• Structural Engineering and Mechanics
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• v.32 no.1
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• pp.55-69
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• 2009

A quasi ideal importance sampling simulation method combined in the conditional expectation is proposed for the structural reliability estimation. The quasi ideal importance sampling joint probability density function (p.d.f.) is so composed on the basis of the ideal importance sampling concept as to be proportional to the conditional failure probability multiplied by the p.d.f. of the sampling variables. The respective marginal p.d.f.s of the ideal importance sampling joint p.d.f. are determined numerically by the simulations and partly by the piecewise integrations. The quasi ideal importance sampling simulations combined in the conditional expectation are executed to estimate the failure probabilities of structures with multiple failure surfaces and it is shown that the proposed method gives accurate estimations efficiently.

• Structural Engineering and Mechanics
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• v.38 no.1
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• pp.125-140
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• 2011

This study presents an innovative method to estimate the reliability sensitivity based on the low-discrepancy sampling which is a new technique for structural reliability analysis. Two advantages are contributed to the method: one is that, by developing a general importance sampling procedure for reliability sensitivity analysis, the partial derivative of the failure probability with respect to the distribution parameter can be directly obtained with typically insignificant additional computations on the basis of structural reliability analysis; and the other is that, by combining various low-discrepancy sequences with the above importance sampling procedure, the proposed method is far more efficient than that based on the classical Monte Carlo method in estimating reliability sensitivity, especially for problems of small failure probability or problems that require a large number of costly finite element analyses. Examples involving both numerical and structural problems illustrate the application and effectiveness of the method developed, which indicate that the proposed method can provide accurate and computationally efficient estimates of reliability sensitivity.

• Journal of the Korean Society of Safety
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• v.31 no.4
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• pp.90-96
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• 2016

This study proposes a dynamic reliability analysis of control system as a method of quantitative evaluation of its performance in probabilistic terms. In this dynamic reliability analysis, the failure event is defined as an event that the dynamic response of the structural system exceeds a displacement limit, whereas the conventional reliability analysis method has limitations that do not properly assess the actual time history response of the structure subjected to dynamic loads, such as earthquakes and high winds, by taking the static response into account in the failure event. In this first paper, we discuss the control effect of the viscous damper on the seismic performance of the member-level failure where the failure event of the structural member consists of the union set of time-sequential member failures during the earthquake excitations and the failure probability of the earthquake-excited structural member is computed using system reliability approach to consider the statistical dependence of member failures between the subsequent time points. Numerical results demonstrate that the proposed approach can present a reliable assessment of the control performance of the viscous damper system in comparison with MCS method. The most important advantage of the proposed approach can provide us more accurate estimate of failure probability of the structural control system by using the actual time-history responses obtained by dynamic response analysis.

• Structural Engineering and Mechanics
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• v.49 no.1
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• pp.111-128
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• 2014

The stochastic response surface method (SRSM) and the response surface method (RSM) are often used for structural reliability analysis, especially for reliability problems with implicit performance functions. This paper aims to compare these two methods in terms of fitting the performance function, accuracy and efficiency in estimating probability of failure as well as statistical moments of system output response. The computational procedures of two response surface methods are briefly introduced first. Then their capabilities are demonstrated and compared in detail through two examples. The results indicate that the probability of failure mainly reflects the accuracy of the response surface function (RSF) fitting the performance function in the vicinity of the design point, while the statistical moments of system output response reflect the accuracy of the RSF fitting the performance function in the entire space. In addition, the performance function can be well fitted by the SRSM with an optimal order polynomial chaos expansion both in the entire physical and in the independent standard normal spaces. However, it can be only well fitted by the RSM in the vicinity of the design point. For reliability problems involving random variables with approximate normal distributions, such as normal, lognormal, and Gumbel Max distributions, both the probability of failure and statistical moments of system output response can be accurately estimated by the SRSM, whereas the RSM can only produce the probability of failure with a reasonable accuracy.

• Structural Engineering and Mechanics
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• v.29 no.2
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• pp.187-201
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• 2008

Earthquake induced hysteretic energy demand for a structure can be used as a limiting value of a certain performance level in seismic design of structures. In cases where it is larger than the hysteretic energy dissipation capacity of the structure, failure will occur. To be able to select the limiting value of hysteretic energy for a particular earthquake hazard level, it is required to define the variation of hysteretic energy in terms of probabilistic terms. This study focuses on the probabilistic evaluation of earthquake induced worst failure probability and approximate confidence intervals for inelastic single-degree-of-freedom (SDOF) systems with a typical steel moment connection based on hysteretic energy. For this purpose, hysteretic energy demand is predicted for a set of SDOF systems subject to an ensemble of moderate and severe EQGMs, while the hysteretic energy dissipation capacity is evaluated through the previously published cyclic test data on full-scale steel beam-to-column connections. The failure probability corresponding to the worst possible case is determined based on the hysteretic energy demand and dissipation capacity. The results show that as the capacity to demand ratio increases, the failure probability decreases dramatically. If this ratio is too small, then the failure is inevitable.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1998.04a
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• pp.157-164
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• 1998

