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Comparison of Sampling Schemes in Asymptotic Sampling

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F16%3APU119364" target="_blank" >RIV/00216305:26110/16:PU119364 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Comparison of Sampling Schemes in Asymptotic Sampling

  • Original language description

    This article deals with the possibility to use Asymptotic Sampling (AS) for estimation of the failure probability. The AS algorithm requires samples of multidimensional Gaussian random vector. There are many alternatives how to obtain such a sample and selection of the sampling strategy influences the performance of AS method. Three reliability problems (testing functions) are selected to test AS. First, the functions are analyzed using AS in combination with Monte Carlo designs and LHS designs optimized using Periodic Audze-Eglājs (PAE) Criterion. Afterwards, the same set of problems has been solved without AS procedure by direct estimation of failure probability. All the results are also compared with the exact value of the failure probability.

  • Czech name

  • Czech description

Classification

  • Type

    O - Miscellaneous

  • CEP classification

    JM - Structural engineering

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2016

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů