Journal ArticleDOI
Application of line sampling simulation method to reliability benchmark problems
TLDR
In this paper, a line sampling procedure was developed for estimating the reliability of static and dynamical systems with random properties, and the efficiency and accuracy of the method was shown by application to the subset of the entire spectrum of the posed benchmark problems.About:
This article is published in Structural Safety.The article was published on 2007-07-01. It has received 244 citations till now. The article focuses on the topics: Subset simulation & Importance sampling.read more
Citations
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Journal ArticleDOI
Computational methods in optimization considering uncertainties – An overview
TL;DR: In this article, the authors present a brief survey on some of the most relevant developments in the field of optimization under uncertainty, including reliability-based optimization, robust design optimization and model updating.
Journal ArticleDOI
Sequential design of computer experiments for the estimation of a probability of failure
TL;DR: SUR (stepwise uncertainty reduction) strategies are derived from a Bayesian formulation of the problem of estimating a probability of failure of a function f using a Gaussian process model of f and aim at performing evaluations of f as efficiently as possible to infer the value of the probabilities of failure.
Journal ArticleDOI
LIF: A new Kriging based learning function and its application to structural reliability analysis
TL;DR: Results show that LIF and the new method proposed in this research are very efficient when dealing with nonlinear performance function, small probability, complicated limit state and engineering problems with high dimension.
Book
Parameter Sensitivity in Nonlinear Mechanics: Theory and Finite Element Computations
TL;DR: In this paper, the basic concepts of Nonlinear Quasi-Static Problems at Regular States are discussed. And the concepts of Shape Sensitivity and Post-Buckling are discussed as well.
Journal ArticleDOI
Benchmark Study on Reliability Estimation in Higher Dimensions of Structural Systems – An Overview
TL;DR: In this paper, a Benchmark study on reliability estimation of structural systems is presented, which attempts to assess various recently proposed alternative procedures for reliability estimation with respect to their accuracy and computational efficiency.
References
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Journal ArticleDOI
Estimation of Small Failure Probabilities in High Dimensions by Subset Simulation
Siu-Kui Au,James L. Beck +1 more
TL;DR: In this article, a set simulation approach is proposed to compute small failure probabilities encountered in reliability analysis of engineering systems, which can be expressed as a product of larger conditional failure probabilities by introducing intermediate failure events.
Journal ArticleDOI
A new adaptive importance sampling scheme for reliability calculations
Siu-Kui Au,James L. Beck +1 more
TL;DR: In this paper, an adaptive importance sampling methodology is proposed to compute the multidimensional integrals encountered in reliability analysis, which is based on a Markov simulation algorithm due to Metropolis et al.
Journal ArticleDOI
A critical appraisal of reliability estimation procedures for high dimensions
TL;DR: A critical appraisal of reliability procedures for high dimensions is presented and it is observed that some types of Monte Carlo based simulation procedures in fact are capable of treating high dimensional problems.
Journal ArticleDOI
Reliability of structures in high dimensions, part I: algorithms and applications
TL;DR: A sampling technique which uses lines in order to probe the failure domain, which is employed in conjunction with a stepwise procedure which makes use of Markov Chains and exhibits accelerated convergence.
Book
Parameter sensitivity in nonlinear mechanics : theory and finite element computations
TL;DR: In this paper, the basic concepts of Nonlinear Quasi-Static Problems at Regular States are discussed. And the concepts of Shape Sensitivity and Post-Buckling are discussed as well.
Related Papers (5)
Estimation of Small Failure Probabilities in High Dimensions by Subset Simulation
Siu-Kui Au,James L. Beck +1 more