163 research outputs found

    Analytical reliability calculation of linear dynamical systems in higher dimensions

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    The recent application of reliability analysis to controller synthesis has created the need for a computationally efficient method for the estimation of the first excursion probabilities for linear dynamical systems in higher dimensions. Simulation methods cannot provide an adequate solution to this specific application, which involves numerical optimization of the system reliability with respect to the controller parameters, because the total computational time needed is still prohibitive. Instead, an analytical approach is presented in this paper. The problem reduces to the calculation of the conditional upcrossing rate at each surface of the failure boundary. The correlation between upcrossings of the failure surface for the different failure events may be addressed by the introduction of a multi-dimensional integral. An efficient algorithm is adopted for the numerical calculation of this integral. Also, the problem of approximation of the conditional upcrossing rate is discussed. For the latter there is no known theoretical solution. Three of the semi-empirical corrections that have been proposed previously for scalar processes are compared and it is shown that the correction should be based on the bandwidth characteristics of the system. Finally, examples that verify the validity of the analytical approximations for systems in higher dimensions are discussed

    Stochastic System Design and Applications to Stochastically Robust Structural Control

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    The knowledge about a planned system in engineering design applications is never complete. Often, a probabilistic quantification of the uncertainty arising from this missing information is warranted in order to efficiently incorporate our partial knowledge about the system and its environment into their respective models. In this framework, the design objective is typically related to the expected value of a system performance measure, such as reliability or expected life-cycle cost. This system design process is called stochastic system design and the associated design optimization problem stochastic optimization. In this thesis general stochastic system design problems are discussed. Application of this design approach to the specific field of structural control is considered for developing a robust-to-uncertainties nonlinear controller synthesis methodology. Initially problems that involve relatively simple models are discussed. Analytical approximations, motivated by the simplicity of the models adopted, are discussed for evaluating the system performance and efficiently performing the stochastic optimization. Special focus is given in this setting on the design of control laws for linear structural systems with probabilistic model uncertainty, under stationary stochastic excitation. The analysis then shifts to complex systems, involving nonlinear models with high-dimensional uncertainties. To address this complexity in the model description stochastic simulation is suggested for evaluating the performance objectives. This simulation-based approach addresses adequately all important characteristics of the system but makes the associated design optimization challenging. A novel algorithm, called Stochastic Subset Optimization (SSO), is developed for efficiently exploring the sensitivity of the objective function to the design variables and iteratively identifying a subset of the original design space that has v i high plausibility of containing the optimal design variables. An efficient two-stage framework for the stochastic optimization is then discussed combining SSO with some other stochastic search algorithm. Topics related to the combination of the two different stages for overall enhanced efficiency of the optimization process are discussed. Applications to general structural design problems as well as structural control problems are finally considered. The design objectives in these problems are the reliability of the system and the life-cycle cost. For the latter case, instead of approximating the damages from future earthquakes in terms of the reliability of the structure, as typically performed in past research efforts, an accurate methodology is presented for estimating this cost; this methodology uses the nonlinear response of the structure under a given excitation to estimate the damages in a detailed, component level

    Validation of hazard-compatible stochastic ground motion model modification techniques

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    An important consideration for the adoption of stochastic ground motion models in performance-based earthquake engineering applications is that the probability distribution of target intensity measures from the developed suites of time-histories is compatible with the prescribed hazard at the site and structure of interest. The authors have recently developed a computationally efficient framework to modify existing stochastic ground motion models to facilitate such a compatibility. For a given seismicity scenario, the framework identifies the modified stochastic ground motion model that can sufficiently match the prescribed hazard while maintaining similarity to regional physical ground motion model characteristics. This paper extends this effort through a validation study. Suites of recorded and stochastic ground motions, whose spectral acceleration statistics match the mean and variance of target spectra within a period range of interest, are utilized as input to perform response history analysis of inelastic single-degree-of-freedom case-study systems. The resultant engineering demand parameters distributions are then compared to assess the effect of the proposed modification

    Modification of stochastic ground motion models for matching target intensity measures

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    Stochastic ground motion models produce synthetic time‐histories by modulating a white noise sequence through functions that address spectral and temporal properties of the excitation. The resultant ground motions can be then used in simulation‐based seismic risk assessment applications. This is established by relating the parameters of the aforementioned functions to earthquake and site characteristics through predictive relationships. An important concern related to the use of these models is the fact that through current approaches in selecting these predictive relationships, compatibility to the seismic hazard is not guaranteed. This work offers a computationally efficient framework for the modification of stochastic ground motion models to match target intensity measures (IMs) for a specific site and structure of interest. This is set as an optimization problem with a dual objective. The first objective minimizes the discrepancy between the target IMs and the predictions established through the stochastic ground motion model for a chosen earthquake scenario. The second objective constraints the deviation from the model characteristics suggested by existing predictive relationships, guaranteeing that the resultant ground motions not only match the target IMs but are also compatible with regional trends. A framework leveraging kriging surrogate modeling is formulated for performing the resultant multi‐objective optimization, and different computational aspects related to this optimization are discussed in detail. The illustrative implementation shows that the proposed framework can provide ground motions with high compatibility to target IMs with small only deviation from existing predictive relationships and discusses approaches for selecting a final compromise between these two competing objectives

    Hazard-compatible modification of stochastic ground motion models

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    A computationally efficient framework is presented for modification of stochastic ground motion models to establish compatibility with the seismic hazard for specific seismicity scenarios and a given structure/site. The modification pertains to the probabilistic predictive models that relate the parameters of the ground motion model to seismicity/site characteristics. These predictive models are defined through a mean prediction and an associated variance, and both these properties are modified in the proposed framework. For a given seismicity scenario, defined for example by the moment magnitude and source-to-site distance, the conditional hazard is described through the mean and the dispersion of some structure-specific intensity measure(s). Therefore, for both the predictive models and the seismic hazard, a probabilistic description is considered, extending previous work of the authors that had examined description only through mean value characteristics. The proposed modification is defined as a bi-objective optimization. The first objective corresponds to comparison for a chosen seismicity scenario between the target hazard and the predictions established through the stochastic ground motion model. The second objective corresponds to comparison of the modified predictive relationships to the pre-existing ones that were developed considering regional data, and guarantees that the resultant ground motions will have features compatible with observed trends. The relative entropy is adopted to quantify both objectives, and a computational framework relying on kriging surrogate modeling is established for an efficient optimization. Computational discussions focus on the estimation of the various statistics of the stochastic ground motion model output needed for the entropy calculation
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