• Title/Summary/Keyword: tail entropy approximation

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Structural reliability estimation using Monte Carlo simulation and Pearson's curves

  • Krakovski, Mikhail B.
    • Structural Engineering and Mechanics
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    • v.3 no.3
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    • pp.201-213
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    • 1995
  • At present Level 2 and importance sampling methods are the main tools used to estimate reliability of structural systems. But sometimes application of these techniques to realistic problems involves certain difficulties. In order to overcome the difficulties it is suggested to use Monte Carlo simulation in combination with two other techniques-extreme value and tail entropy approximations; an appropriate Pearson's curve is fit to represent simulation results. On the basis of this approach an algorithm and computer program for structural reliability estimation are developed. A number of specially chosen numerical examples are considered with the aim of checking the accuracy of the approach and comparing it with the Level 2 and importance sampling methods. The field of application of the approach is revealed.