A critical appraisal of reliability estimation procedures for high dimensions

G I  Schueller; H J  Pradlwarter; Phaedon-Stelios Koutsourelakis

doi:10.1016/j.probengmech.2004.05.004

A critical appraisal of reliability estimation procedures for high dimensions

G I Schueller
, H J Pradlwarter
, Phaedon-Stelios Koutsourelakis

Research output: Contribution to journal › Article › peer-review

488 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	463-474
Number of pages	12
Journal	Probabilistic Engineering Mechanics
Volume	19
Issue number	4
DOIs	https://doi.org/10.1016/j.probengmech.2004.05.004
Publication status	Published - Oct 2004

Keywords

stochastic structural mechanics
reliability
Monte Carlo simulation
variance reduction techniques
approximate methods
STRUCTURAL RELIABILITY
FAILURE PROBABILITIES
DISTRIBUTIONS

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10.1016/j.probengmech.2004.05.004

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title = "A critical appraisal of reliability estimation procedures for high dimensions",

abstract = "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.",

keywords = "stochastic structural mechanics, reliability, Monte Carlo simulation, variance reduction techniques, approximate methods, STRUCTURAL RELIABILITY, FAILURE PROBABILITIES, DISTRIBUTIONS",

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AU - Schueller, G I

AU - Pradlwarter, H J

AU - Koutsourelakis, Phaedon-Stelios

PY - 2004/10

Y1 - 2004/10

N2 - 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.

AB - 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.

KW - stochastic structural mechanics

KW - reliability

KW - Monte Carlo simulation

KW - variance reduction techniques

KW - approximate methods

KW - STRUCTURAL RELIABILITY

KW - FAILURE PROBABILITIES

KW - DISTRIBUTIONS

U2 - 10.1016/j.probengmech.2004.05.004

DO - 10.1016/j.probengmech.2004.05.004

M3 - Article

SN - 0266-8920

VL - 19

SP - 463

EP - 474

JO - Probabilistic Engineering Mechanics

JF - Probabilistic Engineering Mechanics

IS - 4

ER -

A critical appraisal of reliability estimation procedures for high dimensions

Abstract

Keywords

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