Asymptotic formulae for the risk of failure related to an elasto-plastic problem withnoise

Cyril Feau, Mathieu Laurière*, Laurent Mertz

*Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

4 Citations (Scopus)

Abstract

The risk of failure of mechanical structures under random forcing is an important concern in earthquake engineering. For a class of simple structures that can be modeled by an elasto-plastic oscillator, the risk of failure can be expressed in terms of the probability that, on a certain interval of time, the plastic deformation goes beyond a threshold related to a failure zone. In this note, asymptotic formulae for the risk of failure of an elasto-perfectly-plastic oscillator excited by a white noise are proposed. Our approach exploits the long cycle (repeating pattern) property of the aforementioned oscillator as introduced in A. Bensoussan, L. Mertz, S.C.P. Yam, Long cycle behaviour of the plastic deformation of an elasto-perfectly-plastic oscillator with noise, C. R. Acad. Sci. Paris Ser. I, 2012. We show that asymptotically the plastic deformation behaves like a Wiener process for which analytical formulae are available. Our result is a consequence of the Anscombe-Donsker Invariance Principle. Numerical experiments and comments are carried out.
Original languageEnglish
Pages (from-to)47-60
JournalAsymptotic Analysis
Volume106
Issue number1
DOIs
Publication statusPublished - 2017
Externally publishedYes

Bibliographical note

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Research Keywords

  • Donsker Invariance Principle
  • elasto-plastic oscillator
  • Risk analysis
  • stochastic variational inequalities
  • white noise

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