Using Monte Carlo Simulation to Treat Physical Uncertainties in Structural Reliability

D. C. Charmpis and G. I. Schuëller
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D. C. Charmpis: Leopold-Franzens University
G. I. Schuëller: Leopold-Franzens University

A chapter in Coping with Uncertainty, 2006, pp 67-83 from Springer

Abstract: Abstract This chapter is concerned with the estimation of the reliability of structures in view of physical uncertainties encountered due to the inherent variability in structural properties and loads. In this respect, methods based on the traditional Monte Carlo simulation method are employed to deal with probabilistically modeled uncertainties. Hence, suitable variance reduction techniques and efficient computational procedures are presented, in order to alleviate the high processing demands associated with Monte Carlo computations and make the overall reliability estimation process more tractable in practice. The focus of this chapter is on statistically high-dimensional problems, which involve large numbers of random variables. The merits of some of the techniques and algorithms described are demonstrated with two application examples.

Keywords: Monte Carlo Simulation; Failure Probability; Importance Sampling; Direct Monte Carlo Simulation; Structural Reliability (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-540-35262-4_4

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DOI: 10.1007/3-540-35262-7_4

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