No abstract

In recent years, Bayesian model updating techniques based on measured data have been applied to system identification of structures and to structural health monitoring. A fully probabilistic Bayesian model updating approach provides a robust and rigorous framework for these applications due to its ability to characterize modeling uncertainties associated with the underlying structural system and to its exclusive foundation on the probability axioms. The plausibility of each structural model within a set of possible models, given the measured data, is quantified by the joint posterior probability density function of the model parameters. This Bayesian approach requires the evaluation of multidimensional integrals, and this usually cannot be done analytically. Recently, some Markov chain Monte Carlo simulation methods have been developed to solve the Bayesian model updating problem. However, in general, the efficiency of these proposed approaches is adversely affected by the dimension of the model parameter space. In this paper, the Hybrid Monte Carlo method is investigated ͑also known as Hamiltonian Markov chain method͒, and we show how it can be used to solve higher-dimensional Bayesian model updating problems. Practical issues for the feasibility of the Hybrid Monte Carlo method to such problems are addressed, and improvements are proposed to make it more effective and efficient for solving such model updating problems. New formulae for Markov chain convergence assessment are derived. The effectiveness of the proposed approach for Bayesian model updating of structural dynamic models with many uncertain parameters is illustrated with a simulated data example involving a ten-story building that has 31 model parameters to be updated.

In recent years, Bayesian model updating techniques based on dynamic data have been applied in system identification and structural health monitoring. Because of modeling uncertainty, a set of competing candidate model classes may be available to represent a system and it is then desirable to assess the plausibility of each model class based on system data. Bayesian model class assessment may then be used, which is based on the posterior probability of the different candidates for representing the system. If more than one model class has significant posterior probability, then Bayesian model class averaging provides a coherent mechanism to incorporate all of these model classes in making probabilistic predictions for the system response. This Bayesian model assessment and averaging requires calculation of the evidence for each model class based on the system data, which requires the evaluation of a multi-dimensional integral involving the product of the likelihood and prior defined by the model class. In this article, a general method for calculating the evidence is proposed based on using posterior samples from any Markov Chain Monte Carlo algorithm. The effectiveness of the proposed method is illustrated by Bayesian model updating and assessment using simulated earthquake data from a ten-story nonclassically damped building responding linearly and a four-story building responding inelastically.

In recent years, Bayesian model updating techniques based on measured data have been applied to many engineering and applied science problems. At the same time, parallel computational platforms are becoming increasingly more powerful and are being used more frequently by the engineering and scientific communities. Bayesian techniques usually require the evaluation of multi-dimensional integrals related to the posterior probability density function (PDF) of uncertain model parameters. The fact that such integrals cannot be computed analytically motivates the research of stochastic simulation methods for sampling posterior PDFs. One such algorithm is the adaptive multilevel stochastic simulation algorithm (AMSSA). In this paper we discuss the parallelization of AMSSA, formulating the necessary load balancing step as a binary integer programming problem. We present a variety of results showing the effectiveness of load balancing on the overall performance of AMSSA in a parallel computational environment.