Monte carlo methods for estimating the extreme response of dynamical systems / Arvid Naess in Journal of engineering mechanics, Vol. 134 n°8 (Août 2008)  

Public ISBD [article]  inJournal of engineering mechanics > Vol. 134 n°8 (Août 2008) . - pp. 628-636 Titre : Monte carlo methods for estimating the extreme response of dynamical systems Type de document : texte imprimé Auteurs : Arvid Naess, Auteur ; O. Gaidai, Auteur Année de publication : 2008 Article en page(s) : pp. 628-636 Note générale : Mécanique appliquée Langues : Anglais (eng) Mots-clés : Monte Carlo method Nonlinear systems Estimation Résumé : The development of simple accurate, and efficient methods for estimation of the extreme response of dynamical systems subjected to random excitations is discussed in the present paper. The key quantity for calculating the statistical distribution of extreme response is the mean level upcrossing rate function. By exploiting the regularity of the tail behavior of this function, an efficient simulation based methodology for estimating the extreme response distribution function is developed. This makes it possible to avoid the commonly adopted assumption that the extreme value data follow an appropriate asymptotic extreme value distribution, which would be a Gumbel distribution for the models considered in this paper. It is demonstrated that the commonly quoted obstacle against using the standard Monte Carlo method for estimating extreme responses, i.e., excessive CPU time, can be circumvented, bringing the computational efforts down to quite acceptable levels. ISSN : 0733-9399 En ligne : http://cedb.asce.org/cgi/WWWdisplay.cgi?166077 [article] Monte carlo methods for estimating the extreme response of dynamical systems [texte imprimé] / Arvid Naess, Auteur ; O. Gaidai, Auteur . - 2008 . - pp. 628-636. Mécanique appliquée Langues : Anglais (eng) in Journal of engineering mechanics > Vol. 134 n°8 (Août 2008) . - pp. 628-636 Mots-clés : Monte Carlo method Nonlinear systems Estimation Résumé : The development of simple accurate, and efficient methods for estimation of the extreme response of dynamical systems subjected to random excitations is discussed in the present paper. The key quantity for calculating the statistical distribution of extreme response is the mean level upcrossing rate function. By exploiting the regularity of the tail behavior of this function, an efficient simulation based methodology for estimating the extreme response distribution function is developed. This makes it possible to avoid the commonly adopted assumption that the extreme value data follow an appropriate asymptotic extreme value distribution, which would be a Gumbel distribution for the models considered in this paper. It is demonstrated that the commonly quoted obstacle against using the standard Monte Carlo method for estimating extreme responses, i.e., excessive CPU time, can be circumvented, bringing the computational efforts down to quite acceptable levels. ISSN : 0733-9399 En ligne : http://cedb.asce.org/cgi/WWWdisplay.cgi?166077

Exemplaires

Code-barres	Cote	Support	Localisation	Section	Disponibilité
aucun exemplaire

Prediction of extreme response statistics of narrow-band random vibrations / Arvid Naess in Journal of engineering mechanics, Vol. 136 N° 3 (Mars 2010)  

Public ISBD [article]  inJournal of engineering mechanics > Vol. 136 N° 3 (Mars 2010) . - pp. 290-298 Titre : Prediction of extreme response statistics of narrow-band random vibrations Type de document : texte imprimé Auteurs : Arvid Naess, Auteur ; O. Gaidai, Auteur ; Batsevych, O., Auteur Article en page(s) : pp. 290-298 Note générale : Mécanique appliquée Langues : Anglais (eng) Mots-clés : Engineering mechanics Dynamics response Structural reliability Nonlinear analysis Random processes Predictions Statistics. Résumé : The paper focuses on the development of a general method for extreme response estimation of dynamical systems subjected to random excitations. One of the most important elements in structural safety is an assessment of the exceedance or failure probability. The frequently used Poisson assumption tends to overestimate the exceedance level if the response spectrum has narrow-banded features since the so-called clustering effects occur. The latter inaccuracy may be corrected by using an alternative approach studied in this paper, which enables accurate prediction of extremes irrespective of clustering effects. DEWEY : 620.1 ISSN : 0733-9399 En ligne : http://ascelibrary.aip.org/getabs/servlet/GetabsServlet?prog=normal&id=JENMDT000 [...] [article] Prediction of extreme response statistics of narrow-band random vibrations [texte imprimé] / Arvid Naess, Auteur ; O. Gaidai, Auteur ; Batsevych, O., Auteur . - pp. 290-298. Mécanique appliquée Langues : Anglais (eng) in Journal of engineering mechanics > Vol. 136 N° 3 (Mars 2010) . - pp. 290-298 Mots-clés : Engineering mechanics Dynamics response Structural reliability Nonlinear analysis Random processes Predictions Statistics. Résumé : The paper focuses on the development of a general method for extreme response estimation of dynamical systems subjected to random excitations. One of the most important elements in structural safety is an assessment of the exceedance or failure probability. The frequently used Poisson assumption tends to overestimate the exceedance level if the response spectrum has narrow-banded features since the so-called clustering effects occur. The latter inaccuracy may be corrected by using an alternative approach studied in this paper, which enables accurate prediction of extremes irrespective of clustering effects. DEWEY : 620.1 ISSN : 0733-9399 En ligne : http://ascelibrary.aip.org/getabs/servlet/GetabsServlet?prog=normal&id=JENMDT000 [...]

Exemplaires

Code-barres	Cote	Support	Localisation	Section	Disponibilité
aucun exemplaire