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A MONTE-CARLO METHOD BASED ON 1ST-ORDER AND 2ND-ORDER RELIABILITY APPROXIMATIONS

SWEETING, TJ; FINN, AF; (1992) A MONTE-CARLO METHOD BASED ON 1ST-ORDER AND 2ND-ORDER RELIABILITY APPROXIMATIONS. STRUCT SAF , 11 (3-4) 203 - 212.

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Abstract

A Monte Carlo sampling method based on both first- and second-order approximations to the failure region is proposed for the calculation of structural failure probabilities. The method applies to smooth failure surfaces and involves consideration of the hyperplane tangential to the failure surface at the design point and a hyperparabolic approximation to the failure surface. The efficiency of the method is illustrated with two examples and comparisons made with some other Monte Carlo methods.

Type:Article
Title:A MONTE-CARLO METHOD BASED ON 1ST-ORDER AND 2ND-ORDER RELIABILITY APPROXIMATIONS
Keywords:SAFETY, RELIABILITY, PROBABILITY OF FAILURE, MONTE-CARLO APPROXIMATION, STRUCTURAL RELIABILITY, PROBABILITY
UCL classification:UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science

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