Probabilistic Engineering Mechanics最新文献

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Nonstationary response statistics of structures with hysteretic damping to evolutionary stochastic excitation 具有滞后阻尼的结构对演化随机激励的非稳态响应统计
IF 3 3区 工程技术
Probabilistic Engineering Mechanics Pub Date : 2024-07-01 DOI: 10.1016/j.probengmech.2024.103659
Qianying Cao , Sau-Lon James Hu , Huajun Li
{"title":"Nonstationary response statistics of structures with hysteretic damping to evolutionary stochastic excitation","authors":"Qianying Cao ,&nbsp;Sau-Lon James Hu ,&nbsp;Huajun Li","doi":"10.1016/j.probengmech.2024.103659","DOIUrl":"https://doi.org/10.1016/j.probengmech.2024.103659","url":null,"abstract":"<div><p>The damping of a structure has often been modeled as linear hysteretic damping (LHD), so its corresponding equation of motion (EOM) is an integro-differential equation that involves the Hilbert transform of response displacement. As a result, the system is non-causal in nature, and it is challenging to compute its nonstationary response statistics under evolutionary stochastic excitation. This article develops an efficient solution method to obtain closed-form solutions for various nonstationary response statistics, including the evolutionary power spectrum (EPS), correlation function and mean square values. The novel solution method utilizes the concept of causalization time to introduce a “causalized” impulse response function (IRF), by which causal response statistics are computed based on a pole-residue approach. This approach requires obtaining a pole-residue form of the transfer function (TF) from the frequency response function (FRF) of the system, which is readily obtained from the EOM. Subsequently, the desired response statistics are obtained by shifting the causal response statistics back to the original time. To obtain the pole-residue form of the TF, two steps are necessary: (1) taking the inverse Fourier transform of the FRF of the oscillator to obtain a discrete IRF and (2) using the Prony-SS method to decompose this discrete IRF to obtain the pole residues associated with the TF. The correctness of the proposed method is numerically verified by Monte Carlo simulations through examples of hysteretic damping and mixed viscous-hysteretic damping oscillators that are subjected to white noise, modulated white noise and modulated Kanai–Tajimi model random excitations.</p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"77 ","pages":"Article 103659"},"PeriodicalIF":3.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141541906","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Multi-fidelity wavelet neural operator surrogate model for time-independent and time-dependent reliability analysis 用于与时间无关和与时间有关的可靠性分析的多保真小波神经算子代用模型
IF 3 3区 工程技术
Probabilistic Engineering Mechanics Pub Date : 2024-07-01 DOI: 10.1016/j.probengmech.2024.103672
Tapas Tripura , Akshay Thakur , Souvik Chakraborty
{"title":"Multi-fidelity wavelet neural operator surrogate model for time-independent and time-dependent reliability analysis","authors":"Tapas Tripura ,&nbsp;Akshay Thakur ,&nbsp;Souvik Chakraborty","doi":"10.1016/j.probengmech.2024.103672","DOIUrl":"10.1016/j.probengmech.2024.103672","url":null,"abstract":"<div><p>Operator learning frameworks have recently emerged as an effective scientific machine learning tool for learning complex nonlinear operators of differential equations. Since neural operators learn an infinite-dimensional functional mapping, it is useful in applications requiring rapid prediction of solutions for a wide range of input functions. A task of a similar nature arises in many applications of uncertainty quantification, including reliability estimation and design under uncertainty, each of which demands thousands of samples subjected to a wide range of possible input conditions, an aspect to which neural operators are specialized. Although the neural operators are capable of learning complex nonlinear solution operators, they require an extensive amount of data for successful training. Unlike the applications in computer vision, the computational complexity of the numerical simulations and the cost of physical experiments contributing to the synthetic and real training data compromise the performance of the trained neural operator model, thereby directly impacting the accuracy of uncertainty quantification results. We aim to alleviate the data bottleneck by using multi-fidelity learning in neural operators, where a neural operator is trained by using a large amount of inexpensive low-fidelity data along with a small amount of expensive high-fidelity data. We propose the multi-fidelity wavelet neural operator, capable of learning solution operators from a multi-fidelity dataset, for efficient and effective data-driven reliability analysis of dynamical systems. We illustrate the performance of the proposed framework on bi-fidelity data simulated on coarse and refined grids for spatial and spatiotemporal systems.</p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"77 ","pages":"Article 103672"},"PeriodicalIF":3.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141934397","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Description of the spatial variability of concrete via composite random field and failure analysis of chimney 通过复合随机场和烟囱失效分析描述混凝土的空间变异性
