Markov chain splitting methods in structural reliability integral estimation

Monte Carlo simulation methods involving splitting of Markov chains have been used in evaluation of multi-fold integrals in different application areas. We examine in this paper the performance of these methods in the context of evaluation of reliability integrals from the point of view of characterizing the sampling fluctuations. The methods discussed include the Au-Beck subset simulation, Holmes-Diaconis-Ross method, and generalized splitting algorithm. A few improvisations based on first order reliability method are suggested to select algorithmic parameters of the latter two methods. The bias and sampling variance of the alternative estimators are discussed. Also, an approximation to the sampling distribution of some of these estimators is obtained. Illustrative examples involving component and series system reliability analyses are presented with a view to bring out the relative merits of alternative methods. (C) 2015 Elsevier Ltd. All rights reserved.

A computerized methodology for structural synthesis of kinematic chains: Part 2 - Application to several fully or partially known cases

The reliability of the computer program for structural synthesis and analysis of simple-jointed kinematic chains developed in Part 1 has been established by applying it to several cases for whuch solutions are either fully or partially available in the literature, such as 7-link, zero-freedom chains; 8- and 10-link, single-freedom chains; 12-link, single-freedom binary chains; and 9-link, two-freedom chains. In the process some discrepancies in the results reported in previous literature have been brought to light.

Reliability models for existing structures based on dynamic state estimation and data based asymptotic extreme value analysis

The problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations is considered. The study assumes that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements m in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes' theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. In all these studies, the governing stochastic differential equations are discretized using the strong forms of Ito-Taylor's discretization schemes. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplifiedmby considering the reliability analysis of a few low-dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on a limited amount of pertinent Monte Carlo simulations. (C) 2010 Elsevier Ltd. All rights reserved.

Structural sensitivity as a measure of redundancy

The conventional definition of redundancy is applicable to skeletal structural systems only, whereas the concept of redundancy has never been discussed in the context of a continuum. Generally, structures in civil engineering constitute a combination of both skeletal and continuum segments. Hence, this gaper presents a generalized definition of redundancy that has been defined in terms of structural response sensitivity, which is applicable to both continuum and discrete structures. In contrast to the conventional definition of redundancy, which is assumed to be fixed for a given structure and is believed to be independent of loading and material properties, the new definition would depend on strength and response of the structure at a given stage of its service life. The redundancy measure proposed in this paper is linked to the structural response sensitivities. Thus, the structure can have different degrees of redundancy during its lifetime, depending on the response sensitivity under consideration It is believed that this new redundancy measure would be more relevant in structural evaluation, damage assessment, and reliability analysis of structures at large.

Methodology for Pavement Design Reliability and Back Analysis Using Markov Chain Monte Carlo Simulation

Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.

Updating reliability models of statically loaded instrumented structures

The study extends the first order reliability method (FORM) and inverse FORM to update reliability models for existing, statically loaded structures based on measured responses. Solutions based on Bayes' theorem, Markov chain Monte Carlo simulations, and inverse reliability analysis are developed. The case of linear systems with Gaussian uncertainties and linear performance functions is shown to be exactly solvable. FORM and inverse reliability based methods are subsequently developed to deal with more general problems. The proposed procedures are implemented by combining Matlab based reliability modules with finite element models residing on the Abaqus software. Numerical illustrations on linear and nonlinear frames are presented. (c) 2012 Elsevier Ltd. All rights reserved.

Estimation of time variant reliability of randomly parametered non-linear vibrating systems

The problem of time variant reliability analysis of randomly parametered and randomly driven nonlinear vibrating systems is considered. The study combines two Monte Carlo variance reduction strategies into a single framework to tackle the problem. The first of these strategies is based on the application of the Girsanov transformation to account for the randomness in dynamic excitations, and the second approach is fashioned after the subset simulation method to deal with randomness in system parameters. Illustrative examples include study of single/multi degree of freedom linear/non-linear inelastic randomly parametered building frame models driven by stationary/non-stationary, white/filtered white noise support acceleration. The estimated reliability measures are demonstrated to compare well with results from direct Monte Carlo simulations. (C) 2014 Elsevier Ltd. All rights reserved.

