Gastvortrag: Prof. Arvid Naess

Gastvortrag von Prof. Arvid Naess: "System Reliability by Enhanced Monte Carlo Methods", April 12, 2017, 14:00, Room 116

System Reliability by Enhanced Monte Carlo Methods

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. An enhanced Monte Carlo based method for estimating system reliability that aims at reducing the computational cost will be presented. 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 by Monte Carlo simulation at more moderate levels. In the presentation, the usefulness and accuracy of the estimation method is illustrated by application to a particular example of a structure with several thousand potentially critical limit state functions. The construction and use of surrogate models for efficient MC sampling will also be discussed.

Dr. Arvid Naess is professor of Mathematical Statistics and Structural Engineering at the Norwegian University of Science and Technology (NTNU) in Trondheim, Norway. During the period 2002-2012, he was in the core group at the Center for Ships and Ocean Structures at NTNU, which was a Center of Excellence in Research. His main research focus over the last decades has been on developing methodologies for safety and reliability assessment of structural systems in marine and civil engineering.


April 12, 2017, 14:00, Room 116, Institute for Risk and Reliability, LUH