Wedge simulation method for calculating the reliability of linear dynamical systems |
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Authors: | Lambros Katafygiotis Sai Hung Cheung |
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Affiliation: | Department of Civil Engineering, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong, China |
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Abstract: | In this paper the problem of calculating the probability of failure of linear dynamical systems subjected to random excitations is considered. The failure probability can be described as a union of failure events each of which is described by a linear limit state function. While the failure probability due to a union of non-interacting limit state functions can be evaluated without difficulty, the interaction among the limit state functions makes the calculation of the failure probability a difficult and challenging task. A novel robust reliability methodology, referred to as Wedge-Simulation-Method, is proposed to calculate the probability that the response of a linear system subjected to Gaussian random excitation exceeds specified target thresholds. A numerical example is given to demonstrate the efficiency of the proposed method which is found to be enormously more efficient than Monte Carlo Simulations. |
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Keywords: | Reliability Failure probability First excursion problem Simulation |
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