Girsanov Transformation-Based Reliability Modeling and Testing of Actively Controlled Structures

The problem of estimation of the time-variant reliability of actively controlled structural dynamical systems under stochastic excitations is considered. Monte Carlo simulations, reinforced with Girsanov transformation-based sampling variance reduction, are used to tackle the problem. In this approach, the external excitations are biased by an additional artificial control force. The conflicting objectives of the two control forces-one designed to reduce structural responses and the other to promote limit-state violations (but to reduce sampling variance)-are noted. The control for variance reduction is fashioned after design-point oscillations based on a first-order reliability method. It is shown that for structures that are amenable to laboratory testing, the reliability can be estimated experimentally with reduced testing times by devising a procedure based on the ideas of the Girsanov transformation. Illustrative examples include studies on a building frame with a magnetorheologic damper-based isolation system subject to nonstationary random earthquake excitations. (C) 2014 American Society of Civil Engineers.

Modeling Ultrasonic NDE and Guided Wave based Structural Health Monitoring

Structural Health Monitoring (SHM) systems require integration of non-destructive technologies into structural design and operational processes. Modeling and simulation of complex NDE inspection processes are important aspects in the development and deployment of SHM technologies. Ray tracing techniques are vital simulation tools to visualize the wave path inside a material. These techniques also help in optimizing the location of transducers and their orientation with respect to the zone of interrogation. It helps in increasing the chances of detection and identification of a flaw in that zone. While current state-of-the-art techniques such as ray tracing based on geometric principle help in such visualization, other information such as signal losses due to spherical or cylindrical shape of wave front are rarely taken into consideration. The problem becomes a little more complicated in the case of dispersive guided wave propagation and near-field defect scattering. We review the existing models and tools to perform ultrasonic NDE simulation in structural components. As an initial step, we develop a ray-tracing approach, where phase and spectral information are preserved. This enables one to study wave scattering beyond simple time of flight calculation of rays. Challenges in terms of theory and modelling of defects of various kinds are discussed. Various additional considerations such as signal decay and physics of scattering are reviewed and challenges involved in realistic computational implementation are discussed. Potential application of this approach to SHM system design is highlighted and by applying this to complex structural components such as airframe structures, SHM is demonstrated to provide additional value in terms of lighter weight and/or longevity enhancement resulting from an extension of the damage tolerance design principle not compromising safety and reliability.

Structural and lithium ion transport studies in sol-gel-prepared lithium silicophosphate glasses

Lithium silicophosphate glasses have been prepared by a sol-gel route over a wide range of compositions. Their structural and electrical properties have been investigated. Infrared spectroscopic studies show the presence of hydroxyl groups attached to Si and P. MAS NMR investigations provide evidence for the presence of different phosphatic units in the structure. The variations of de conductivities at 423 K and activation energies have been studied as a function of composition, and both exhibit an increasing trend with the ratio of nonbridging oxygen to bridging oxygen in the structure. Ac conductivity behavior shows that the power law exponent, s, is temperature dependent and exhibits a minimum. Relaxation behavior has been examined in detail using an electrical modulus formalism, and modulus data were fitted to Kohlraush-William-Watts stretched exponential function. A structural model has been proposed and the unusual properties exhibited by this unique system of glasses have been rationalized using this model. Ion transport in these glasses appears to be confined to unidimensional conduits defined by modified phosphate chains and interspersed with unmodified silica units.

Structural correlations in GexSe1-x glasses - a neutron diffraction study

Neutron diffraction measurement is carried out on GexSe1-x glasses, where 0.1 less than or equal to x less than or equal to 0.4, in a Q interval of 0.55-13.8 Angstrom(-1). The first sharp diffraction peak (FSDP) in the structure factor, S(Q), shows a systematic increase in the intensity and shifts to a lower Q with increasing Ge concentration. The coherence length of FSDP increases with x and becomes maximum for 0.33 less than or equal to x less than or equal to 0.4. The Monte-Carlo method, due to Soper, is used to generate S(Q) and also the pair correlation function, g(r). The generated S(Q) is in agreement with the experimental data for all x. Analysis of the first four peaks in the total correlation function, T(r), shows that the short range order in GeSe2 glass is due to Ge(Se-1/2)(4) tetrahedra, in agreement with earlier reports. Se-rich glasses contain Se-chains which are cross-linked with Ge(Se-1/2)(4) tetrahedra. Ge-2(Se-1/2)(6) molecular units are the basic structural units in Ge-rich, x = 0.4, glass. For x = 0.2, 0.33 and 0.4 there is evidence for some of the tetrahedra being in an edge-shared configuration. The number of edge-shared tetrahedra in these glasses increase with increasing Ge content.

