Sensitivity Evaluation of Simulation Methods for Reliability Assessment

by Bilal M. Ayyub, Univ of Maryland, College Park, United States,
Chao-Yi Chia, Univ of Maryland, College Park, United States,

Document Type: Proceeding Paper

Part of: Probabilistic Mechanics and Structural and Geotechnical Reliability


Commonly used reliability assessment methods include the first-order methods, second-order methods, and Monte Carlo simulation methods with or without variance reduction techniques. The main objectives of this paper are to suggest a generalization of the conditional expectation (GCE) method in simulation-based structural reliability assessment, and to study the sensitivity of reliability methods (such as importance sampling and second-moment methods) used in conjunction with the GCE method to the variations in their parameters. Example results based on the proposed method will be compared to the results based on other structural reliability assessment methods. Based on recent findings, the generalized conditional expectation method resulted in stabilizing the estimation process of the probability of failure according to specified performance functions, reducing the dimensionality of the reliability assessment problem, and expediting convergence.

Subject Headings: Sensitivity analysis | Structural analysis | Structural reliability | Parameters (statistics) | Convergence (mathematics) | Monte Carlo method | Probability | Failure analysis | Monaco | Europe

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