Reliability analysis of large structural systems

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 by Monte Carlo simulation at more moderate levels. In this paper, 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 effect of varying the correlation of the load components is also investigated.