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A Monte Carlo method based on first- and second-order reliability approximations
Authors:T. J. Sweeting and A. F. Finn
Affiliation:

Department of Mathematical and Computing Sciences, University of Surrey, Guildford, Surrey GU2 5XH, United Kingdom

Abstract:
A Monte Carlo sampling method based on both first- and second-order approximations to the failure region is proposed for the calculation of structural failure probabilities. The method applies to smooth failure surfaes and involves consideration of the hyperplane tangential to the failure surface at the design point and a hyperparabolic approximation to the failure surface. The efficiency of the method is illustrated with two examples and comparisons made with some other Monte Carlo methods.
Keywords:safety   reliability   probability of failure   Monte Carlo approximation
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