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Uncertainty analysis of complex structural systems
Author(s) -
Schuëller G. I.,
Pradlwarter H. J.
Publication year - 2009
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.2549
Subject(s) - polynomial chaos , monte carlo method , propagation of uncertainty , uncertainty quantification , computer science , mathematics , mathematical optimization , reliability (semiconductor) , algorithm , statistics , machine learning , power (physics) , physics , quantum mechanics
Abstract In this paper methods for uncertainty propagation for complex structural systems are discussed. Only a limited class of methods is available for this purpose. It is shown that only numerical procedures allow the uncertainty assessment and reliability estimation of such systems. In particular, the perturbation procedure, the Karhunen–Loève reduction scheme, the polynomial chaos expansion, direct and advanced Monte Carlo simulation (MCS), as well as random matrix theory meet these requirements. It is shown that advanced MCS procedures proved to be the most versatile approach. Copyright © 2009 John Wiley & Sons, Ltd.