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

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362 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

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10.1016/j.probengmech.2004.05.001

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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.",

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AU - Schueller, G I

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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.

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KW - simulation

KW - line sampling

KW - Markov chain Monte Carlo

KW - PROBABILITIES

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EP - 417

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

Abstract

Keywords

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