Stochastic simulation based reliability analysis with multiple performance objective functions

In this paper, a stochastic simulation approach is proposed to estimate small failure probabilities of multiple limit states. The proposed approach allows for the simultaneous consideration of multiple performance functions and the corresponding thresholds. The approach modifies the stochastic subs...

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Main Authors: Bansal, Sahil, Cheung, Sai Hung
Other Authors: School of Civil and Environmental Engineering
Format: Conference or Workshop Item
Language:English
Published: 2015
Subjects:
Online Access:https://hdl.handle.net/10356/103310
http://hdl.handle.net/10220/25556
http://civil.iitd.ac.in/sec2014/index.php?pageid=programme#proceedings
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Institution: Nanyang Technological University
Language: English
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spelling sg-ntu-dr.10356-1033102020-03-07T11:43:28Z Stochastic simulation based reliability analysis with multiple performance objective functions Bansal, Sahil Cheung, Sai Hung School of Civil and Environmental Engineering Structural Engineering Convention 2014 DRNTU::Engineering::Civil engineering In this paper, a stochastic simulation approach is proposed to estimate small failure probabilities of multiple limit states. The proposed approach allows for the simultaneous consideration of multiple performance functions and the corresponding thresholds. The approach modifies the stochastic subset simulation algorithm that can efficiently compute small failure probabilities. The proposed approach is robust with respect to the dimension of the failure probability integral, model complexity and nonlinearity. The effectiveness and efficiency of the proposed method are illustrated by a numerical example involving a structural dynamic system subjected to future earthquake excitations modeled as a stochastic process and the results are compared to those obtained using crude Monte Carlo simulation. 2015-05-15T05:58:58Z 2019-12-06T21:09:40Z 2015-05-15T05:58:58Z 2019-12-06T21:09:40Z 2015 2015 Conference Paper Bansal, S., & Cheung, S. H. (2015). Stochastic Simulation Based Reliability Analysis with Multiple Performance Objective Functions. Advances In Structural Engineering, 3, 2525-2531. https://hdl.handle.net/10356/103310 http://hdl.handle.net/10220/25556 10.1007/978-81-322-2187-6_194 http://civil.iitd.ac.in/sec2014/index.php?pageid=programme#proceedings en © 2015 Springer India.
institution Nanyang Technological University
building NTU Library
country Singapore
collection DR-NTU
language English
topic DRNTU::Engineering::Civil engineering
spellingShingle DRNTU::Engineering::Civil engineering
Bansal, Sahil
Cheung, Sai Hung
Stochastic simulation based reliability analysis with multiple performance objective functions
description In this paper, a stochastic simulation approach is proposed to estimate small failure probabilities of multiple limit states. The proposed approach allows for the simultaneous consideration of multiple performance functions and the corresponding thresholds. The approach modifies the stochastic subset simulation algorithm that can efficiently compute small failure probabilities. The proposed approach is robust with respect to the dimension of the failure probability integral, model complexity and nonlinearity. The effectiveness and efficiency of the proposed method are illustrated by a numerical example involving a structural dynamic system subjected to future earthquake excitations modeled as a stochastic process and the results are compared to those obtained using crude Monte Carlo simulation.
author2 School of Civil and Environmental Engineering
author_facet School of Civil and Environmental Engineering
Bansal, Sahil
Cheung, Sai Hung
format Conference or Workshop Item
author Bansal, Sahil
Cheung, Sai Hung
author_sort Bansal, Sahil
title Stochastic simulation based reliability analysis with multiple performance objective functions
title_short Stochastic simulation based reliability analysis with multiple performance objective functions
title_full Stochastic simulation based reliability analysis with multiple performance objective functions
title_fullStr Stochastic simulation based reliability analysis with multiple performance objective functions
title_full_unstemmed Stochastic simulation based reliability analysis with multiple performance objective functions
title_sort stochastic simulation based reliability analysis with multiple performance objective functions
publishDate 2015
url https://hdl.handle.net/10356/103310
http://hdl.handle.net/10220/25556
http://civil.iitd.ac.in/sec2014/index.php?pageid=programme#proceedings
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