Adaptive sampling — an iterative fast Monte Carlo procedure
1988; Elsevier BV; Volume: 5; Issue: 2 Linguagem: Inglês
10.1016/0167-4730(88)90020-3
ISSN1879-3355
Autores Tópico(s)Concrete Corrosion and Durability
ResumoAn iterative Monte-Carlo simulation procedure for structural analysis is suggested. This proposed new approach utilizes results from simulation to adapt the importance sampling density to the specific problem. Considerable reduction of the statistical error of the estimated failure probability is achieved. Most important, problems connected with optimization procedures commonly used in structural reliability are avoided. This makes the suggested procedure especially attractive for systems reliability analyses.
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