Generalized F-discrepancy-based point selection strategy for dependent random variables in uncertainty quantification of nonlinear structures

被引:34
|
作者
Yang, Junyi [1 ,2 ]
Tao, Jinju [1 ,2 ]
Sudret, Bruno [3 ,4 ]
Chen, Jianbing [1 ,2 ]
机构
[1] Tongji Univ, State Key Lab Disaster Reduct Civil Engn, Shanghai 200092, Peoples R China
[2] Tongji Univ, Coll Civil Engn, Shanghai 200092, Peoples R China
[3] Swiss Fed Inst Technol, Chair Risk Safety & Uncertainty Quantificat, Zurich, Switzerland
[4] Swiss Fed Inst Technol, Risk Ctr, Zurich, Switzerland
基金
中国国家自然科学基金;
关键词
conditional iterative screening-rearrangement method; copula; dependent random variables; generalized F-discrepancy; probability density evolution method; RESPONSE ANALYSIS; RELIABILITY; DECOMPOSITION; MODEL;
D O I
10.1002/nme.6277
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
In the performance evaluation of structures under disastrous actions, for example, earthquakes, it is important to take into account the randomness of structural parameters. Generally, these random parameters are treated either as independent or perfectly dependent, but practically they are partly dependent. This article aims at developing a point selection strategy for uncertainty quantification of nonlinear structures involving probabilistically dependent random parameters characterized by copula function. For this purpose, the point selection strategy for structures involving independent basic variables is first revisited. As an improvement, a generalized F-discrepancy diminishing oriented iterative screening algorithm is proposed. Then, combining with the conditional sampling method, a conditional point set rearrangement method and a conditional iterative screening-rearrangement method are proposed for probabilistically dependent variables. These new point selection strategies are readily incorporated into the probability density evolution method for uncertainty quantification of nonlinear structures involving dependent random parameters, which is characterized by copula function. The proposed methods are illustrated by two examples including a shear frame with hysteretic restoring forces and a reinforced concrete frame structure with the damage constitutive model of concrete, where the material parameters are probabilistically dependent. The results demonstrate the effectiveness of the proposed method. Problems to be studied are discussed.
引用
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页码:1507 / 1529
页数:23
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