IMPROVED SIMULATION TECHNIQUES AS STRUCTURAL RELIABILITY MODELS.

Bilal M. Ayyub, Achintya Haldar

Research output: Contribution to conferencePaper

10 Scopus citations

Abstract

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 languageEnglish (US)
Pages17-26
Number of pages10
StatePublished - Dec 1 1985
Externally publishedYes

ASJC Scopus subject areas

  • Engineering(all)

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