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

TL;DR

This paper develops a semi-analytical method to accurately characterize the heavy-tailed probability distributions of responses in structural systems subjected to stochastic excitation with extreme events, enabling efficient analysis of rare but impactful occurrences.

Contribution

It introduces a probabilistic decomposition-synthesis approach for response pdfs, including analytical formulas for special cases and application to high-dimensional systems, improving computational efficiency and accuracy.

Findings

Accurately captures heavy-tailed response distributions far from the mean.

Provides semi-analytical formulas with low computational cost.

Validates results against Monte Carlo simulations, showing high accuracy.

Abstract

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