Bayes Inference of Structural Safety under Extreme Wind Loads Based upon a Peak-Over-Threshold Process of Exceedances

E. Chiodo, Fabio De De Angelis, B. Diban, Giovanni Mazzanti
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Abstract

In the present paper, the process of estimating the important statistical properties of extreme wind loads on structures is investigated by considering the effect of large variability. In fact, for the safety design and operating conditions of structures such as the ones characterizing tall buildings, wind towers, and offshore structures, it is of interest to obtain the best possible estimates of extreme wind loads on structures, the recurrence frequency, the return periods, and other stochastic properties, given the available statistical data. In this paper, a Bayes estimation of extreme load values is investigated in the framework of structural safety analysis. The evaluation of extreme values of the wind loads on the structures is performed via a combined employment of a Poisson process model for the peak-over-threshold characterization and an adequate characterization of the parent distribution which generates the base wind load values. In particular, the present investigation is based upon a key parameter for assessing the safety of structures, i.e., a proper safety index referred to a given extreme value of wind speed. The attention is focused upon the estimation process, for which the presented procedure proposes an adequate Bayesian approach based upon prior assumptions regarding (1) the Weibull probability that wind speed is higher than a prefixed threshold value, and (2) the frequency of the Poisson process of gusts. In the last part of the investigation, a large set of numerical simulations is analyzed to evaluate the feasibility and efficiency of the above estimation method and with the objective to analyze and compare the presented approach with the classical Maximum Likelihood method. Moreover, the robustness of the proposed Bayes estimation is also investigated with successful results, both with respect to the assumed parameter prior distributions and with respect to the Weibull distribution of the wind speed values.
基于峰值-阈值超限过程的极端风荷载下的结构安全贝叶斯推论
本文通过考虑大变异性的影响,研究了对结构上极端风荷载的重要统计特性的估算过程。事实上,对于高层建筑、风塔和近海结构等结构的安全设计和运行条件而言,在现有统计数据的情况下,尽可能获得对结构极端风荷载、重现频率、重现期和其他随机属性的最佳估算是非常重要的。本文在结构安全分析框架内研究了贝叶斯估算极端载荷值的方法。对结构上风荷载极端值的评估是通过结合使用泊松过程模型进行峰值过阈值特征描述,以及对产生基本风荷载值的母分布进行充分特征描述来实现的。特别是,本研究基于评估结构安全的一个关键参数,即与给定极端风速值相关的适当安全指数。研究的重点是估算过程,为此提出了一种基于以下先验假设的贝叶斯方法:(1) 风速高于预设阈值的 Weibull 概率;(2) 阵风泊松过程的频率。在研究的最后一部分,分析了大量的数值模拟,以评估上述估算方法的可行性和效率,并将所提出的方法与经典的最大似然法进行分析和比较。此外,针对假设的参数先验分布和风速值的 Weibull 分布,对所提出的贝叶斯估算法的稳健性也进行了研究,并取得了成功的结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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