The soft Monte Carlo method

DOI10.1016/j.apm.2021.01.022zbMath1481.65014OpenAlexW3124876887MaRDI QIDQ2243406

Mohsen Rashki

Publication date: 11 November 2021

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2021.01.022

zbMATH Keywords

probability densityintegrationexpected valuerandom samplingreliability analysisfailure probabilityrandom lines

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Uses Software

• MVN

Cites Work

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• A Monte Carlo method for high dimensional integration
• First order control variates algorithm for reliability analysis of engineering structures
• Adaptive experiment design for probabilistic integration
• Hybrid control variates-based simulation method for structural reliability analysis of some problems with low failure probability
• Structural reliability under combined random load sequences
• Measures of multivariate skewness and kurtosis with applications

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