Probabilistic analyses using Latin Hypercube Sampling method

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21110%2F13%3A00207147" target="_blank" >RIV/68407700:21110/13:00207147 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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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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Project
<a href="/en/project/TA01011816" target="_blank" >TA01011816: Probabilistic Evaluation of the Rock Mass Input Parameters and Undegroun Structures Reliability Analysis with Numerical Method Utilization</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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