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Time Variant Reliability Analysis of Nonlinear Structural Dynamical Systems using combined Monte Carlo Simulations and Asymptotic Extreme Value Theory

Radhika, B and Panda, SS and Manohar, CS (2008) Time Variant Reliability Analysis of Nonlinear Structural Dynamical Systems using combined Monte Carlo Simulations and Asymptotic Extreme Value Theory. In: CMES: Computer Modeling in Engineering & Sciences .

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Abstract

Reliability of nonlinear vibrating systems under stochastic excitations is investigated using a two-stage Monte Carlo simulation strategy. For systems with white noise excitation, the governing equations of motion are interpreted as a set of Ito stochastic differential equations. It is assumed that the probability distribution of the maximum in the steady state response belongs to the basin of attraction of one of the classical asymptotic extreme value distributions. The first stage of the solution strategy consists of selection of the form of the extreme value distribution based on hypothesis tests, and the next stage involves the estimation of parameters of the relevant extreme value distribution. Both these stages are implemented using data from limited Monte Carlo simulations of the system response. The proposed procedure is illustrated with examples of linear/nonlinear systems with single/multiple degrees of freedom, driven by random excitations. The predictions from the proposed method are compared with the results from large-scale Monte Carlo simulations, and also with the classical analytical results, when available, from the theory of out-crossing statistics. Applications of the proposed method for large-scale problems and for vibration data obtained from field/laboratory conditions, are also discussed.

Item Type: Journal Article
Additional Information: Coyright of this article belongs to Tech Science Press.
Department/Centre: Division of Mechanical Sciences > Civil Engineering
Date Deposited: 18 Jul 2008
Last Modified: 27 Aug 2008 13:36
URI: http://eprints.iisc.ernet.in/id/eprint/15086

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