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arXiv · 2609.13799

First-passage reliability sensitivity analysis of linear systems subjected to non-Gaussian wind excitations by surface decomposition method

Jianhua Xian·Sai Hung Cheung·Cheng Su
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Abstract

This contribution develops a surface decomposition method for first-passage dynamic reliability sensitivity analysis of linear systems exposed to non-Gaussian wind excitations. The first-passage failure probability sensitivity is formulated as a system surface integral over a highly non-smooth and high-dimensional hypersurface. This complex integral is first decomposed into a collection of component surface integrals over the truncated smooth quadratic hypersurfaces. The dominant components are then identified based on the relative magnitudes of the first-order approximations of the component failure probabilities. A nested sampling algorithm is constructed to efficiently estimate the sum of these component surface integrals, in which the number of system limit-state function evaluations equals the number of outer-level samples while remaining independent of the inner-level sample size. A key advantage of the present approach is that the function evaluation results can be reused across different design parameters. Two numerical examples are explored to demonstrate the effectiveness of the proposed method. The results indicate that the number of function evaluations required is typically below 100 to achieve a target coefficient of variation of 0.1.

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Jianhua Xian, Sai Hung Cheung, Cheng Su. 2026-09-12. First-passage reliability sensitivity analysis of linear systems subjected to non-Gaussian wind excitations by surface decomposition method. https://arxiv.org/abs/2609.13799

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