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2004 Fiscal Year Final Research Report Summary

Structural System Reliability Analysis for Performance Based Design

Research Project

Project/Area Number 14550485
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 構造工学・地震工学
Research InstitutionMusashi Institute of Technology

Principal Investigator

MARUYAMA Osamu  Musashi Institute of Technology, Faculty of Engineering, Assistant Professor, 工学部, 助教授 (50209699)

Co-Investigator(Kenkyū-buntansha) HOSHIYA Masaru  Musashi Institute of Technology, Faculty of Engineering, Professor, 工学部, 教授 (30061518)
Project Period (FY) 2002 – 2004
Keywordsfirst excursion probability / first passage probability / Kalman Filter / Monte Carlo Simulation / performance based design
Research Abstract

In random vibration, probability of an event that system performance function becomes negative during the time duration is a means to discuss the system safety. This probability is well known as first excursion probability. Since nonlinear stochastic structural dynamics is of significant importance for reliability evaluation of earthquake, wind and ocean wave engineering problems, the development of procedures to predict structural responses has received considerable attention by engineers and consequently there are many methods proposed up to date, or being under development so far.
This research also proposes a method to evaluate the first excursion probability for nonlinear systems. The proposed methods are class of variance reduction techniques for Monte Carlo simulation, which is the importance sampling technique utilizing the measure transformation method and pseudo linearization techniques. To attain the purpose, an importance sampling function is obtained by online data processing based on the stochastic terminal state control theory with the help of numerically simulated response data. The efficiency of the proposed method is demonstrated by numerical examples of non-linear restoring force systems under the external white noise excitation.

  • Research Products

    (10 results)

All 2004

All Journal Article (10 results)

  • [Journal Article] 重要サンプリング手法による動的非線形系の初期通過確率算定2004

    • Author(s)
      丸山收, 星谷勝
    • Journal Title

      土木学会論文集 766/I-68

      Pages: 165-174

    • Description
      「研究成果報告書概要(和文)」より
  • [Journal Article] Estimation of First Excursion Probability of Nonlinear Dynamic Systems by Importance Sampling Technique2004

    • Author(s)
      Maruyama, O., Hoshiya, M.
    • Journal Title

      9^<th> ASCE Specialty Conf.on Probabilistic Mechanics and Structural Reliability (CD-R)

    • Description
      「研究成果報告書概要(和文)」より
  • [Journal Article] Probability Study for a High Capacity Micro Pile Horizontal Bearing Mechanism2004

    • Author(s)
      Maruyama, O., Hoshiya, M., Otani, Y.
    • Journal Title

      International Workshop on Micro Pile 2004 (Pringing)

    • Description
      「研究成果報告書概要(和文)」より
  • [Journal Article] 動的非線形系への入力地震動の同定2004

    • Author(s)
      丸山收, 星谷勝
    • Journal Title

      計算工学講演会論文集 第9巻

      Pages: 261-264

    • Description
      「研究成果報告書概要(和文)」より
  • [Journal Article] Stochastic Asset Pricing with Seismic Hazard Risk2004

    • Author(s)
      Hoshiya, M., Nakamura, T., Mochizuki, T.
    • Journal Title

      American Society of Civil Engineers, Jour.of Eng.Mech. 130

      Pages: 780-785

    • Description
      「研究成果報告書概要(和文)」より
  • [Journal Article] Transfer of Financial Implications of Seismic Risk to Insurance2004

    • Author(s)
      Hoshiya, M., Nakamura, T., Mochizuki, T.
    • Journal Title

      American Society of Civil Engineers, Jour.of Natural Hazards Review 5

      Pages: 141-146

    • Description
      「研究成果報告書概要(和文)」より
  • [Journal Article] Estimation of First excursion Probability by Importance Sampling Method2004

    • Author(s)
      Maruyama, O., Hoshiya, M.
    • Journal Title

      Jour.of JSCE 766/I-68

      Pages: 165-174

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Probability Study for a High Capacity Micro Pile Horizontal Bearing Mechanism2004

    • Author(s)
      Maruyama, O., Hoshiya, M., Otani, Y.
    • Journal Title

      International Workshop on Micro Pile

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Stochastic Asset Pricing with Seismic Hazard Risk2004

    • Author(s)
      Hoshiya, M., Nakamura, T., Mochizuki, T.
    • Journal Title

      Jour.of Eng.Mech.(American Society of Civil Engineers) Vol.130

      Pages: 780-785

    • Description
      「研究成果報告書概要(欧文)」より
  • [Journal Article] Transfer of Financial Implications of Seismic Risk to Insurance2004

    • Author(s)
      Hoshiya, M., Nakamura, T., Mochizuki, T.
    • Journal Title

      Jour.of Natural Hazards Review(American Society of Civil Engineers) Vol.5

      Pages: 141-146

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 2006-07-11  

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