The soft Monte Carlo method

DOI10.1016/J.APM.2021.01.022MaRDI QIDQ2243406zbMATH OpenOpenAlexFDO

Authors 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

integrationrandom samplingexpected valuefailure probabilityprobability densityreliability analysisrandom lines

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cites work

• scientific article; zbMATH DE number 3844997 (Why is no real title available?)
• scientific article; zbMATH DE number 3911895 (Why is no real title available?)
• A Monte Carlo method for high dimensional integration
• Adaptive experiment design for probabilistic integration
• First order control variates algorithm for reliability analysis of engineering structures
• Hybrid control variates-based simulation method for structural reliability analysis of some problems with low failure probability
• Measures of multivariate skewness and kurtosis with applications
• Structural reliability under combined random load sequences

Cited in

(3)

• Directional filter combined with active learning for rare failure events
• Probability density evolution method for probability density function estimation of random variables
• A random-discretization based Monte Carlo sampling method and its applications

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Uses Software

• MVN

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