The direct or Monte Carlo simulation method is inefficient in structural reliability analysis. This shortcoming can be overcome by using an appropriate variance reduction technique or a combination of several variance reduction techniques. The Conditional Expectation, Antithetic Variates, and Common Random Numbers variance reduction techniques are discussed in this paper along with several of their combinations. The combined Conditional Expectation plus Antithetic Variates variance reduction technique is found to be the most efficient structural reliability model in simulation.
|Original language||English (US)|
|Title of host publication||Unknown Host Publication Title|
|Editors||I. Konishi, A.H.-S. Ang, M. Shinozuka|
|Publisher||Int Assoc for Structural Safety & Reliability|
|Number of pages||10|
|Publication status||Published - 1985|
ASJC Scopus subject areas