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System reliability analysis by enhanced Monte Carlo simulation
Authors:A. Naess   B.J. Leira  O. Batsevych
Affiliation:aCentre for Ships and Ocean Structures & Department of Mathematical Sciences, Norwegian University of Science and Technology, NO-7491 Trondheim, Norway;bDepartment of Marine Technology, Norwegian University of Science and Technology, NO-7491 Trondheim, Norway;cCentre for Ships and Ocean Structures, Norwegian University of Science and Technology, NO-7491 Trondheim, Norway
Abstract:
The main focus of this paper is on the development of a Monte Carlo based method for estimating the reliability of structural systems. The use of Monte Carlo methods for system reliability analysis has several attractive features, the most important being that the failure criterion is usually relatively easy to check almost irrespective of the complexity of the system. The flip side of such methods is the amount of computational efforts that may be involved. However, by reformulating the reliability problem to depend on a parameter and exploiting the regularity of the failure probability as a function of this parameter, it is shown that a substantial reduction of the computational efforts involved can be obtained.
Keywords:System reliability   Monte Carlo simulation   Optimized extrapolation   Asymptotic prediction
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