Failure Probability Estimation Using Asymptotic Sampling and Its Dependence upon the Selected Sampling Scheme
Result description
The article examines the use of Asymptotic Sampling (AS) for the estimation of failure probability. The AS algorithm requires samples of multidimensional Gaussian random vectors, which may be obtained by many alternative means that influence the performance of the AS method. Several reliability problems (test functions) have been selected in order to test AS with various sampling schemes: (i) Monte Carlo designs; (ii) LHS designs optimized using the Periodic Audze-Eglājs (PAE) criterion; (iii) designs prepared using Sobol’ sequences. All results are compared with the exact failure probability value.
Keywords
Asymptotic Samplingfailure probabilityquasi-Monte CarloLHS designs
The result's identifiers
Result code in IS VaVaI
Result on the web
https://www.degruyter.com/view/j/tvsb.2017.17.issue-2/tvsb-2017-0029/tvsb-2017-0029.xml?format=INT
DOI - Digital Object Identifier
Alternative languages
Result language
angličtina
Original language name
Failure Probability Estimation Using Asymptotic Sampling and Its Dependence upon the Selected Sampling Scheme
Original language description
The article examines the use of Asymptotic Sampling (AS) for the estimation of failure probability. The AS algorithm requires samples of multidimensional Gaussian random vectors, which may be obtained by many alternative means that influence the performance of the AS method. Several reliability problems (test functions) have been selected in order to test AS with various sampling schemes: (i) Monte Carlo designs; (ii) LHS designs optimized using the Periodic Audze-Eglājs (PAE) criterion; (iii) designs prepared using Sobol’ sequences. All results are compared with the exact failure probability value.
Czech name
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Czech description
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Classification
Type
Jost - Miscellaneous article in a specialist periodical
CEP classification
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OECD FORD branch
20101 - Civil engineering
Result continuities
Project
LO1408: AdMaS UP – Advanced Building Materials, Structures and Technologies
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Transactions of the VŠB – Technical University of Ostrava, Civil Engineering Series
ISSN
1804-4824
e-ISSN
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Volume of the periodical
17
Issue of the periodical within the volume
2
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
8
Pages from-to
65-72
UT code for WoS article
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EID of the result in the Scopus database
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Result type
Jost - Miscellaneous article in a specialist periodical
OECD FORD
Civil engineering
Year of implementation
2017