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PODROUŽEK, J.
Original Title
Importance sampling strategy for oscillatory stochastic processes
English Title
Type
conference paper
Language
Czech
Original Abstract
This paper contributes to the structural reliability problem by presenting a novel approach that enables for identification of stochastic oscillatory processes as a critical input for given mechanical models. Identification development follows a transparent image processing paradigm completely independent of state-of-the-art structural dynamics, aiming at delivering a simple and wide purpose method. Validation of the proposed importance sampling strategy is based on multi-scale cluster of realizations of digitally generated non-stationary stochastic processes. Good agreement with the reference pure Monte Carlo results indicates a significant potential in reducing the computational task of first passage probabilities estimation, an important feature in the field of e.g. probabilistic seismic design or risk assessment generally.
English abstract
Keywords
Stochastic process, Critical excitation, Reliability analysis, Importance sampling, Image processing, Pattern recognition, Identification problem
Key words in English
Authors
RIV year
2012
Released
13. 6. 2012
Publisher
Ing. Vladislav Pokorný - LITERA
Location
Brno, Česká republika
ISBN
978-80-214-4507-9
Book
REC 2012
Pages from
439
Pages to
448
Pages count
10
BibTex
@inproceedings{BUT98440, author="Jan {Podroužek}", title="Importance sampling strategy for oscillatory stochastic processes", booktitle="REC 2012", year="2012", pages="439--448", publisher="Ing. Vladislav Pokorný - LITERA", address="Brno, Česká republika", isbn="978-80-214-4507-9" }