• Title of article

    Application of low-discrepancy sampling method in structural reliability analysis

  • Author/Authors

    Dai، نويسنده , , Hongzhe and Wang، نويسنده , , Wei، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2009
  • Pages
    10
  • From page
    55
  • To page
    64
  • Abstract
    This study introduces and investigates various low-discrepancy sequences and then develops a new procedure in which the low-discrepancy sequences are combined with the importance sampling technique to estimate the failure probability. This proposed low-discrepancy sampling method is based on the concept that the deterministic low-discrepancy sequences of points can significantly improve the accuracy of the classical Monte Carlo (MC) method over purely random sampling. Different benchmark examples verify that the proposed method is more accurate with the same number of samples and has a faster rate of convergence in order to achieve a given accuracy when compared with the MC method. Therefore, the low-discrepancy sampling method shows great potential for improving the accuracy and efficiency of the MC-based simulation method for structural reliability analysis.
  • Keywords
    Quasi-Monte Carlo , structural reliability , Low-discrepancy sequence , Error Bound , importance sampling
  • Journal title
    Structural Safety
  • Serial Year
    2009
  • Journal title
    Structural Safety
  • Record number

    1423763