On the application of the “Russian Roulette and Splitting” simulation technique for the reliability assessment of mechanical systems

Abstract

A selective Monte Carlo simulation (MCS) technique, namely, the “Russian Roulette and Splitting” technique, is applied for the assessment of the reliability of structures under stochastic excitations. The basic features of the algorithm are described and discussed. As a numerical example the technique is used for the numerical solution of the first passage problem. The results are compared with available solutions obtained by another variance reduction technique—the “Double & Clump” procedure.