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On Latin hypercube ...
On Latin hypercube sampling for structural reliability analysis
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- Olsson, Anders (author)
- Lund University,Lunds universitet,Byggnadsmekanik,Institutionen för byggvetenskaper,Institutioner vid LTH,Lunds Tekniska Högskola,Structural Mechanics,Department of Construction Sciences,Departments at LTH,Faculty of Engineering, LTH
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- Sandberg, Göran (author)
- Lund University,Lunds universitet,Byggnadsmekanik,Institutionen för byggvetenskaper,Institutioner vid LTH,Lunds Tekniska Högskola,Structural Mechanics,Department of Construction Sciences,Departments at LTH,Faculty of Engineering, LTH
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- Dahlblom, Ola (author)
- Lund University,Lunds universitet,Byggnadsmekanik,Institutionen för byggvetenskaper,Institutioner vid LTH,Lunds Tekniska Högskola,Structural Mechanics,Department of Construction Sciences,Departments at LTH,Faculty of Engineering, LTH
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(creator_code:org_t)
- 2003
- 2003
- English.
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In: Structural Safety. - 0167-4730. ; 25:1, s. 47-68
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Abstract
Subject headings
Close
- 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.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Maskinteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Mechanical Engineering (hsv//eng)
Keyword
- orthogonal
- reliability
- Latin hypercube sampling
- FORM
- axis
- importance sampling
- directional sampling
Publication and Content Type
- art (subject category)
- ref (subject category)
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