TY - GEN
T1 - Reliability based design of engineering systems with monotonic models
AU - Rajabalinejad, M.
AU - Spitas, C.
PY - 2012
Y1 - 2012
N2 - A computationally efficient Bayesian Monte Carlo for Monotonic (BMCM) models for reliability based design of engineering systems is described in this paper. The model employs Gaussian distribution and monotonicity principles that have been implemented in the Dynamic Bounds (DB) method (Rajabalinejad 2009) integrated with a Bayesian Monte Carlo (BMC) technique. Signficant improvements in the computational speed of coupled DB and BMC methods are realized by incorporating a weighted logical dependence between neighboring points of the Limit-State Equation (LSE) as prior information and global uncertaintiy concept for quantifying variations of the controlling input variables. The outcomes of preceding simulations are factored in subsequent calculations to accelerate computing efficiency of the Monte Carlo method. The theory and numerical algorithms of the BMCM are described in this paper, and extension of the BMCM to multi-dimensional problems is provided.
AB - A computationally efficient Bayesian Monte Carlo for Monotonic (BMCM) models for reliability based design of engineering systems is described in this paper. The model employs Gaussian distribution and monotonicity principles that have been implemented in the Dynamic Bounds (DB) method (Rajabalinejad 2009) integrated with a Bayesian Monte Carlo (BMC) technique. Signficant improvements in the computational speed of coupled DB and BMC methods are realized by incorporating a weighted logical dependence between neighboring points of the Limit-State Equation (LSE) as prior information and global uncertaintiy concept for quantifying variations of the controlling input variables. The outcomes of preceding simulations are factored in subsequent calculations to accelerate computing efficiency of the Monte Carlo method. The theory and numerical algorithms of the BMCM are described in this paper, and extension of the BMCM to multi-dimensional problems is provided.
UR - http://www.scopus.com/inward/record.url?scp=84856763674&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84856763674
SN - 9780415683791
T3 - Advances in Safety, Reliability and Risk Management - Proceedings of the European Safety and Reliability Conference, ESREL 2011
SP - 112
EP - 115
BT - Advances in Safety, Reliability and Risk Management - Proceedings of the European Safety and Reliability Conference, ESREL 2011
T2 - European Safety and Reliability Conference: Advances in Safety, Reliability and Risk Management, ESREL 2011
Y2 - 18 September 2011 through 22 September 2011
ER -