IF 3 3区 工程技术
Probabilistic Engineering Mechanics Pub Date : 2024-07-01 DOI: 10.1016/j.probengmech.2024.103677
Jinju Tao , Jingran He , Beibei Xiong , Yupeng Song
{"title":"Description of the spatial variability of concrete via composite random field and failure analysis of chimney","authors":"Jinju Tao ,&nbsp;Jingran He ,&nbsp;Beibei Xiong ,&nbsp;Yupeng Song","doi":"10.1016/j.probengmech.2024.103677","DOIUrl":"10.1016/j.probengmech.2024.103677","url":null,"abstract":"<div><p>The inherent variability of concrete significantly affects the structural safety and performance. The variability of concrete is a complex phenomenon influenced by multiple factors, including material properties, production processes, and environmental conditions. Understanding and quantifying the variability of concrete is crucial for reliable and safe structural design. Probabilistic methods are commonly used to account for concrete variability in structural design. In this paper, a composite random field approach combined with a hierarchy model is used to consider the multi-scale spatial variability of concrete. The random field of compressive strength is expressed as a sum of independent component random fields. To investigate the impact of concrete's spatial variability on structural response and failure modes, the failure analysis of a 115-m-tall chimney was conducted. The results indicate that the composite random field approach proves to be a valuable method for incorporating concrete's spatial variability at different scales. The spatial variability of concrete exerts a substantial influence on the potential positions where severe compressive damage might occur. Additionally, the failure modes are also affected by the spatial variability of concrete. When taking into account the spatial variability of concrete, an extra collapse mode emerges, aligning more closely with the chimney's actual collapse mode during an earthquake. Furthermore, the spatial variability of concrete also moderately impacts the variability of the base shear force and the maximum inter-section drift angle. Notably, improper approaches to considering the spatial variability of concrete significantly impact the concrete's compressive damage and structural response.</p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"77 ","pages":"Article 103677"},"PeriodicalIF":3.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141992670","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Efficient computing technique for reliability analysis of high-dimensional and low-failure probability problems using active learning method 利用主动学习法对高维低故障概率问题进行可靠性分析的高效计算技术
IF 3 3区 工程技术
Probabilistic Engineering Mechanics Pub Date : 2024-07-01 DOI: 10.1016/j.probengmech.2024.103662
Pijus Rajak, Pronab Roy
{"title":"Efficient computing technique for reliability analysis of high-dimensional and low-failure probability problems using active learning method","authors":"Pijus Rajak,&nbsp;Pronab Roy","doi":"10.1016/j.probengmech.2024.103662","DOIUrl":"10.1016/j.probengmech.2024.103662","url":null,"abstract":"<div><p>In spite of recent advancements in reliability analysis, high-dimensional and low-failure probability problems remain challenging because many samples and function calls are required for an accurate result. Function calls lead to a sharp increase in computational cost in terms of time. For this reason, an active learning algorithm is proposed using Kriging metamodel, where an unsupervised algorithm is used to select training samples from random samples for the first and second iterations. Then, the metamodel is improved iteratively by enriching the concerned domain with samples near the limit state function and samples obtained from a space-filling design. Hence, rapid convergence with the minimum number of function calls occurs using this active learning algorithm. An efficient stopping criterion has been developed to avoid premature or late-mature terminations of the metamodel and to regulate the accuracy of the failure probability estimations. The efficacy of this algorithm is examined using relative error, number of function calls, and coefficient of efficiency in five examples which are based on high-dimensional and low-failure probability with random and interval variables.</p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"77 ","pages":"Article 103662"},"PeriodicalIF":3.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141729734","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Survival probability of structures under fatigue: A data-based approach 疲劳状态下结构的存活概率:基于数据的方法
