Stochastic Integration Methods: Comparison and Application to Reliability Analysis

2012 ◽  
Author(s):  
M. Paffrath ◽  
U. Wever
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Reliability Analysis ◽  
Crack Growth ◽  
Computation Time ◽  
Comparison Of Methods ◽  
Stochastic Integration ◽  
Integration Methods ◽  
Further Development ◽  
Academic Test

A central part of stochastic computations (e.g. of moments or of failure probabilities) is the evaluation of multi-dimensional integrals. The crude Monte-Carlo method is often too expensive in terms of computation time. In this paper a comparison of methods is made for a collection of test examples. The considered methods are numerical sparse grid methods either known from literature or some further development of known methods. Apart from some academic test examples, the performance of the methods is studied for integrals arising in the area of stochastic crack growth.

Crack Growth Life Prediction Based on Monte-Carlo Method for High Cycle Fatigue Dynamic Component

2013 ◽  
Vol 681 ◽  
pp. 247-251
Author(s):  
Wen Lin Liu ◽  
Da Zhao Yu
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Reliability Analysis ◽  
Crack Growth ◽  
Structural Integrity ◽  
Hybrid Approach ◽  
Initial Crack ◽  
Model Parameters ◽  
Dynamic Component ◽  
Sensibility Analysis

The sensibility analysis of the factors to crack growth life has been done. The results show that the input parameters have the following precedence ordering: fatigue crack growth threshold, fracture spectrum, initial crack, fracture toughness, the sensibility values are 11.25, 8.5417, 0.8333, 0.1125, respectively. The model parameters have the following precedence ordering: n, p, C, q. the sensibility values are 6.0417, -3.9583, 1.25, 0.1812, respectively. The reliability analysis was conducted by Monte-Carlo method, the results show that the crack growth life accord with lognormal distribution. The lives with different reliability were obtained. The reliability analysis results of the crack growth life has provided the data for a hybrid approach based on a mixture of the traditional safe-life and damage tolerance techniques which were used as an optimal strategy for ensuring the helicopter structural integrity.

Reliability Analysis of Embankment Slope in Yaan-Luku Expressway

2011 ◽  
Vol 71-78 ◽  
pp. 1360-1365
Author(s):  
Jian Quan Ma ◽  
Guang Jie Li ◽  
Shi Bo Li ◽  
Pei Hua Xu
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Reliability Analysis ◽  
Failure Probability ◽  
Latin Hypercube Sampling ◽  
Natural State ◽  
State Function ◽  
Embankment Slope ◽  
The Times ◽  
Distribution Type

Take a typical cross-section of rockfill embankment slope in Yaan-Luku highway as the research object, reliability analysis is studied under the condition of water table of 840.85m, 851.50m, and loading condition of natural state and horizontal seismic acceleration of 0.2g, respectively. Raw data use Kolmogorov-Smirnov test (K-S test) to determine the distribution type of parametric variation. And the parameters were sampling with Latin hypercube sampling (LHS) method and Monte Carlo (MC) method, respectively, to obtain state function and determine safety factors and reliability indexes. A conclusion is drawn that the times of simulation based on LHS method were less than Monte Carlo method. Also the convergence of failure probability is better than the Monte Carlo method. The safety factor is greater than one and the failure probability has reached to 35.45% in condition of earthquake, which indicating that the instability of rockfill embankment slope is still possible.

