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Showing papers in "Probabilistic Engineering Mechanics in 2005"


Journal ArticleDOI
TL;DR: In this article, a new response surface called ADAPRES is proposed, in which a weighted regression method is applied in place of normal regression, and the experimental points are also selected from the region where the design point is most likely to exist.

258 citations


Journal ArticleDOI
TL;DR: In this paper, the effect of random heterogeneity of soil properties on bearing capacity was examined and Monte Carlo simulation was used in combination with non-linear finite element analysis to determine the overall fragility curves.

224 citations


Journal ArticleDOI
TL;DR: An effective solution to this tail mismatch problem using a modified orthogonalization technique that reduces the degree of shuffling within columns containing empirical realizations of the K–L random variables is proposed.

211 citations


Journal ArticleDOI
H. Xu1, Sharif Rahman1
TL;DR: In this paper, a new class of computational methods, referred to as decomposition methods, has been developed for predicting failure probability of structural and mechanical systems subject to random loads, material properties, and geometry.

158 citations


Journal ArticleDOI
Jianbing Chen1, Jie Li1
TL;DR: In this paper, a new probability density evolution method is proposed for dynamic response analysis and reliability assessment of non-linear stochastic structures, where a completely uncoupled one-dimensional governing partial differential equation is derived first with regard to evolutionary probability density function (PDF) of the structural responses, and then numerically solved by the finite difference method with total variation diminishing scheme.

144 citations


Journal ArticleDOI
TL;DR: In this article, it was shown that the design-point excitation is identical to the excitation that generates the mirror image of the free-vibration response when the oscillator is released from a target threshold.

104 citations


Journal ArticleDOI
TL;DR: A hybrid Subset Simulation approach is proposed for reliability estimation for general dynamical systems subject to stochastic excitation and the results show that the new method is robust to the choice of proposal distribution for the MCMC algorithm and to the intermediate failure events selected for Subset simulation.

94 citations


Journal ArticleDOI
TL;DR: In this paper, the authors proposed a method to assess the cycle distribution and the fatigue damage in stationary broad-band non-Gaussian processes; the method is a further development of an existing procedure proposed for Gaussian processes.

70 citations


Journal ArticleDOI
TL;DR: In this article, a procedure called Most Probable Point System Simulation (MPPSS) is presented for obtaining the reliability of series, parallel, and mixed systems, which is more accurate than current analytically-based bounding methods.

70 citations


Journal ArticleDOI
TL;DR: A model for simulation of non-stationary, non-Gaussian processes based on non-linear translation of Gaussian random vectors is presented, a generalization of traditional translation processes that includes the capability of simulating samples with spatially or temporally varying marginal probability density functions.

47 citations


Journal ArticleDOI
TL;DR: In this article, the authors present a simulation technique for reliability analysis of linear dynamical systems based on simple additive rules of probability (in contrast to other probabilistic approaches such as importance sampling).

Journal ArticleDOI
TL;DR: In this article, the kriging method is used to find the response predictions and the corresponding mean-square errors at unmeasured locations and a hybrid optimization method based on evolution strategies was used to determine a global minimum, which is illustrated by designing the optimal sensor locations for an elastic beam and a plate subjected to a class of random stationary loads.

Journal ArticleDOI
TL;DR: In this article, the Laplace transform of the first passage time for a filtered Poisson process generated by pulses with uniform or exponential distributions is found. But the distribution of the distribution is not known.

Journal ArticleDOI
TL;DR: In this paper, a generalization for non-Gaussian random variables of the well-known Kazakov relationship is reported for stochastic linearization of non-linear systems under nonGaussian excitations, which allows us to define the significance of the linearized stiffness coefficient.

Journal ArticleDOI
Weiqiu Zhu1, Y.J. Wu1
TL;DR: In this article, a stochastic averaging method for controlled strongly nonlinear oscillators under combined harmonic and white noise excitations using generalized harmonic functions is introduced, and the dynamical programming equation for the control problem of minimizing response of the systems is formulated from the partially completed averaged It o equations by using the Dynamical Programming principle.

Journal ArticleDOI
TL;DR: The development and the implementation in the time and in the frequency domain of digital filters based on the proper orthogonal decomposition (POD) are described and two different approximated approaches are discussed and verified through numerical examples.

Journal ArticleDOI
TL;DR: In this article, the spectral properties of the loading process of stationary Gaussian narrowband and broadband processes are investigated, and an advanced formulation of the cycle counting procedure is developed, obtaining a new closed form solution of the cycles histogram which better approximate the Rainflow Counting results.

Journal ArticleDOI
TL;DR: In this paper, the concept of barrier failure dominance (BFD) is introduced to characterize those problems where an out-crossing or overload failure is more likely to be caused by a very small realization of the barrier (resistance) than by an exceptionally large realization of load process.

Journal ArticleDOI
TL;DR: In this paper, the stochastic response of linear and non-linear systems to external α-stable Levy white noises is investigated, and a differential equation in the characteristic function (CF) of the response has been recently derived for scalar systems only, within the theory of the so-called fractional Einstein-Smoluchowsky equations (FESEs).

Journal ArticleDOI
TL;DR: In this paper, a formulation for stochastic analysis is given in the context of the weighted integral method for Mindlin plate with uncertainties in elastic modulus and plate thickness, and the effects of correlation between these parameters on the structural behavior are examined.

Journal ArticleDOI
TL;DR: A model for non-Gaussian random vectors is presented that relies on a modification of the standard translation transformation, which has previously been used to model stationary non- Gaussian processes and non-Georgian random vectors with identically distributed components.

Journal ArticleDOI
TL;DR: In this paper, a simple and reliable method for the probabilistic characterization of the linear elastic response of cracked structures with uncertain damage is presented, in particular, truss and frame structures with edge cracks of uncertain depth and location.

Journal ArticleDOI
TL;DR: In this paper, the necessary and sufficient conditions for the occurrence of two successive wave crests of large heights in a gaussian sea are given, following the theory of quasi-determinism of Boccotti.

Journal ArticleDOI
TL;DR: In this paper, a stationary Gaussian white noise excited plane multistory shear frame with a large number of rigid traverses is modeled as a linearly damped oscillator.

Journal ArticleDOI
TL;DR: The problem of reliability based design of structures subjected to partially specified random earthquake loads is considered and a procedure for the determination of structure-excitation pair that maximizes a specified response variable and achieves a target reliability is outlined.

Journal ArticleDOI
TL;DR: In this article, a linear dynamical system under random trains of impulses driven by a class of non-Erlang renewal processes is considered, where the renewal events are selected from an Erlang renewal process.

Journal ArticleDOI
TL;DR: In this paper, the inverse and shifted inverse iteration methods were used to solve the stochastic stability analysis for the lowest eigenpair (the smallest buckling load and corresponding buckled shape).

Journal ArticleDOI
TL;DR: In this paper, the backward-type Kolmogorov equation (backward method) was proposed as an alternative to the forward method to determine the probability (P) of a trace particle reaching a given region within a time τ, which is of interest in groundwater contamination investigation.

Journal ArticleDOI
TL;DR: In this article, a coating possessing orthogonal preferential crack propagation directions is modeled for equibiaxial tensile loading and two plausible cracking scenarios are compared, caused by flaws randomly distributed over the area of the coating or along the coating fragment edges.

Journal ArticleDOI
TL;DR: In this article, the authors report on the statistical interpretation of seismic diffraction measurements of boulder locations in a corridor along the planned tunnel line for the later realized bored tunnel through the till deposits under the East Channel of the Great Belt in Denmark.