On Latin hypercube sampling for structural reliability analysis
Författare
Summary, in English
Latin hypercube sampling is suggested as a tool to improve the efficiency of different importance sampling methods for structural reliability analysis. In simple importance sampling, where the sampling centre is moved from the origin to the design point, standard Monte Carlo sampling can be replaced by Latin hypercube sampling. The efficiency improvement is then highly dependent on the choice of sampling directions. Different versions of Latin hypercube sampling are also successfully employed to improve the more efficient axis orthogonal importance sampling method. By means of different numerical examples, it is shown that more than 50% of the computer effort can be saved by using Latin hypercubes instead of simple Monte Carlo in importance sampling. The exact savings, however, are dependent on details in the use of Latin hypercubes and on the shape of the failure surfaces of the problems. (C) 2002 Elsevier Science Ltd. All rights reserved.
Avdelning/ar
Publiceringsår
2003
Språk
Engelska
Sidor
47-68
Publikation/Tidskrift/Serie
Structural Safety
Volym
25
Issue
1
Dokumenttyp
Artikel i tidskrift
Förlag
Elsevier
Ämne
- Mechanical Engineering
Nyckelord
- orthogonal
- reliability
- Latin hypercube sampling
- FORM
- axis
- importance sampling
- directional sampling
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 0167-4730