Equation Solving DRESOR Method for Radiative Transfer in Three-Dimensional Isotropically Scattering Media

2014 ◽  
Vol 136 (9) ◽  
Author(s):  
Zhifeng Huang ◽  
Huaichun Zhou ◽  
Guihua Wang ◽  
Pei-feng Hsu
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Computation Time ◽  
Discrete Ordinates ◽  
Distinct Advantage ◽  
Reverse Monte Carlo ◽  
Scattering Media ◽  
Equation Solving ◽  
Radiative Intensity ◽  
The Monte Carlo Method

Distributions of ratios of energy scattered or reflected (DRESOR) method is a very efficient tool used to calculate radiative intensity with high directional resolution, which is very useful for inverse analysis. The method is based on the Monte Carlo (MC) method and it can solve radiative problems of great complexity. Unfortunately, it suffers from the drawbacks of the Monte Carlo method, which are large computation time and unavoidable statistical errors. In this work, an equation solving method is applied to calculate DRESOR values instead of using the Monte Carlo sampling in the DRESOR method. The equation solving method obtains very accurate results in much shorter computation time than when using the Monte Carlo method. Radiative intensity with high directional resolution calculated by these two kinds of DRESOR method is compared with that of the reverse Monte Carlo (RMC) method. The equation solving DRESOR (ES-DRESOR) method has better accuracy and much better time efficiency than the Monte Carlo based DRESOR (original DRESOR) method. The ES-DRESOR method shows a distinct advantage for calculating radiative intensity with high directional resolution compared with the reverse Monte Carlo method and the discrete ordinates method (DOM). Heat flux comparisons are also given and the ES-DRESOR method shows very good accuracy.

Reliability Analysis on Yuwangbian Slop Based on Monte-Carlo Simulation

2011 ◽  
Vol 250-253 ◽  
pp. 3934-3940
Author(s):  
Yi Fang Feng ◽  
Hua Zhi Zhang ◽  
Yu Wang ◽  
Qing Jun Zuo
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Reliability Analysis ◽  
Working Condition ◽  
Actual Condition ◽  
Stability Factor ◽  
Analysis Method ◽  
Loess Slope ◽  
The Monte Carlo Method ◽  
The Stability

Based on the Yuwangbian high loess slope, which is located in Xi'an Yanta District, the basic principle of Monte-Carlo method is presented. By means of geotechnical engineering and geotechnical environment emulation software Geostudio-slope/w and based on Morgenstern-Price slope stability analysis method, the reliability and stability of the slope are analyzed under different kinds of working condition. The stability factor, reliability index and failure probability under the corresponding working conditions has been obtained. The results coincide with the actual condition, which makes the Geostudio software combine with the Monte-Carlo method and provides reference for the reliability analysis of loess slope.

scholarly journals Reliability analysis of the security and stability control device based on the Monte Carlo method

2018 ◽  
Vol 145 ◽  
pp. 9-14 ◽  
Author(s):  
Xueming Li ◽  
Zengji Liu ◽  
Yi Tang ◽  
Xu Gao ◽  
Yingxin Ma ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Reliability Analysis ◽  
Stability Control ◽  
Control Device ◽  
The Monte Carlo Method

Reliability analysis of helicopter emergency flotation system

2020 ◽  
Vol 64 (1-4) ◽  
pp. 1001-1009
Author(s):  
Xing Guo ◽  
Jian-Hong Sun ◽  
Ke Liu ◽  
Tong Zhang ◽  
Ming-Qi Li ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Reliability Analysis ◽  
Fault Tree ◽  
Fault Tree Analysis ◽  
Reliability Design ◽  
Minimal Cut Set ◽  
The Monte Carlo Method ◽  
Cut Set ◽  
Event Based

The reliability of the emergency flotation system of helicopters is analysed by using fault tree analysis and the Monte Carlo method. We constructed a fault tree with the failure of system as the top event and obtained the minimal cut set, the ranking of the structural importance of the bottom events and the probability of the occurrence of the top event. Based on the system fault tree, a Monte Carlo simulation model of the emergency flotation system is established by using Matlab/Simulink. The results show that the Monte Carlo method is feasible and effective for the reliability analysis of the emergency flotation systems of helicopters. Furthermore, the comparison between the criticality importance and mode importance of each subsystem suggests that the control component is the weakest part of the emergency flotation systems, thereby providing a basis for system reliability design and fault diagnosis.

Sign in / Sign up

Export Citation Format

Share Document