Application of low-discrepancy sampling method in structural reliability analysis

作者: Hongzhe Dai , Wei Wang

DOI: 10.1016/J.STRUSAFE.2008.03.001

关键词:

摘要: This study introduces and investigates various low-discrepancy sequences then develops a new procedure in which the are combined with importance sampling technique to estimate failure probability. proposed method is based on concept that deterministic of points can significantly improve accuracy classical Monte Carlo (MC) over purely random sampling. Different benchmark examples verify more accurate same number samples has faster rate convergence order achieve given when compared MC method. Therefore, shows great potential for improving efficiency MC-based simulation structural reliability analysis.

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