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

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

doi:10.1016/j.probengmech.2004.05.001

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

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

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

325 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 language	English
Pages (from-to)	409-417
Number of pages	9
Journal	Probabilistic Engineering Mechanics
Volume	19
Issue number	4
DOIs	https://doi.org/10.1016/j.probengmech.2004.05.001
Publication status	Published - Oct 2004

Keywords

reliability
simulation
line sampling
Markov chain Monte Carlo
PROBABILITIES

Access to Document

10.1016/j.probengmech.2004.05.001

Cite this

@article{d7889e48caca4049a5df0987df32c841,

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

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.",

keywords = "reliability, simulation, line sampling, Markov chain Monte Carlo, PROBABILITIES",

author = "Phadeon-Stelios Koutsourelakis and Pradlwarter, {H J} and Schueller, {G I}",

year = "2004",

month = oct,

doi = "10.1016/j.probengmech.2004.05.001",

language = "English",

volume = "19",

pages = "409--417",

journal = "Probabilistic Engineering Mechanics",

issn = "0266-8920",

publisher = "Elsevier",

number = "4",

}

TY - JOUR

T1 - Reliability of structures in high dimensions, part I: algorithms and applications

AU - Koutsourelakis, Phadeon-Stelios

AU - Pradlwarter, H J

AU - Schueller, G I

PY - 2004/10

Y1 - 2004/10

N2 - 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.

AB - 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.

KW - reliability

KW - simulation

KW - line sampling

KW - Markov chain Monte Carlo

KW - PROBABILITIES

U2 - 10.1016/j.probengmech.2004.05.001

DO - 10.1016/j.probengmech.2004.05.001

M3 - Article

SN - 0266-8920

VL - 19

SP - 409

EP - 417

JO - Probabilistic Engineering Mechanics

JF - Probabilistic Engineering Mechanics

IS - 4

ER -

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

Abstract

Keywords

Access to Document

Fingerprint

Cite this