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

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

doi:10.1016/j.probengmech.2004.05.001

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

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

University of Innsbruck

Research output: Contribution to journal › Article › peer-review

347 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 language	English
Pages (from-to)	409-417
Number of pages	9
Journal	Probabilistic Engineering Mechanics
Volume	19
Issue number	4
DOIs	https://doi.org/10.1016/j.probengmech.2004.05.001
State	Published - Oct 2004
Externally published	Yes

Keywords

Line sampling
Markov Chain Monte Carlo
Reliability
Simulation

Access to Document

10.1016/j.probengmech.2004.05.001

Cite this

@article{f22619589edb40d49803b585ad427535,

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

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.",

keywords = "Line sampling, Markov Chain Monte Carlo, Reliability, Simulation",

author = "Koutsourelakis, {P. S.} and Pradlwarter, {H. J.} and Schu{\"e}ller, {G. I.}",

note = "Funding Information: This project was funded by the Austrian Research Council (FWF) under contract P16769-N12. Their support is gratefully appreciated.",

year = "2004",

month = oct,

doi = "10.1016/j.probengmech.2004.05.001",

language = "English",

volume = "19",

pages = "409--417",

journal = "Probabilistic Engineering Mechanics",

issn = "0266-8920",

publisher = "Elsevier Ltd.",

number = "4",

}

TY - JOUR

T1 - Reliability of structures in high dimensions, part I

T2 - Algorithms and applications

AU - Koutsourelakis, P. S.

AU - Pradlwarter, H. J.

AU - Schuëller, G. I.

N1 - Funding Information: This project was funded by the Austrian Research Council (FWF) under contract P16769-N12. Their support is gratefully appreciated.

PY - 2004/10

Y1 - 2004/10

N2 - 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.

AB - 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.

KW - Line sampling

KW - Markov Chain Monte Carlo

KW - Reliability

KW - Simulation

UR - http://www.scopus.com/inward/record.url?scp=4644346521&partnerID=8YFLogxK

U2 - 10.1016/j.probengmech.2004.05.001

DO - 10.1016/j.probengmech.2004.05.001

M3 - Article

AN - SCOPUS:4644346521

SN - 0266-8920

VL - 19

SP - 409

EP - 417

JO - Probabilistic Engineering Mechanics

JF - Probabilistic Engineering Mechanics

IS - 4

ER -

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

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this