Institute of Engineering Mechanics, Leopold-Franzens University, Technikerstrasse 13, A-6020, Innsbruck, Austria
Abstract:
The present paper is concerned with the estimation of structural reliability when a large number of random variables is present. A sampling technique which uses lines in order to probe the failure domain, is presented. The latter is employed in conjunction with a stepwise procedure which makes use of Markov Chains. The resulting algorithm exhibits accelerated convergence.