Probabilistic analyses using Latin Hypercube Sampling method
Result description
The Latin Hypercube Sampling (LHS) method is a numerical simulation method of the Monte Carlo type convenient for realisation of probabilistic analyses. The paper is focused on brief characterisation of algorithm of LHS method. It deals with method modifications and implementation of statistical correlation among random variables based on the optimisation of the sequence of particular samples in the columns of input variable matrix. LHS converges to the correct solution significantly faster than the Monte Carlo method and in this way substantially reduces the number of simulations and thus calculation time-demands. At the same time LHS preserves high accuracy of estimates of statistical characteristics. Further paper summarizes the LHS applications onsolutions of geotechnical problems in Czech Republic and shortly characterises prepared software focused on probabilistic analyses by LHS method. The software is based on LHS mean method cooperating with simulated annealing method to take
Keywords
numerical modellingtunnelstatisticslatin hypercube samplingLHS
The result's identifiers
Result code in IS VaVaI
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Probabilistic analyses using Latin Hypercube Sampling method
Original language description
The Latin Hypercube Sampling (LHS) method is a numerical simulation method of the Monte Carlo type convenient for realisation of probabilistic analyses. The paper is focused on brief characterisation of algorithm of LHS method. It deals with method modifications and implementation of statistical correlation among random variables based on the optimisation of the sequence of particular samples in the columns of input variable matrix. LHS converges to the correct solution significantly faster than the Monte Carlo method and in this way substantially reduces the number of simulations and thus calculation time-demands. At the same time LHS preserves high accuracy of estimates of statistical characteristics. Further paper summarizes the LHS applications onsolutions of geotechnical problems in Czech Republic and shortly characterises prepared software focused on probabilistic analyses by LHS method. The software is based on LHS mean method cooperating with simulated annealing method to take
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
JN - Civil engineering
OECD FORD branch
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Result continuities
Project
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Podzemní stavby Praha 2013
ISBN
978-80-260-3867-2
ISSN
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e-ISSN
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Number of pages
1
Pages from-to
103
Publisher name
Česká tunelářská asociace ITA-AITES
Place of publication
Praha
Event location
Praha
Event date
Apr 22, 2013
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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Basic information
Result type
D - Article in proceedings
CEP
JN - Civil engineering
Year of implementation
2013