Reliability of structures in high dimensions, part I: Algorithms and applications

P. S. Koutsourelakis, H. J. Pradlwarter, G. I. Schuëller

Research output: Contribution to journalArticlepeer-review

314 Scopus citations

Abstract

The present paper is concerned with the estimation of structural reliability when a large number of random variables is present. A sampling technique which uses lines in order to probe the failure domain, is presented. The latter is employed in conjunction with a stepwise procedure which makes use of Markov Chains. The resulting algorithm exhibits accelerated convergence.

Original languageEnglish
Pages (from-to)409-417
Number of pages9
JournalProbabilistic Engineering Mechanics
Volume19
Issue number4
DOIs
StatePublished - Oct 2004
Externally publishedYes

Keywords

  • Line sampling
  • Markov Chain Monte Carlo
  • Reliability
  • Simulation

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