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

被引：298

作者：

Koutsourelakis, PS ^{[1
]}

Pradlwarter, HJ ^{[1
]}

Schuëller, GI ^{[1
]}

机构：

[1] Univ Innsbruck, Inst Engn Mech, A-6020 Innsbruck, Austria

来源：

PROBABILISTIC ENGINEERING MECHANICS | 2004年 / 19卷 / 04期

基金：

澳大利亚研究理事会; 奥地利科学基金会;

关键词：

reliability; simulation; line sampling; Markov chain Monte Carlo;

D O I：

10.1016/j.probengmech.2004.05.001

中图分类号：

TH [机械、仪表工业];

学科分类号：

0802 ;

摘要：

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. (C) 2004 Elsevier Ltd. All rights reserved.

引用

页码：409 / 417

页数：9

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