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SUMMARY:Advanced Simulation and Approximation Techniques for Stochastic Li
 near Dynamic Analysis - Dr Marcos Valdebenito  Tu Dortmund University\, Ge
 rmany
DTSTART:20241122T160000Z
DTEND:20241122T170000Z
UID:TALK219619@talks.cam.ac.uk
CONTACT:46601
DESCRIPTION:The primary aim of structural dynamics is to describe how stru
 ctures behave under time-dependent loading conditions. Dynamic loads\, suc
 h as those from wind\, waves\, or earthquakes\, often involve significant 
 uncertainty. One approach to address this uncertainty is through stochasti
 c processes\, which capture both the randomness and time-varying nature of
  dynamic loads [5]. Although this method provides a powerful analytical to
 ol\, it also introduces complexities for practical design. With stochastic
  dynamic loads\, the structural response becomes a stochastic process\, re
 quiring the uncertainty in the response to be accurately described using a
 ppropriate probabilistic descriptors [3\,4]. Among these descriptors\, the
  first excursion probability is particularly useful. It quantifies the lik
 elihood that structural responses exceed a set threshold within the durati
 on of the stochastic load [5]. However\, estimating this probability is ch
 allenging due to the high dimensionality of the problem (resulting from th
 e time discretization of the stochastic load) and the associated time depe
 ndences. Simulation methods offer a potential solution\, as they are gener
 ally insensitive to problem dimensionality and naturally account for depen
 dences.\n\nWithin this context\, the lecture explores recent advances in e
 stimating first excursion probabilities for structural systems subjected t
 o stochastic loads. The discussion focuses on a specific problem class –
  linear structural responses under Gaussian stochastic loads. Key areas of
  focus include:\n\n· Reliability analysis and its sensitivity\, where sen
 sitivity refers to how the first excursion probability changes with variat
 ions in structural properties [6\,7].\n\n· Optimal structural design unde
 r stochastic loading conditions [2].\n\n· Addressing epistemic uncertaint
 y\, which arises from factors such as incomplete knowledge [1].\n\nBoth th
 eoretical and practical aspects of applying simulation methods to solve fi
 rst excursion probability problems are covered. Case studies are presented
  to demonstrate the effectiveness and practical use of the discussed tools
 .
LOCATION:JDB Seminar Room\, CUED
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