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On Latin hypercube sampling for structural reliability analysis
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DOI：10.1016/S0167-4730(02)00039-5.png)
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Latin hypercube sampling is suggested as a tool to improve the efficiency of different importance sampling methods for structural reliability analysis. In simple importance sampling, where the sampling centre is moved from the origin to the design point, standard Monte Carlo sampling can be replaced by Latin hypercube sampling. The efficiency improvement is then highly dependent on the choice of sampling directions. Different versions of Latin hypercube sampling are also successfully employed to improve the more efficient axis orthogonal importance sampling method. By means of different numerical examples, it is shown that more than 50% of the computer effort can be saved by using Latin hypercubes instead of simple Monte Carlo in importance sampling. The exact savings, however, are dependent on details in the use of Latin hypercubes and on the shape of the failure surfaces of the problems. (C) 2002 Elsevier Science Ltd. All rights reserved.
Keyword:
Latin hypercube sampling
reliability
FORM
importance sampling
axis orthogonal
directional sampling
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