A critical appraisal of reliability procedures for high dimensions is presented. Available approximate methods and methods based on Monte Carlo simulation are discussed. It is shown that procedures which perform well in low dimensions may become impractical if the dimension increases considerably or tends to infinity. It is observed that some types of Monte Carlo based simulation procedures in fact are capable of treating high dimensional problems. (C) 2004 Elsevier Ltd. All rights reserved.
- stochastic structural mechanics
- Monte Carlo simulation
- variance reduction techniques
- approximate methods
- STRUCTURAL RELIABILITY
- FAILURE PROBABILITIES