2012
DOI: 10.1299/jcst.6.169
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Monte Carlo Simulation of Dynamic Problem Using Model Order Reduction Technique Highlighting on Tail Probability

Abstract: This paper aims at practical Monte Carlo (MC) simulation by finite element method for a dynamic problem where the load condition includes uncertainty factors. A new sampling scheme is proposed to predict an extreme case with high stress by unexpected combination of load parameters, which is involved in the tail probability, to be used in the fatigue life estimation of structures. The proposed scheme, named as stepwise limited sampling (SLS), can provide the expected value of the stress with moderate accuracy a… Show more

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Cited by 4 publications
(10 citation statements)
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References 9 publications
(12 reference statements)
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“…However, the tail distribution, for instance, less or larger than , is not always predicted accurately. It is because the sampling points in the tail distribution of input parameters that may lead to the tail distribution of QoI are not dense enough, even though a reliable random generator such as Mersenne-Twister is employed (Takano, et al, 2012).…”
Section: Overall Flowmentioning
confidence: 99%
See 4 more Smart Citations
“…However, the tail distribution, for instance, less or larger than , is not always predicted accurately. It is because the sampling points in the tail distribution of input parameters that may lead to the tail distribution of QoI are not dense enough, even though a reliable random generator such as Mersenne-Twister is employed (Takano, et al, 2012).…”
Section: Overall Flowmentioning
confidence: 99%
“…To obtain the tail distribution of QoI accurately but practically, a multi-step MC method has been proposed (Takano, et al, 2012, Susanto, et al, 2014, that can calculate the expected value and the tail probability. Instead of that, the whole probabilistic density function and accurate standard deviation are not obtained.…”
Section: Overall Flowmentioning
confidence: 99%
See 3 more Smart Citations