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Extreme value distribution and reliability of nonlinear stochastic structures

Chen Jianbing (陈建兵) and Li Jie (李 杰)

School of Civil Engineering, Tongji University, Shanghai 200092, China

Abstract: A new approach to evaluate the extreme value distribution (EVD) of the response and reliability of general multi-DOF nonlinear stochastic structures is proposed. The approach is based on the recently developed probability density evolution method, which enables the instantaneous probability density functions of the stochastic responses to be captured. In the proposed method, a virtual stochastic process is first constructed to satisfy the condition that the extreme value of the response equals the value of the constructed process at a certain instant of time. The probability density evolution method is then applied to evaluate the instantaneous probability density function of the response, yielding the EVD. The reliability is therefore available through a simple integration over the safe domain. A numerical algorithm is developed using the Number Theoretical Method to select the discretized representative points. Further, a hyper-ball is imposed to sieve the points from the preceding point set in the hypercube. In the numerical examples, the EVD of random variables is evaluated and compared with the analytical solution. A frame structure is analyzed to capture the EVD of the response and the dynamic reliability. The investigations indicate that the proposed approach provides reasonable accuracy and efficiency.

Keywords: extreme value distribution; reliability; nonlinear; probability density evolution method; number theoretical method

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Copyright 2009 IEM. Journal of Earthquake Engineering and Engineering Vibration. All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except as described below, without written permission from the Publisher. Copying of articles is not permitted except for personal and internal use, to the extent permitted by national copyright law, or under the terms of a license issued by the National Reproduction Rights Organization of China.