System reliability analysis by enhanced Monte Carlo simulation

Arvid Næss

doi:10.1016/j.strusafe.2009.02.004

System reliability analysis by enhanced Monte Carlo simulation

2009-09-01

185

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DOI：10.1016/j.strusafe.2009.02.004

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The main focus of this paper is on the development of a Monte Carlo based method for estimating the reliability of structural systems. The use of Monte Carlo methods for system reliability analysis has several attractive features, the most important being that the failure criterion is usually relatively easy to check almost irrespective of the complexity of the system. The flip side of such methods is the amount of computational efforts that may be involved. However, by reformulating the reliability problem to depend on a parameter and exploiting the regularity of the failure probability as a function of this parameter, it is shown that a substantial reduction of the computational efforts involved can be obtained. (C) 2009 Published by Elsevier Ltd.

Keyword:

System reliability

Monte Carlo simulation

Optimized extrapolation

Asymptotic prediction

System reliability analysis by enhanced Monte Carlo simulation

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