Application of directional importance sampling for estimation of first excursion probabilities of linear structural systems subject to stochastic Gaussian loading

• Published in: Mechanical systems and signal processing Vol. 139; p. 106621
• Main Authors: Misraji, Mauricio A., Valdebenito, Marcos A., Jensen, Héctor A., Mayorga, C. Franco
• Format: Journal Article
• Language: English
• Published: Berlin Elsevier Ltd 01.05.2020; Elsevier BV
• Subjects: Computer simulation; Directional sampling; First excursion probability; Importance sampling; Linear structure; Linearity; Stochastic Gaussian loading; Structural models; Directional sampling; First excursion probability; Linear structure; Stochastic Gaussian loading; Importance sampling

•First excursion probability is estimated taking advantage of linearity.•Simulation is carried out by means of Directional Importance Sampling.•Small failure probabilities can be estimated with a reduced number of samples.•Simulation approach applicable to both small and large scale structural model...