IF 3 3区 工程技术
Probabilistic Engineering Mechanics Pub Date : 2024-07-01 DOI: 10.1016/j.probengmech.2024.103657
François-Baptiste Cartiaux , Frédéric Legoll , Alex Libal , Julien Reygner
{"title":"Survival probability of structures under fatigue: A data-based approach","authors":"François-Baptiste Cartiaux ,&nbsp;Frédéric Legoll ,&nbsp;Alex Libal ,&nbsp;Julien Reygner","doi":"10.1016/j.probengmech.2024.103657","DOIUrl":"https://doi.org/10.1016/j.probengmech.2024.103657","url":null,"abstract":"<div><p>This article addresses the probabilistic nature of fatigue life in structures subjected to cyclic loading with variable amplitude. Drawing on the formalization of Miner’s cumulative damage rule that we introduced in the recent article (Cartiaux et al., 2023), we apply our methodology to estimate the survival probability of an industrial structure using experimental data. The study considers both the randomness in the initial state of the structure and in the amplitude of loading cycles. The results indicate that the variability of loading cycles can be captured through the concept of deterministic equivalent damage, providing a computationally efficient method for assessing the fatigue life of the structure. Furthermore, the article highlights that the usual combination of Miner’s rule and of the weakest link principle systematically overestimates the structure’s fatigue life. On the case study that we consider, this overestimation reaches a multiplicative factor of more than two. We then describe how the probabilistic framework that we have introduced offers a remedy to this overestimation.</p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"77 ","pages":"Article 103657"},"PeriodicalIF":3.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141596426","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Higher-order moments of spline chaos expansion 样条混沌扩展的高阶矩
IF 3 3区 工程技术
Probabilistic Engineering Mechanics Pub Date : 2024-07-01 DOI: 10.1016/j.probengmech.2024.103666
Sharif Rahman
{"title":"Higher-order moments of spline chaos expansion","authors":"Sharif Rahman","doi":"10.1016/j.probengmech.2024.103666","DOIUrl":"10.1016/j.probengmech.2024.103666","url":null,"abstract":"<div><p>Spline chaos expansion, referred to as SCE, is a finite series representation of an output random variable in terms of measure-consistent orthonormal splines in input random variables and deterministic coefficients. This paper reports new results from an assessment of SCE’s approximation quality in calculating higher-order moments, if they exist, of the output random variable. A novel mathematical proof is provided to demonstrate that the moment of SCE of an arbitrary order converges to the exact moment for any degree of splines as the largest element size decreases. Complementary numerical analyses have been conducted, producing results consistent with theoretical findings. A collection of simple yet relevant examples is presented to grade the approximation quality of SCE with that of the well-known polynomial chaos expansion (PCE). The results from these examples indicate that higher-order moments calculated using SCE converge for all cases considered in this study. In contrast, the moments of PCE of an order larger than two may or may not converge, depending on the regularity of the output function or the probability measure of input random variables. Moreover, when both SCE- and PCE-generated moments converge, the convergence rate of the former is markedly faster than the latter in the presence of nonsmooth functions or unbounded domains of input random variables.</p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"77 ","pages":"Article 103666"},"PeriodicalIF":3.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141840884","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Approximate Bayesian Computation for structural identification of ancient tie-rods using noisy modal data 利用噪声模态数据进行古代拉杆结构鉴定的近似贝叶斯计算
IF 3 3区 工程技术
Probabilistic Engineering Mechanics Pub Date : 2024-07-01 DOI: 10.1016/j.probengmech.2024.103674
Silvia Monchetti , Chiara Pepi , Cecilia Viscardi , Massimiliano Gioffrè
