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
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