Structural Engineering and Mechanics

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Efficient Monte Carlo simulation procedures in structural uncertainty and reliability analysis - recent advances

  • Schueller, G.I. (Institute of Engineering Mechanics, University of Innsbruck)
  • Received : 2008.07.24
  • Accepted : 2009.02.03
  • Published : 2009.05.10
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Abstract

The present contribution addresses uncertainty quantification and uncertainty propagation in structural mechanics using stochastic analysis. Presently available procedures to describe uncertainties in load and resistance within a suitable mathematical framework are shortly addressed. Monte Carlo methods are proposed for studying the variability in the structural properties and for their propagation to the response. The general applicability and versatility of Monte Carlo Simulation is demonstrated in the context with computational models that have been developed for deterministic structural analysis. After discussing Direct Monte Carlo Simulation for the assessment of the response variability, some recently developed advanced Monte Carlo methods applied for reliability assessment are described, such as Importance Sampling for linear uncertain structures subjected to Gaussian loading, Line Sampling in linear dynamics and Subset simulation. The numerical example demonstrates the applicability of Line Sampling to general linear uncertain FE systems under Gaussian distributed excitation.

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