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Importance Sampling in the Evaluation and Optimization of Buffered Failure Probability

机译:缓冲失效概率评估和优化中的重要抽样

摘要

Engineering design is a process in which a system’s parameters are selected such that the system meets certain criteria. These criteria vary in nature and may involve such matters as structural strength, implementation cost, architectural considerations, etc. When random variables are part of a system model, an added criterion is usually the failure probability. In this paper, we examine the buffered failure probability as an attractive alternative to the failure probability in design optimization problems. The buffered failure probability is more conservative and possesses properties that make it more convenient to compute and optimize. Since a failure event usually occurs with small probability in structural systems, Monte-Carlo sampling methods require large sample sizes for high accuracy estimates of failure and buffered failure probabilities. We examine importance sampling techniques for efficient evaluation of buffered failure probabilities, and illustrate their use in structural design of two multi-story frames subject to ground motion. We formulate a problem of design optimization as a cost minimization problem subject to buffered failure probability constraints. The problem is solved using importance sampling and a nonlinear optimization algorithm.
机译:工程设计是一个过程,在该过程中,选择系统的参数以使系统满足某些条件。这些标准的性质各不相同,可能涉及诸如结构强度,实施成本,体系结构方面的考虑等问题。当随机变量是系统模型的一部分时,通常会增加故障概率。在本文中,我们研究了缓冲失效概率,作为设计优化问题中失效概率的一种有吸引力的替代方法。缓冲的故障概率更为保守,并且具有使计算和优化更加方便的属性。由于故障事件通常在结构系统中发生的可能性很小,因此蒙特卡洛采样方法需要大样本量才能对故障和缓冲的故障概率进行高精度估计。我们研究了重要采样技术,以有效评估缓冲失效概率,并说明了它们在受地震动影响的两个多层框架的结构设计中的使用。我们将设计优化问题表达为受缓冲故障概率约束的成本最小化问题。使用重要性采样和非线性优化算法可以解决该问题。

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