A new adaptive approach of the Metropolis-Hastings algorithm applied to structural damage identification using time domain data
| Autor: | Leonardo Tavares Stutz, Diego C. Knupp, A.J. Silva Neto, Josiele da Silva Teixeira |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Markov chain
Computer science Applied Mathematics Bayesian probability Posterior probability Markov chain Monte Carlo 02 engineering and technology Inverse problem Bayesian inference 01 natural sciences symbols.namesake 020303 mechanical engineering & transports Metropolis–Hastings algorithm 0203 mechanical engineering Modeling and Simulation 0103 physical sciences symbols Time domain 010301 acoustics Algorithm |
| Zdroj: | Applied Mathematical Modelling. 82:587-606 |
| ISSN: | 0307-904X |
| DOI: | 10.1016/j.apm.2020.01.021 |
| Popis: | In the present work, the formulation and solution of the inverse problem of structural damage identification is presented based on the Bayesian inference, a powerful approach that has been widely used for the formulation of inverse problems in a statistical framework. The structural damage is continuously described by a cohesion field, which is spatially discretized by the finite element method, and the solution of the inverse problem of damage identification, from the Bayesian point of view, is the posterior probability densities of the nodal cohesion parameters. In this approach, prior information about the parameters of interest and the quantification of the uncertainties related to the magnitudes measured can be used to estimate the sought parameters. Markov Chain Monte Carlo (MCMC) method, implemented via the Metropolis-Hastings (MH) algorithm, is commonly used to sample such densities. However, the conventional MH algorithm may present some difficulties, for instance, in high dimensional problems or when the parameters of interest are highly correlated or the posterior probability density is very peaked. In order to overcome these difficulties, a new adaptive MH algorithm (P-AMH) is proposed in the present work. Numerical results related to an inverse problem of damage identification in a simply supported Euler-Bernoulli beam are presented. Synthetic experimental time domain data, obtained with different damage scenarios, and noise levels, were addressed with the aim at assessing the proposed damage identification approach. An adaptive MH algorithm (H-AMH) and the conventional MH algorithm, already consolidated in the literature, were also considered for comparison purposes. The numerical results show that both adaptive algorithms outperformed the conventional MH. Besides, the P-AMH provided Markov chains with faster convergence and better mixing than the ones provided by the H-AMH. |
| Databáze: | OpenAIRE |
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