{"title":"Approximate Bayesian Computation for structural identification of ancient tie-rods using noisy modal data","authors":"Silvia Monchetti ,&nbsp;Chiara Pepi ,&nbsp;Cecilia Viscardi ,&nbsp;Massimiliano Gioffrè","doi":"10.1016/j.probengmech.2024.103674","DOIUrl":"10.1016/j.probengmech.2024.103674","url":null,"abstract":"<div><p>Masonry arches and vaults are common historic structural elements that frequently experience asymmetric loading due to seismic action or abutment settlements. Over the past few decades, numerous studies have sought to enhance our understanding of the structural behavior of these elements for the purpose of preventive conservation. The assessment of the structural performance of existing constructions typically relies on effective numerical models guided by a set of unknown input parameters, including geometry, mechanical characteristics, physical properties, and boundary conditions. These parameters can be estimated through deterministic optimization functions aimed at minimizing the discrepancy between the output of a numerical model and the measured dynamic and/or static structural response. However, deterministic approaches overlook uncertainties associated with both input parameters and measurements. In this context, the Bayesian approach proves valuable for estimating unknown numerical model parameters and their associated uncertainties (posterior distributions). This involves updating prior knowledge of model parameters (prior distributions) based on current measurements and explicitly considering all sources of uncertainties affecting observed quantities through likelihood functions. However, two significant challenges arise: the likelihood function may be unknown or too complex to evaluate, and the computational costs for approximating the posterior distribution can be prohibitive. This study addresses these challenges by employing Approximate Bayesian Computation (ABC) to handle the intractable likelihood function. Additionally, the computational burden is mitigated through the use of accurate surrogate models such as Polynomial Chaos Expansions (PCE) and Artificial Neural Networks (ANN). The research focuses on setting up numerical models for simple structural systems (tie-rods) and inferring unknown input parameters, such as mechanical properties and boundary conditions, through Bayesian updating based on observed structural responses (modal data, strains, displacements). The main novelties of this research regard, on the one hand, the proposal of a methodology for obtaining a reliable estimate of the axial force in ancient tie-rods accounting for different sources of uncertainty and, on the other hand, the application of ABC to obtain the structural identification inverse problem solution.</p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"77 ","pages":"Article 103674"},"PeriodicalIF":3.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0266892024000961/pdfft?md5=4c484d9443faf2a5c3b2f4aa086ce2ff&pid=1-s2.0-S0266892024000961-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142098030","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Assessment of random dynamic behavior for EMUs high-speed train based on Monte Carlo simulation 基于蒙特卡洛模拟的 EMU 高速列车随机动态行为评估
IF 3 3区 工程技术
Probabilistic Engineering Mechanics Pub Date : 2024-07-01 DOI: 10.1016/j.probengmech.2024.103663
Awel Momhur , Y.X. Zhao , Abrham Gebre
{"title":"Assessment of random dynamic behavior for EMUs high-speed train based on Monte Carlo simulation","authors":"Awel Momhur ,&nbsp;Y.X. Zhao ,&nbsp;Abrham Gebre","doi":"10.1016/j.probengmech.2024.103663","DOIUrl":"10.1016/j.probengmech.2024.103663","url":null,"abstract":"<div><p>A novel statistical method was developed to obtain a dynamic response with irregular line excitations and independent uncertain parameters. The proposed approach combines a three-dimensional vehicle-track coupling dynamics model and uncertainty parameters. Moreover, a new method is used to treat the dynamic indices: derailment coefficient, vertical/lateral wheel/rail force, vertical/lateral car body acceleration, and wheel reduction ratio. The model is validated by comparing simulations (deterministic) results with field measurements, which provide excellent agreement with limited data. According to the findings, the results reveal that the high vibration effect arises when the uncertainty parameter in the dynamic system exists. The total fit effects, the consistency of the vehicle safety, and the tail fit effects are determined for selecting the best method. Therefore, regarding the approach, the lognormal and extreme maximum distribution values may be the appropriate assumed distribution for dynamic safety under limited data.</p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"77 ","pages":"Article 103663"},"PeriodicalIF":3.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141732037","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An efficient method for solving high-dimension stationary FPK equation of strongly nonlinear systems under additive and/or multiplicative white noise 求解加性和/或乘性白噪声下强非线性系统高维静态 FPK 方程的高效方法
IF 3 3区 工程技术
Probabilistic Engineering Mechanics Pub Date : 2024-07-01 DOI: 10.1016/j.probengmech.2024.103668
Yangyang Xiao , Lincong Chen , Zhongdong Duan , Jianqiao Sun , Yanan Tang
