Efficient rare event simulation for failure problems in random media

dc.contributor.author

Liu, J

dc.contributor.author

Lu, J

dc.contributor.author

Zhou, X

dc.date.accessioned

2017-04-26T17:34:51Z

dc.date.available

2017-04-26T17:34:51Z

dc.date.issued

2015-01-01

dc.description.abstract

© 2015 Society for Industrial and Applied Mathematics.In this paper we study rare events associated to the solutions of an elliptic partial differential equation with a spatially varying random coefficient. The random coefficient follows the lognormal distribution, which is determined by a Gaussian process. This model is employed to study the failure problem of elastic materials in random media in which the failure is characterized by the criterion that the strain field exceeds a high threshold. We propose an efficient importance sampling scheme to compute the small failure probability in the high threshold limit. The change of measure in our scheme is parametrized by two density functions. The efficiency of the importance sampling scheme is validated by numerical examples.

dc.identifier.eissn

1095-7200

dc.identifier.issn

1064-8275

dc.identifier.uri

https://hdl.handle.net/10161/14097

dc.publisher

Society for Industrial & Applied Mathematics (SIAM)

dc.relation.ispartof

SIAM Journal on Scientific Computing

dc.relation.isversionof

10.1137/140965569

dc.title

Efficient rare event simulation for failure problems in random media

dc.type

Journal article

duke.contributor.orcid

Lu, J|0000-0001-6255-5165

pubs.begin-page

A609

pubs.end-page

A624

pubs.issue

2

pubs.organisational-group

Chemistry

pubs.organisational-group

Duke

pubs.organisational-group

Mathematics

pubs.organisational-group

Physics

pubs.organisational-group

Trinity College of Arts & Sciences

pubs.publication-status

Published

pubs.volume

37

Files

Original bundle

Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
1404.4225v1.pdf
Size:
401.17 KB
Format:
Adobe Portable Document Format