point algorithm Optimum design sensitivity |
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| SubjectTerms | Algorithms Design Design optimization Directional Importance Sampling First excursion probability Gaussian loading Importance sampling Interior point algorithm Linear structures Optimization Optimum design sensitivity Reliability Reliability analysis Sensitivity analysis Structural design |
| Title | On the use of Directional Importance Sampling for reliability-based design and optimum design sensitivity of linear stochastic structures |
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