Detail publikace

Importance sampling strategy for oscillatory stochastic processes

PODROUŽEK, J.

Originální název

Importance sampling strategy for oscillatory stochastic processes

Anglický název

Importance sampling strategy for oscillatory stochastic processes

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

čeština

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

Stochastic process, Critical excitation, Reliability analysis, Importance sampling, Image processing, Pattern recognition, Identification problem

Klíčová slova v angličtině

Stochastic process, Critical excitation, Reliability analysis, Importance sampling, Image processing, Pattern recognition, Identification problem

Autoři

PODROUŽEK, J.

Rok RIV

2012

Vydáno

13. 6. 2012

Nakladatel

Ing. Vladislav Pokorný - LITERA

Místo

Brno, Česká republika

ISBN

978-80-214-4507-9

Kniha

REC 2012

Strany od

439

Strany do

448

Strany počet

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"
}