Monday, February 13, 2023

UQSay #55

The fifty-fifth UQSay seminar on UQ, DACE and related topics will take place online on Thursday afternoon, February 16, 2023.

2–3 PM — Oindrila Kanjilal (T.U. Munich) — [slides]

Reliability assessment of structural dynamic systems by importance sampling

Engineering structures are sometimes exposed to disastrous dynamic loading, such as strong wind and seismic motions. Structural failure due to these loads leads to significant economic loss and societal distress. Prediction of reliability during the service time is therefore essential in the design of new or integrity assessment of existing structures. Developments in computational mechanics provide tools to predict structural performance by means of simulation models. However, the parameters of these models, such as loading, material and geometric properties, deterioration processes and boundary conditions, can be seldom determined uniquely as they are affected by uncertainty and randomness. Model-based dynamic reliability assessment involves propagation of the input uncertainties through the model and exploration of the tails of the system response.

This webinar focuses on Monte Carlo simulation (MCS)-based computational approaches to estimate the reliability. The main challenge in applying MCS lies in controlling the sampling variance of the failure probability estimator; the aim is to obtain probability estimates of acceptable accuracy with a small number of computational model runs. In this talk we will discuss recently developed advanced Monte Carlo techniques based on important sampling to address this challenge.

Joint work with I. Papaioannou & D. Straub.


  • Kanjilal, O., Papaioannou, I., & Straub, D. (2021). Cross entropy-based importance sampling for first-passage probability estimation of randomly excited linear structures with parameter uncertainty. Structural Safety 91, 102090. DOI:10.1016/j.strusafe.2021.102090,
  • Kanjilal, O., Papaioannou, I., & Straub, D. (2022). Series system reliability of uncertain linear structures under Gaussian excitation by cross entropy-based importance sampling. ASCE Journal of Engineering Mechanics 148 (1), 04021136. 10.1061/(ASCE)EM.1943-7889.0002015.

Organizing committee: Pierre Barbillon (MIA-Paris), Julien Bect (L2S), Nicolas Bousquet (EDF R&D), Amélie Fau (LMPS), Filippo Gatti (LMPS), Bertrand Iooss (EDF R&D), Alexandre Janon (LMO), Sidonie Lefebvre (ONERA), Didier Lucor (LISN), Emmanuel Vazquez (L2S).

Coordinators: Julien Bect (L2S) & Sidonie Lefebvre (ONERA)

Practical details: the seminar will be held online using Microsoft Teams.

If you want to attend this seminar (or any of the forthcoming online UQSay seminars), and if you do not already have access to the UQSay group on Teams, simply send an email and you will be invited. Please specify which email address the invitation must be sent to (this has to be the address associated with your Teams account).

You will find the link to the seminar on the "General" UQSay channel on Teams, approximately 15 minutes before the beginning.

The technical side of things: you can use Teams either directly from your web browser or using the "fat client", which is available for most platforms (Windows, Linux, Mac, Android & iOS). We strongly recommend the latter option whenever possible. Please give it a try before the seminar to anticipate potential problems.