000013116 001__ 13116
000013116 005__ 20161114160328.0
000013116 04107 $$aeng
000013116 046__ $$k2009-06-22
000013116 100__ $$aAu S., K.
000013116 24500 $$aImportance sampling using adapted process for hysteretic structures

000013116 24630 $$n2.$$pComputational Methods in Structural Dynamics and Earhquake Engineering
000013116 260__ $$bNational Technical University of Athens, 2009
000013116 506__ $$arestricted
000013116 520__ $$2eng$$aAn importance sampling method is presented for computing the first passage probability of elasto-plastic structures under stochastic excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an ‘adapted’ process whose future is determined based on information only up to the present. The adapted process is designed using stochastic control techniques. The resulting optimal control law is determined by a control potential that satisfies the Bellman’s equation, a nonlinear partial differential equation on the response state-space. Numerical results for a single-degree-of freedom elastoplastic structure shows that the proposed method leads to significant improvement in variance reduction over importance sampling using design points reported recently.

000013116 540__ $$aText je chráněný podle autorského zákona č. 121/2000 Sb.
000013116 653__ $$aadapted process, elasto-plastic; first passage problem, stochastic optimal control, reliability, stochastic dynamics. Abstract. An importance sampling method is presented for computing the first passage probability of elasto-plastic structures under stochastic excitations. The importance sampling distribution corresponds to shifting the mean of the excitation to an ‘adapted’ process whose future is determined based on information only up to the present. The adapted process is designed using stochastic control techniques. The resulting optimal control law is determined by a control potential that satisfies the Bellman’s equation, a nonlinear partial differential equation on the response state-space. Numerical results for a single-degree-of freedom elastoplastic structure shows that the proposed method leads to significant improvement in variance reduction over importance sampling using design points reported recently.

000013116 7112_ $$aCOMPDYN 2009 - 2nd International Thematic Conference$$cIsland of Rhodes (GR)$$d2009-06-22 / 2009-06-24$$gCOMPDYN2009
000013116 720__ $$aAu S., K.
000013116 8560_ $$ffischerc@itam.cas.cz
000013116 8564_ $$s167440$$uhttps://invenio.itam.cas.cz/record/13116/files/CD154.pdf$$yOriginal version of the author's contribution as presented on CD, section: The stochastic finite element method: recent advances - ii (MS).
000013116 962__ $$r13074
000013116 980__ $$aPAPER