Uncertainty propagation in complex engineering systems by advanced Monte Carlo methods

MaRDI QIDQ5448245zbMATH OpenFDO

Authors Siu-Kui Au, D. P. Thunnissen

Publication date 20 March 2008

zbMATH Keywords

Markov chain Monte Carlo methodMonte Carlo methodnumerical examplesstochastic simulationstructural reliabilitysubset simulationuncertainty

Mathematics Subject Classification ID

Reliability and life testing (62N05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Control/observation systems with incomplete information (93C41)

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Cited in

(6)

• A subset multicanonical Monte Carlo method for simulating rare failure events
• Impact probability computation of near-Earth objects using Monte Carlo line sampling and subset simulation
• Efficient Markov chain Monte Carlo for combined subset simulation and nonlinear finite element analysis
• Comprehensive investigation into the accuracy and applicability of Monte Carlo simulations in stochastic structural analysis
• Efficient algorithm for probabilistic analysis of complex function in engineering applications
• Enhancing subset simulation through Bayesian inference

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