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Bootstrapping & Separable Monte Carlo Simulation Methods Tailored for Efficient Assessment of Probability of Failure of Dynamic Systems

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2014, Doctor of Philosophy, University of Toledo, Mechanical Engineering.
The response of a dynamic system is random. There is randomness in both the applied loads and the strength of the system. Therefore, to account for the uncertainty, the safety of the system must be quantified using its probability of survival (reliability). Monte Carlo Simulation (MCS) is a widely used method for probabilistic analysis because of its robustness. However, a challenge in reliability assessment using MCS is that the high computational cost limits the accuracy of MCS. Haftka et al. [2010] developed an improved sampling technique for reliability assessment called separable Monte Carlo (SMC) that can significantly increase the accuracy of estimation without increasing the cost of sampling. However, this method was applied to time-invariant problems involving two random variables only. This dissertation extends SMC to random vibration problems with multiple random variables. This research also develops a novel method for estimation of the standard deviation of the probability of failure of a structure under static or random vibration. The method is demonstrated on quarter car models and a wind turbine. The proposed method is validated using repeated standard MCS.
Efstratios Nikolaidis (Advisor)
148 p.

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Citations

  • Jehan, M. (2014). Bootstrapping & Separable Monte Carlo Simulation Methods Tailored for Efficient Assessment of Probability of Failure of Dynamic Systems [Doctoral dissertation, University of Toledo]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=toledo1418161683

    APA Style (7th edition)

  • Jehan, Musarrat. Bootstrapping & Separable Monte Carlo Simulation Methods Tailored for Efficient Assessment of Probability of Failure of Dynamic Systems. 2014. University of Toledo, Doctoral dissertation. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=toledo1418161683.

    MLA Style (8th edition)

  • Jehan, Musarrat. "Bootstrapping & Separable Monte Carlo Simulation Methods Tailored for Efficient Assessment of Probability of Failure of Dynamic Systems." Doctoral dissertation, University of Toledo, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=toledo1418161683

    Chicago Manual of Style (17th edition)