Accuracy of Failure Probability Estimation
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Petr Konecny
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| Transactions of the VSB - Technical University of Ostrava, Civil Engineering Series |
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2008, Volume 8, Issue 1, Pages 335-344
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Doi: Not indexed
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The article aims to verify the number of Monte Carlo simulations necessary to achieve a sufficiently accurate estimate of the probability of failure, a quantity necessary to verify the engineering reliability of building structures applied, for example, in the SBRA method. The paper monitors the influence of the target probability and the influence of the number of histograms on the required number of simulations. The article contains recommended values ​​for the number of Monte Carlo simulation steps. The results obtained by Monte Carlo simulation are compared with the results obtained by numerical integration using Direct Optimized Probabilistic Calculation (DOProC).
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