Monte Carlo and variance reduction methods for structural reliability analysis: A comprehensive review
C Song, R Kawai - Probabilistic Engineering Mechanics, 2023 - Elsevier
Monte Carlo methods have attracted constant and even increasing attention in structural
reliability analysis with a wide variety of developments seamlessly presented over decades …
reliability analysis with a wide variety of developments seamlessly presented over decades …
Uncertain linear systems in dynamics: Retrospective and recent developments by stochastic approaches
GI Schuëller, HJ Pradlwarter - Engineering Structures, 2009 - Elsevier
This paper provides an overview along with a critical appraisal of available methods for
uncertainty propagation of linear systems subjected to dynamic loading. All uncertain …
uncertainty propagation of linear systems subjected to dynamic loading. All uncertain …
Adaptive sparse polynomial chaos expansions for uncertainty propagation and sensitivity analysis
G Blatman - 2009 - inis.iaea.org
Mathematical models are widely used in many science disciplines, such as physics, biology
and meteorology. They are aimed at better understanding and explaining real-world …
and meteorology. They are aimed at better understanding and explaining real-world …
Bayesian post-processor and other enhancements of Subset Simulation for estimating failure probabilities in high dimensions
Estimation of small failure probabilities is one of the most important and challenging
computational problems in reliability engineering. The failure probability is usually given by …
computational problems in reliability engineering. The failure probability is usually given by …
Meta-models for structural reliability and uncertainty quantification
B Sudret - arXiv preprint arXiv:1203.2062, 2012 - arxiv.org
A meta-model (or a surrogate model) is the modern name for what was traditionally called a
response surface. It is intended to mimic the behaviour of a computational model M (eg a …
response surface. It is intended to mimic the behaviour of a computational model M (eg a …
Matlab codes of Subset Simulation for reliability analysis and structural optimization
This paper presents two efficient and compact Matlab codes of Subset Simulation for
reliability analysis and structural optimization. The codes for reliability analysis and structural …
reliability analysis and structural optimization. The codes for reliability analysis and structural …
A generalized subset simulation approach for estimating small failure probabilities of multiple stochastic responses
Estimating failure probabilities of multiple stochastic responses using a single run of Subset
Simulation remains a challenging task in structural reliability analysis. To address this issue …
Simulation remains a challenging task in structural reliability analysis. To address this issue …
Quantitative risk assessment of landslides with direct simulation of pre-failure to post-failure behaviors
Most previous studies on the quantitative risk assessment (QRA) of landslides focused on
the probability of slope failure at the pre-failure stage and adopted empirical models for …
the probability of slope failure at the pre-failure stage and adopted empirical models for …
Rare event simulation in finite-infinite dimensional space
Modern engineering systems are becoming increasingly complex. Assessing their risk by
simulation is intimately related to the efficient generation of rare failure events. Subset …
simulation is intimately related to the efficient generation of rare failure events. Subset …
A refined subset simulation for the reliability analysis using the subset control variate
The reliability analysis of an engineering system with a small failure probability (P f) and a
complex-geometry performance function is a major challenge in the probabilistic …
complex-geometry performance function is a major challenge in the probabilistic …