An analytical moment-based method for calculating structuralfirst failure times under non-Gaussian stochastic behavior is proposed. In the method, a power series that constants can be obtained from response moments （...An analytical moment-based method for calculating structuralfirst failure times under non-Gaussian stochastic behavior is proposed. In the method, a power series that constants can be obtained from response moments （skewness, kurtosis, etc.） is used firstly to map a non-Gaussian structural response into a standard Gaussian process, then mean up-crossing rates, mean clump size and the initial passage probability of a critical barrier level by the original structural response are estimated, and finally, the formula for calculating first failure times is established on the assur^ption that corrected up-crossing rates are independent. An analysis of a nonlinear single-degree-of-freedom dynamical system excited by a Gaussian model of load not only demonstrates the usage of the proposed method but also shows the accuracy and efficiency of the proposed method by comparisons between the present method and other methods such as Monte Carlo simulation and the traditional Gaussian model.展开更多
A system receives shocks at successive random points of discrete time, and each shock causes a positive integer-valued random amount of damage which accumulates on the system one after another. The system is subject t...A system receives shocks at successive random points of discrete time, and each shock causes a positive integer-valued random amount of damage which accumulates on the system one after another. The system is subject to failure and it fails once the total cumulative damage level first exceeds a fixed threshold. Upon failure the system must be replaced by a new and identical one and a cost is incurred. If the system is replaced before failure, a lower cost is incurred.On the basis of some assumptions, we specify a replacement rule which minimizes the longrun (expected) average cost per unit time and possesses the control limit property, Finally, an algorithm is discussed in a special case.展开更多
基金Project supported by the National Natural Science Foundation Of China (No.50478017)
文摘An analytical moment-based method for calculating structuralfirst failure times under non-Gaussian stochastic behavior is proposed. In the method, a power series that constants can be obtained from response moments （skewness, kurtosis, etc.） is used firstly to map a non-Gaussian structural response into a standard Gaussian process, then mean up-crossing rates, mean clump size and the initial passage probability of a critical barrier level by the original structural response are estimated, and finally, the formula for calculating first failure times is established on the assur^ption that corrected up-crossing rates are independent. An analysis of a nonlinear single-degree-of-freedom dynamical system excited by a Gaussian model of load not only demonstrates the usage of the proposed method but also shows the accuracy and efficiency of the proposed method by comparisons between the present method and other methods such as Monte Carlo simulation and the traditional Gaussian model.
文摘A system receives shocks at successive random points of discrete time, and each shock causes a positive integer-valued random amount of damage which accumulates on the system one after another. The system is subject to failure and it fails once the total cumulative damage level first exceeds a fixed threshold. Upon failure the system must be replaced by a new and identical one and a cost is incurred. If the system is replaced before failure, a lower cost is incurred.On the basis of some assumptions, we specify a replacement rule which minimizes the longrun (expected) average cost per unit time and possesses the control limit property, Finally, an algorithm is discussed in a special case.
