Exit Condition for Probabilistic Assessment Using Monte Carlo Method
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Jakub Valihrach,
Petr Konecny
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| Transactions of the VSB - Technical University of Ostrava, Civil Engineering Series |
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2010, Volume 10, Issue 1, Pages 115-122
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Doi: 10.2478/v10160-010-0014-3
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This paper introduces a condition used to exit a probabilistic assessment using the Monte Carlo simulation, and to evaluate it with regard to the relationship between the computed estimate of the probability of failure and the target design probability. The estimation of probability of failure is treated as a random variable, considering its variance that is dependent on the number of performed Monte Carlo simulation steps. After theoretical derivation of the decision condition, it is tested numerically with regard to its accuracy and computational efficiency. The condition is suitable for optimization design using the Monte Carlo method.
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