{"title":"An efficient method for solving high-dimension stationary FPK equation of strongly nonlinear systems under additive and/or multiplicative white noise","authors":"Yangyang Xiao ,&nbsp;Lincong Chen ,&nbsp;Zhongdong Duan ,&nbsp;Jianqiao Sun ,&nbsp;Yanan Tang","doi":"10.1016/j.probengmech.2024.103668","DOIUrl":"10.1016/j.probengmech.2024.103668","url":null,"abstract":"<div><p>Engineering structures may suffer from drastic nonlinear random vibrations in harsh environments. Random vibration has been extensively studied since 1960s, but is still an open problem for large-scale strongly nonlinear systems. In this paper, a random vibration analysis method based on the Neural Networks for large-scale strongly nonlinear systems under additive and/or multiplicative Gaussian white noise (GWN) excitations is proposed. In the proposed method, the high-dimensional steady-state Fokker–Planck-Kolmogorov (FPK) equation governing the state’s probability density function (PDF) is firstly reduced to low-dimensional FPK equation involving only the interested state variables, generally one or two dimensions. The equivalent drift coefficients (EDCs) and diffusion coefficients (EDFs) in the low-dimensional FPK equation are proven to be the conditional mean of the coefficients given the interested variables. Furthermore, it is shown that the conditional mean can be optimally estimated by regression. Subsequently, the EDCs and EDFs, as functions of the retained variables, are approximated by the semi-analytical Radial Basis Functions Neural Networks trained with samples generated by a few deterministic analyses. Finally, the Physics Informed Neural Network is employed to solve the reduced steady-state FPK equation, and the PDF of the system responses is obtained. Four typical examples under additive and/or multiplicative GWN excitations are used to examine the accuracy and efficiency of the proposed method by comparing its results with the exact solution (if available) or Monte Carlo simulations. The proposed method also exhibits greater accuracy than the globally-evolving-based generalized density evolution equation scheme, a similar method of its kind, especially for strongly nonlinear systems. Notably, even though steady-state systems are applied in this paper, there is no obstacle to extending the proposed framework to transient systems.</p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"77 ","pages":"Article 103668"},"PeriodicalIF":3.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141842248","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Covariance-based MCMC for high-dimensional Bayesian updating with Sequential Monte Carlo 基于协方差的 MCMC,利用序列蒙特卡洛进行高维贝叶斯更新
IF 3 3区 工程技术
Probabilistic Engineering Mechanics Pub Date : 2024-07-01 DOI: 10.1016/j.probengmech.2024.103667
Barbara Carrera , Iason Papaioannou
{"title":"Covariance-based MCMC for high-dimensional Bayesian updating with Sequential Monte Carlo","authors":"Barbara Carrera ,&nbsp;Iason Papaioannou","doi":"10.1016/j.probengmech.2024.103667","DOIUrl":"10.1016/j.probengmech.2024.103667","url":null,"abstract":"<div><p>Sequential Monte Carlo (SMC) is a reliable method to generate samples from the posterior parameter distribution in a Bayesian updating context. The method samples a series of distributions sequentially, which start from the prior distribution and gradually approach the posterior distribution. Sampling from the distribution sequence is performed through application of a resample-move scheme, whereby the move step is performed using a Markov Chain Monte Carlo (MCMC) algorithm. The preconditioned Crank–Nicolson (pCN) is a popular choice for the MCMC step in high dimensional Bayesian updating problems, since its performance is invariant to the dimension of the prior distribution. This paper proposes two other SMC variants that use covariance information to inform the MCMC distribution proposals and compares their performance to the one of pCN-based SMC. Particularly, a variation of the pCN algorithm that employs covariance information, and the principle component Metropolis Hastings algorithm are considered. These algorithms are combined with an intermittent and recursive updating scheme of the target distribution covariance matrix based on the current MCMC progress. We test the performance of the algorithms in three numerical examples; a two dimensional algebraic example, the estimation of the flexibility of a cantilever beam and the estimation of the hydraulic conductivity field of an aquifer. The results show that covariance-based MCMC algorithms are capable of producing smaller errors in parameter mean and variance and better estimates of the model evidence compared to the pCN approach.</p></div>","PeriodicalId":54583,"journal":{"name":"Probabilistic Engineering Mechanics","volume":"77 ","pages":"Article 103667"},"PeriodicalIF":3.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0266892024000894/pdfft?md5=bed64696875a3a53f78eb10e3b4d690e&pid=1-s2.0-S0266892024000894-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141850855","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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