First excursion probability sensitivity in stochastic linear dynamics by means of multidomain line sampling

Verfasst von

Mauricio A. Misraji, Marcos A. Valdebenito, Danko J. Jerez, Héctor A. Jensen, Michael Beer, Matthias G.R. Faes

Abstract

This contribution presents a novel framework for estimating the sensitivity of first excursion probabilities. The focus is on linear dynamical systems with non-proportional damping subject to stationary or non-stationary Gaussian excitation. The sensitivity is estimated with respect to structural parameters of the system, including material properties and geometric dimensions of the elements. In dynamical systems, calculating both the first excursion probability and its sensitivity is done in a high-dimensional space, making the task challenging and computationally expensive. In this regard, the multidomain Line Sampling framework exploits linearity to obtain sensitivity estimates as a byproduct of the first excursion probability evaluation. The results show that the presented technique is highly efficient compared to different methods in the literature, as demonstrated through two numerical examples involving small- and large-scale models.

Details

Organisationseinheit(en): Institut für Risiko und Zuverlässigkeit
Externe Organisation(en): Technische Universität Dortmund
Universidad Tecnica Federico Santa Maria
The University of Liverpool
Tongji University
Typ: Artikel
Journal: Reliability Engineering and System Safety
Band: 272
ISSN: 0951-8320
Publikationsdatum: 08.2026
Publikationsstatus: Veröffentlicht
Peer-reviewed: Ja
ASJC Scopus Sachgebiete: Sicherheit, Risiko, Zuverlässigkeit und Qualität, Wirtschaftsingenieurwesen und Fertigungstechnik
Elektronische Version(en): https://doi.org/10.1016/j.ress.2026.112389 (Zugang: Offen )