Analysis on conservation of disulphide bonds and their structural features in homologous protein domain families

Background: Disulphide bridges are well known to play key roles in stability, folding and functions of proteins. Introduction or deletion of disulphides by site-directed mutagenesis have produced varying effects on stability and folding depending upon the protein and location of disulphide in the 3-D structure. Given the lack of complete understanding it is worthwhile to learn from an analysis of extent of conservation of disulphides in homologous proteins. We have also addressed the question of what structural interactions replaces a disulphide in a homologue in another homologue. Results: Using a dataset involving 34,752 pairwise comparisons of homologous protein domains corresponding to 300 protein domain families of known 3-D structures, we provide a comprehensive analysis of extent of conservation of disulphide bridges and their structural features. We report that only 54% of all the disulphide bonds compared between the homologous pairs are conserved, even if, a small fraction of the non-conserved disulphides do include cytoplasmic proteins. Also, only about one fourth of the distinct disulphides are conserved in all the members in protein families. We note that while conservation of disulphide is common in many families, disulphide bond mutations are quite prevalent. Interestingly, we note that there is no clear relationship between sequence identity between two homologous proteins and disulphide bond conservation. Our analysis on structural features at the sites where cysteines forming disulphide in one homologue are replaced by non-Cys residues show that the elimination of a disulphide in a homologue need not always result in stabilizing interactions between equivalent residues. Conclusion: We observe that in the homologous proteins, disulphide bonds are conserved only to a modest extent. Very interestingly, we note that extent of conservation of disulphide in homologous proteins is unrelated to the overall sequence identity between homologues. The non-conserved disulphides are often associated with variable structural features that were recruited to be associated with differentiation or specialisation of protein function.

Synthesis, reactivity and structural characterisation of bicyclic tetraphosphapentazanes

The diphenoxy bicyclic tetraphosphapentazane derivatives (EtN)(5)P-4(OPh)(2) 2 and its monoxide (EtN)(5)P-4(O)(OPh)(2) 3 have been prepared. Both 2 and 3 exist as a mixture of two isomers. One isomer of (EtN)(5)P-4(O)(OPh)(2) 3a has been isolated and its reaction with tetrachloro-1,2-benzoquinone yielded (EtN)(5)P-4(O)(OPh)(2)(O2C6Cl4) 5 in which the junction phosphorus atom becomes five-co-ordinated. Treatment of 2 or 3a with [Mo(CO)(4)(nbd)] (nbd = norbornadiene, bicyclo[2.2.1]hepta-2,5-diene), on the other hand, yielded the chelate complex [Mo(CO)(4){(EtN)(5)P-4(O)(n)(OPh)(2)}] (n = 0 or 1; 6 or 7) in which the peripheral phosphorus atoms are bonded to the metal. The structures of 3a and 5-7 have been confirmed by single-crystal X-ray diffraction studies. The two P3N3 rings in 3a and 5 adopt twist/twist and irregular/twist conformations respectively; the phenoxy substituents occupy the 'pseudo axial' positions. However, an ideal chair conformation is observed for the P3N3 rings in 6 and 7 with the phenoxy substituents taking up the 'pseudo equatorial' positions. The NMR spectroscopic data for the compounds are discussed.

Micropillar compression studies on a bulk metallic glass in different structural states

Uniaxial compression experiments on 0.3, 1 and 3 mu m diameter micropillars of a Zr-based bulk metallic glass in as-cast, shot-peened and structurally relaxed conditions were conducted. Shear band formation and stable propagation is observed to be the plastic deformation mode in all cases, with no detectable difference in yield strength according to either size or condition. The limitations of uniaxial compression tests in assessing the influence of various material conditions on plasticity, when it is inhomogeneous in nature, are illustrated.

Boundary element analysis of reinforced concrete structural elements

A simple and practical technique for the discrete representation of reinforcement in two-dimensional boundary element analysis of reinforced concrete structural elements is presented. The bond developed over the surface of contact between the reinforcing steel and concrete is represented using fictitious one-dimensional spring elements. Potentials of the model developed are demonstrated using a number of numerical examples. The results are seen to be in good agreement with the results obtained using standard finite element software.