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1 MCMC No.794/I-72 pp MCMC E-mal:yoshda@sc.musash-tech.ac.jp MCMC MCMC Key Words :Marov cha Mote Carlo falure proalty PA suset fraglty curve LCC LCC PA IO AFOM 3 MC MC MC MCsuset 4 suset suset 5 Marov
2 safe falure Cumulatve Dstruto falure safe suset falure proalty ZC Z0 0 C Lmt tate Z suset Z<C susetmcmc cha Mote CarloMCMC MCMC MCMC MCMCMCsuset F PFF 0 F F m F F F F L F m F 0 2 P F P F P F m m F m P Fm Fm2 LP F F PF F F F 2 F suset 4 zf pz<0 Pz<0 suset MC susetmc Z<C C >0MCMC. - p -2 z z 2 z 3 PF F s / t F F z z C 3 2 { z < C } -3 MCMCF t -4 z<0 f f > s f. 2
3 P s f z < 0 4 t s t 00 s 0 PF F - 0. t MCMC MCMCtarget dstruto ' ' 2-3 ' ' 2-4 ' ' ' proposal dstruto { } m MCMC F pdf/f t 6 pdf I pdf 7 P F I F z<c zc 0. 7 MCMC.MCMC u Φ u. Φ u 8. 0 I 0 u7 pdf u I u I 0 u I u pdf u 9 P F P F proposal dstrutou u ' u ; u u' < a 0 2a 0 ; otherwse u a0. u u' u u' u' m u u' u P I m P I m u' I u I { I u' I u' } u' 2a u 2a u 0 F sgle-compoet Metropols-Hastgs 5 I 0 u I u 3
4 2 z z N5 0.5 N9 0.5 N 2 2 zn4 z<0pz< z Pz< MCMCsuset z0 s 3 F 0MCMC 000 F 2 F 3 F 4 F 5 3 MC m m/ 6 F s / t MC z f z δ z z 4 Parze MCMC 0 0 4
5 suset 0 suset suset 2 suset 3 suset 4 suset 5 suset 0 suset suset 2 suset 3 suset 4 suset 5 5
6 0a I 0 u I u a0 0.05a ja j /0 a j t 500suset suset 6
7 suset g z0 g < 5 z 0 z 0 g z 0 z 0 z 0 5 z < z 0 0 > 6 < f f f 7 P f g< z0 < < f f f f dd d f f d f d z 0 { F z0 } f d d 8 dd F < f d U z 0 f d 9 U PA 89MC f j j f j δ 20 f j 8 P f j F z0 j j z F 22 U 0 j f F z 0 MC C 8 7
8 MC 0000MC0-3 30% 00MC /202 t t00 s MC 8
9 No. tal suset No.4 No.3 No.2 G t C G t C Layer A Layer B A B C D N/m 3 N/m N/m Mamum Accelerato gal FEM AD 952 Ker Couty69E G t C G t C G t G t Layer C Layer D Base 00 MC0 MCMC FEM 00 9
10 0 MCMC susetmcmc MC PA.0 Ht ad u p trasto erel d p δ A d p A2 6 A3 < A4 A3A4A2 A5 A2 A6 A2 A7 A2 A A2 detaled alace euato p d d p δ δ
11 A8 p p d d A8 A9 IO: IO2394 Geeral prcples o relalty for structures 2 CEN: Eurocode Bass of desg ad actos o structure chueller G.I. Bucher C. Bourgud U.: Ouyporprasert W. O Effcet Computatoal chemes to Calculate tructural Falure Proaltes Proalstc Egeerg Mechacs Vol.4 No. pp pp III pp pp LCC C Vol.47A pp C 57 VI-3 pp Au -K. ad Bec J. L.: uset mulato ad ts Applcato to esmc s Based o Dyamc Aalyss Joural of Egeerg Mechacs Vol.29 No.8 pp Gls W.. chardso. pegelhalter D.J.: Marov cha Mote Carlo practce Chapma & Hall Ag A. H-. Tag W. H. p EFFECTIVE ETIMATION METHOD OF LOW FAILUE POBABILIT B UING MAKOV CHAIN MONTE CALO Iumasa OHIDA ad Tadaou ATO The ecessty of effectve method to estmate low falure proalty s creased from the stadpot of lfe cycle cost rs ad proalstc safety assessmet PA. We proposed a effectve Mote Carlo mulato method comg wth the progressve suspace cocept whch searches dstruted falure evet regos step y step. amples to search the falure rego are geerated each suspace y usg MCMC Marov Cha Mote Carlo. Effcecy of MCMC s mproved y smplfyg the samplg procedure ased o a uform dstruto from whch t s very easy to trasform to artrary dstrutos such as ormal ad log-ormal dstrutos. Effectveess of the proposed method s verfed through umercal eamples wth smple lmt state fuctos the fraglty curves of a rdge per ad a slope are calculated y the proposed method.
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