Efficient Structural System Reliability Assessment by Monte-Carlo Methods

by D. Verma, Case Western Reserve Univ, United States,
G. Fu, Case Western Reserve Univ, United States,
Fred Moses, Case Western Reserve Univ, United States,



Document Type: Proceeding Paper

Part of: Structural Safety and Reliability

Abstract: Monte Carlo methods can be used to good advantage since the required probability of failure is formulated as a multi-dimensional integral of the probability density function of the basic variables over the system failure domain (which may not have a simple boundary). However, standard variance reduction techniques e.g. importance sampling or conditional Monte Carlo methods like directional simulation must be employed to obtain accurate estimates of the required probability with reasonable computational effort. The paper examines such importance sampling and directional simulation methods. Comparisons of accuracies and efficiencies are given. Finally, examples illustrating the procedure are presented, highlighting the advantages and disadvantages of each method.

Subject Headings: System reliability | Structural reliability | Structural systems | Failure analysis | Structural analysis | Monte Carlo method | Probability | Structural failures | Europe | Monaco | Monte Carlo

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