Reliability of structures in high dimensions, part I: algorithms and applications

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

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    219 Citations (Scopus)

    Abstract

    The present paper is concerned with the estimation of structural reliability when a large number of random variables is present. A sampling technique which uses lines in order to probe the failure domain, is presented. The latter is employed in conjunction with a stepwise procedure which makes use of Markov Chains. The resulting algorithm exhibits accelerated convergence. (C) 2004 Elsevier Ltd. All rights reserved.

    Original languageEnglish
    Pages (from-to)409-417
    Number of pages9
    JournalProbabilistic Engineering Mechanics
    Volume19
    Issue number4
    DOIs
    Publication statusPublished - Oct 2004

    Keywords

    • reliability
    • simulation
    • line sampling
    • Markov chain Monte Carlo
    • PROBABILITIES

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