An elasto-plastic stochastic finite element method is developed to evaluate the probability of failure of the underground structure. The Mohr-Coulomb failure criteria is adopted for yield condition. The material properties such as the elastic modulus and the cohesion are assumed to be statistically independent random variables which are modeled as spatial stochastic fields. The displacements around the excavated area and the probability of the failure are examined by varying the coefficient of variance for each variables. It is found that the developed procedure can provide the proper probabilistic information about the failure of the underground structure

• Architectural research
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• v.3 no.1
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• pp.71-80
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• 2001

It is quite difficult to calculate the collapse probability of a system such as statically indeterminate structure that has many possible modes or paths to complete failure and the problem has remained essentially unsolved. A structure is synthesized by several components or elements and its capacity to resist the given loads is a function of the capacity of the individual element. Thus it is reasonable to assess the probability of failure of the system based upon those of its elements. This paper proposes an efficient technique to directly assess the reliability of a complex structural system from the reliabilities of its components or elements. The theory for the calculation of the probability of a structural system is presented. The target requirements of the method and the fundamental assumptions governing the method are clearly stated. A portal frame and two trusses are selected to demonstrate the efficiency of the method by comparing the results obtained from the proposed method to those from the existing methods in the literature.

• Structural Engineering and Mechanics
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• v.38 no.5
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• pp.651-674
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• 2011

This paper presents a novel method for predicting the failure probability of structural or mechanical systems subjected to random loads and material properties involving multiple design points. The method involves Multicut High Dimensional Model Representation (Multicut-HDMR) technique in conjunction with moving least squares to approximate the original implicit limit state/performance function with an explicit function. Depending on the order chosen sometimes truncated Cut-HDMR expansion is unable to approximate the original implicit limit state/performance function when multiple design points exist on the limit state/performance function or when the problem domain is large. Multicut-HDMR addresses this problem by using multiple reference points to improve accuracy of the approximate limit state/performance function. Numerical examples show the accuracy and efficiency of the proposed approach in estimating the failure probability.

• Structural Engineering and Mechanics
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• v.71 no.4
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• pp.329-339
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• 2019

Assessment of failure probability, especially for a complex structure, requires a considerable number of calls to the numerical model. Reliability methods have been developed to decrease the computational time. In this approach, the original numerical model is replaced by a surrogate model which is usually explicit and much faster to evaluate. The current paper proposed an efficient reliability method based on Monte Carlo simulation (MCS) and multi-gene genetic programming (MGGP) as a robust variant of genetic programming (GP). GP has been applied in different fields; however, its application to structural reliability has not been tested. The current study investigated the performance of MGGP as a surrogate model in structural reliability problems and compares it with other surrogate models. An adaptive Metropolis algorithm is utilized to obtain the training data with which to build the MGGP model. The failure probability is estimated by combining MCS and MGGP. The efficiency and accuracy of the proposed method were investigated with the help of five numerical examples.

• Journal of the Korean Society of Safety
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• v.31 no.5
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• pp.95-101
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• 2016

This study proposes a multi-scale dynamic system reliability analysis of control system as a method of quantitative evaluation of its performance in probabilistic terms. In this second paper, we discuss the control effect of the viscous damper on the seismic performance of the structure-level failure. Since the failure of one structural member does not necessarily cause the collapse of the structural system, we need to consider a set of failure scenarios of the structural system and compute the sum of the failure probabilities of the failure scenarios where the statistical dependence between the failure scenarios should be taken into account. Therefore, this computation requires additional system reliability analysis. As a result, the proposed approach takes a hierarchial framework where the failure probability of a structural member is computed using a lower-scale system reliability with the union set of time-sequential member failures and their statistical dependence, and the failure probability of the structural system is again computed using a higher-scale system reliability with the member failure probabilities obtained by the lower-scale system reliability and their statistical dependence. Numerical results demonstrate that the proposed approach can provide an accurate and stable reliability assessment of the control performance of the viscous damper system on the system failure. Also, the parametric study of damper capacity on the seismic performance has been performed to demonstrate the applicability of the proposed approach through the probabilistic assessment of the seismic performance improvement of the damper system.