Cross-Entropy-Based Adaptive Importance Sampling for Time-dependent reliability analysis of deteriorating structures

Authors

David Y. Yang, Portland State UniversityFollow
J. G. Teng, The Hong Kong Polytechnic University
Dan M. Frangopol, Lehigh University

Published In

Structural Safety

Document Type

Citation

Publication Date

5-2017

Subjects

Monte Carlo simulation, System reliability

Abstract

Time-dependent reliability analysis of deteriorating structures is important in their performance evaluation and maintenance. Various definitions and methods have been used by researchers to predict the time-dependent reliability of structures. In the present study, these methods are first critically reviewed and examined. Among these methods, the stochastic-process-based method is theoretically the most rigorous but also computationally the most expensive. To facilitate the wide application of the stochastic-process-based method in complex problems, an efficient importance sampling method is then proposed in this paper. The proposed method includes a number of improvements formulated to enhance the efficiency and robustness of an existing method proposed by Kurtz and Song, leading to more efficient solutions of time-dependent reliability problems of structural systems with multiple important regions. The validity and efficiency of the new method is demonstrated through three numerical examples.

Rights

Copyright © 2017 Elsevier B.V. or its licensors or contributors.

Description

*At the time of publication, David Yang was affiliated with The Hong Kong Polytechnic University.

Locate the Document

https://doi.org/10.1016/j.strusafe.2016.12.006

DOI

10.1016/j.strusafe.2016.12.006

Persistent Identifier

https://archives.pdx.edu/ds/psu/34945

Citation Details

Yang, D. Y., Teng, J. G., & Frangopol, D. M. (2017). Cross-entropy-based adaptive importance sampling for time-dependent reliability analysis of deteriorating structures. Structural Safety, 66, 38-50.