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A Study on Uncertainty Analyses of Monte Carlo Techniques Using Sets of Double Uniform Random Numbers  

Lee, Dong Kyu (Institute of Structural Mechanics, University of Stuttgart)
Sin, Soo Mi (Department of Architecture, Pusan National University)
Publication Information
Architectural research / v.8, no.2, 2006 , pp. 27-36 More about this Journal
Abstract
Structural uncertainties are generally modeled using probabilistic approaches in order to quantify uncertainties in behaviors of structures. This uncertainty results from the uncertainties of structural parameters. Monte Carlo methods have been usually carried out for analyses of uncertainty problems where no analytical expression is available for the forward relationship between data and model parameters. In such cases any direct mathematical treatment is impossible, however the forward relation materializes itself as an algorithm allowing data to be calculated for any given model. This study addresses a new method which is utilized as a basis for the uncertainty estimates of structural responses. It applies double uniform random numbers (i.e. DURN technique) to conventional Monte Carlo algorithm. In DURN method, the scenarios of uncertainties are sequentially selected and executed in its simulation. Numerical examples demonstrate the beneficial effect that the technique can increase uncertainty degree of structural properties with maintaining structural stability and safety up to the limit point of a breakdown of structural systems.
Keywords
Monte Carlo Simulation; Double Uniform Random Number; Uncertainty; Structural Parameter; Structural Response; Stability and Safety;
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