doi:10.3850/978-981-08-7619-7_P047

ABSTRACT

Brute force Monte Carlo simulation methods can in principle be used to calculate accurately the reliability of complicated structural systems, but the computational burden may be prohibitive. A new Monte Carlo based method for estimating system reliability that aims at reducing the computational cost is therefore proposed. It exploits the regularity of tail probabilities to set up an approximation procedure for the prediction of the far tail failure probabilities based on the estimates of the failure probabilities obtained byMonte Carlo simulation at more moderate levels. In the paper the usefulness and accuracy of the estimationmethod is illustrated by application to a particular example of a structure with several thousand potentially critical limit state functions. The effect of varying the correlation of the load components is also investigated.

Keywords: System reliability, Large scale system, Monte Carlo simulation, Failure probability, Statistical estimation.

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