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Using Monte Carlo Simulation to Treat Physical Uncertainties in Structural Reliability

In: Coping with Uncertainty

Author

Listed:
  • D. C. Charmpis

    (Leopold-Franzens University)

  • G. I. Schuëller

    (Leopold-Franzens University)

Abstract

This chapter is concerned with the estimation of the reliability of structures in view of physical uncertainties encountered due to the inherent variability in structural properties and loads. In this respect, methods based on the traditional Monte Carlo simulation method are employed to deal with probabilistically modeled uncertainties. Hence, suitable variance reduction techniques and efficient computational procedures are presented, in order to alleviate the high processing demands associated with Monte Carlo computations and make the overall reliability estimation process more tractable in practice. The focus of this chapter is on statistically high-dimensional problems, which involve large numbers of random variables. The merits of some of the techniques and algorithms described are demonstrated with two application examples.

Suggested Citation

  • D. C. Charmpis & G. I. Schuëller, 2006. "Using Monte Carlo Simulation to Treat Physical Uncertainties in Structural Reliability," Lecture Notes in Economics and Mathematical Systems, in: Coping with Uncertainty, pages 67-83, Springer.
    • Handle: RePEc:spr:lnechp:978-3-540-35262-4_4
    DOI: 10.1007/3-540-35262-7_4
    as

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