Reliability of structures in high dimensions. Part II. Theoretical validation

P. S. Koutsourelakis

doi:10.1016/j.probengmech.2004.05.002

Reliability of structures in high dimensions. Part II. Theoretical validation

P. S. Koutsourelakis

University of Innsbruck

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

42 Scopus citations

Abstract

The novel procedure for the estimation of structural reliability for high dimensional problems was described. The proofs on the convergence rates of the estimators were provided which was used for the calculation of the failure probability. The upper bounds on the coefficients of variation of the estimators used at intermediate steps as well as for the failure probability were also provided. It was observed that distinct estimators were used for each term of the series.

Original language	English
Pages (from-to)	419-423
Number of pages	5
Journal	Probabilistic Engineering Mechanics
Volume	19
Issue number	4
DOIs	https://doi.org/10.1016/j.probengmech.2004.05.002
State	Published - Oct 2004
Externally published	Yes

Keywords

Line sampling
Markov chain Monte Carlo
Reliability
Simulation

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abstract = "The novel procedure for the estimation of structural reliability for high dimensional problems was described. The proofs on the convergence rates of the estimators were provided which was used for the calculation of the failure probability. The upper bounds on the coefficients of variation of the estimators used at intermediate steps as well as for the failure probability were also provided. It was observed that distinct estimators were used for each term of the series.",

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

author = "Koutsourelakis, {P. S.}",

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

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AB - The novel procedure for the estimation of structural reliability for high dimensional problems was described. The proofs on the convergence rates of the estimators were provided which was used for the calculation of the failure probability. The upper bounds on the coefficients of variation of the estimators used at intermediate steps as well as for the failure probability were also provided. It was observed that distinct estimators were used for each term of the series.

KW - Line sampling

KW - Markov chain Monte Carlo

KW - Reliability

KW - Simulation

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JO - Probabilistic Engineering Mechanics

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ER -

Reliability of structures in high dimensions. Part II. Theoretical validation

Abstract

Keywords

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