Quantitative property of MF-discrepancy and efficient point-selection strategy for the nonlinear stochastic response analysis of structures with random parameters

Abstract

The response analysis of high-dimensional and strongly nonlinear systems with random parameters remains a significant challenge in stochastic computational mechanics. To address this challenge, some methods based on the high-efficacy point sets have been developed, in which efficient global-point-set methods represented by low-discrepancy are of paramount importance in generating representative point sets. Several discrepancies including the extended F-discrepancy (EF-discrepancy) and the generalized F-discrepancy (GF-discrepancy) have been introduced to assess the uniformity and the efficacy of a representative point set. In such context, a maximal marginal EF-discrepancy (MF-discrepancy), which is an extended form of the GF-discrepancy, is proposed in this paper and then the properties of the MF-discrepancy are studied in detail. The probability distribution of the MF-discrepancy is derived, including a rigorous proof for random point sets and a model based on an assumption for some generic point sets. A generalized Koksma-Hlawka inequality is established accordingly to govern the worst error estimate. The lowest bound of the MF-discrepancy is given, and two intuitive quantitative indices are proposed to measure the goodness of the MF-discrepancy. Based on the lowest bound, an enhanced point-selection strategy with a unified theoretical framework for minimizing the MF-discrepancy is proposed. In this framework, locally minimizing the MF-discrepancy yields the two-step point-selection method, and a new point-selection strategy is proposed based on the global minimization of the MF-discrepancy, which is verified to be efficient and robust, especially in high-dimensional cases. Several numerical examples, including a 2-story shear frame, a 10-story shear frame, and a 10-story reinforced concrete frame structure modeled by the finite element method, are studied, verifying the efficiency and the robustness of the proposed point-selection strategy.