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Heavy-tailed response of structural systems subjected to stochastic\n excitation containing extreme forcing events

2016/10/19 by Han Kyul Joo, Joo, Han Kyul, Mustafa A. Mohamad +3
Decision Sciences · Engineering · Environmental Science · #Applications (stat.AP) #Chaotic Dynamics (nlin.CD) #Data Analysis #FOS: Computer and information sciences #FOS: Physical sciences #Probabilistic and Robust Engineering Design #Statistics and Probability (physics.data-an) #Structural Health Monitoring Techniques #Wind and Air Flow Studies

paper · pdf · doi:10.48550/arxiv.1610.06110

openalex publication_date 2016/10/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We characterize the complex, heavy-tailed probability distribution functions\n(pdf) describing the response and its local extrema for structural systems\nsubjected to random forcing that includes extreme events. Our approach is based\non the recent probabilistic decomposition-synthesis technique, where we\ndecouple rare events regimes from the background fluctuations. The result of\nthe analysis has the form of a semi-analytical approximation formula for the\npdf of the response (displacement, velocity, and acceleration) and the pdf of\nthe local extrema. For special limiting cases (lightly damped or heavily damped\nsystems) our analysis provides fully analytical approximations. We also\ndemonstrate how the method can be applied to high dimensional structural\nsystems through a two-degrees-of-freedom structural system undergoing rare\nevents due to intermittent forcing. The derived formulas can be evaluated with\nvery small computational cost and are shown to accurately capture the\ncomplicated heavy-tailed and asymmetrical features in the probability\ndistribution many standard deviations away from the mean, through comparisons\nwith expensive Monte-Carlo simulations.\n

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