@inproceedings{5d25cc36ae5a4d6a9730022465389e2d,
title = "Uncertainty propagation in complex engineering systems by advanced Monte Carlo methods",
abstract = "This paper presents a recently developed advanced Monte Carlo method called 'Subset Simulation' for efficient stochastic analysis of complex engineering systems. The method investigates rare failure scenarios by efficiently generating 'conditional samples' that populate progressively towards the rare failure region. In addition to reliability analysis and performance margin estimation, the conditional samples also provide information for sensitivity and data-mining purposes. Subset Simulation is based on a simple but important observation that a small failure probability can be expressed as a product of large conditional failure probabilities of some intermediate failure events. This perspective makes use of the defining properties of conditional probabilities, and so is valid for all applications. The method is illustrated with applications in structural and aerospace engineering. Recent and future development of the method will also be discussed.",
keywords = "Monte Carlo method, Structural reliability, Subset simulation, Uncertainty",
author = "Au, {S. K.} and Thunnissen, {D. P.}",
note = "Full text of this publication does not contain sufficient affiliation information. Research Unit(s) information for this record is based on his previous affiliation.; IUTAM Symposium on Dynamics and Control of Nonlinear Systems with Uncertainty ; Conference date: 18-09-2006 Through 22-09-2006",
year = "2007",
doi = "10.1007/978-1-4020-6332-9_5",
language = "English",
isbn = "978-1-4020-6331-2",
volume = "2",
series = "IUTAM Bookseries",
publisher = "Springer, Dordrecht",
pages = "45--54",
editor = "Hu, {H. Y. } and {Kreuzer }, Edwin",
booktitle = "IUTAM Symposium on Dynamics and Control of Nonlinear Systems with Uncertainty",
}