DOI QR코드

DOI QR Code

Adaptive kernel method for evaluating structural system reliability

  • Wang, G.S. (Department of Civil & Environmental Engineering University of California) ;
  • Ang, A.H.S. (Department of Civil & Environmental Engineering University of California) ;
  • Lee, J.C. (Department of Civil & Environmental Engineering University of California)
  • 발행 : 1997.03.25

초록

Importance sampling methods have been developed with the aim of reducing the computational costs inherent in Monte Carlo methods. This study proposes a new algorithm called the adaptive kernel method which combines and modifies some of the concepts from adaptive sampling and the simple kernel method to evaluate the structural reliability of time variant problems. The essence of the resulting algorithm is to select an appropriate starting point from which the importance sampling density can be generated efficiently. Numerical results show that the method is unbiased and substantially increases the efficiency over other methods.

키워드

참고문헌

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피인용 문헌

  1. Evaluation of accuracy and efficiency of some simulation and sampling methods in structural reliability analysis vol.27, pp.4, 2005, https://doi.org/10.1016/j.strusafe.2005.05.001
  2. Reliability-based assessment of damaged concrete buildings vol.65, pp.6, 1997, https://doi.org/10.12989/sem.2018.65.6.751