Detail publikace

Failure Probability Estimation Using Asymptotic Sampling and Its Dependence upon the Selected Sampling Scheme

MARTINÁSKOVÁ, M. VOŘECHOVSKÝ, M.

Originální název

Failure Probability Estimation Using Asymptotic Sampling and Its Dependence upon the Selected Sampling Scheme

Typ

článek v časopise - ostatní, Jost

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

Asymptotic Sampling, failure probability, quasi-Monte Carlo, LHS designs

Autoři

MARTINÁSKOVÁ, M.; VOŘECHOVSKÝ, M.

Vydáno

30. 12. 2017

Nakladatel

De Gruyter Open

Místo

online

ISSN

1804-4824

Periodikum

Transactions of the VŠB – Technical University of Ostrava, Civil Engineering Series

Ročník

17

Číslo

2

Stát

Česká republika

Strany od

65

Strany do

72

Strany počet

8

URL

http://www.degruyter.com/view/j/tvsb.2017.17.issue-2/tvsb-2017-0029/tvsb-2017-0029.xml?format=INT

BibTex

@article{BUT143553,
  author="Magdalena {Martinásková} and Miroslav {Vořechovský}",
  title="Failure Probability Estimation Using Asymptotic Sampling and Its Dependence upon the Selected Sampling Scheme",
  journal="Transactions of the VŠB – Technical University of Ostrava, Civil Engineering Series",
  year="2017",
  volume="17",
  number="2",
  pages="65--72",
  doi="10.1515/tvsb-2017-0029",
  issn="1804-4824",
  url="http://www.degruyter.com/view/j/tvsb.2017.17.issue-2/tvsb-2017-0029/tvsb-2017-0029.xml?format=INT"
}