Koutsourelakis, P. S.; Pradlwarter, H. J.; Schueller, G. I.
Titel:
Reliability of structures in high dimensions, part I: algorithms and applications
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. (C) 2004 Elsevier Ltd. All rights reserved.