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PODROUŽEK, J.
Originální název
Importance sampling strategy for oscillatory stochastic processes
Anglický název
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
Klíčová slova
Stochastic process, Critical excitation, Reliability analysis, Importance sampling, Image processing, Pattern recognition, Identification problem
Klíčová slova v angličtině
Autoři
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" }