Publication detail

Importance sampling strategy for oscillatory stochastic processes

PODROUŽEK, J.

Original Title

Importance sampling strategy for oscillatory stochastic processes

English Title

Importance sampling strategy for oscillatory stochastic processes

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

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.

Keywords

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

Key words in English

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

Authors

PODROUŽEK, J.

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"
}