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Separable Monte Carlo simulation applied to structures reliability

  • Jianghua Hu*
  • , Songhe Meng
  • , Yanwei Zhu
  • *Corresponding author for this work
  • Harbin Institute of Technology

Research output: Contribution to journalArticlepeer-review

Abstract

To solve the uncertainty reliability problem of a high reliability structure, a separable Monte Carlo (SMC) method based on crude Monte Carlo (CMC) method and Condition expectation (CE) method is proposed. The method uses different sample size of response and capacity, and replaces the distribution function of CE with empirical distribution function of sample of SMC. Practical example of reliability shows that SMC method not only solves the calculation cost, but also improves the calculation precision, it can be applied to uncertainty reliability problem of structures.

Original languageEnglish
Pages (from-to)89-93
Number of pages5
JournalHarbin Gongye Daxue Xuebao/Journal of Harbin Institute of Technology
Volume45
Issue number1
StatePublished - Jan 2013

Keywords

  • Condition expectation
  • Crude Monte Carlo
  • High reliability structure
  • Separable monte carloo
  • Uncertainty

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