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Structural Engineering and Mechanics Volume 92, Number 1, October10 2024 , pages 111-120 DOI: https://doi.org/10.12989/sem.2024.92.1.111 |
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Optimal Latinized partially stratified sampling for structural reliability analysis |
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Majid Ilchi Ghazaan and Amirreza Davoodi Yekta
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| Abstract | ||
| Sampling methods are powerful approaches to solving the problems of structural reliability analysis and estimating the failure probability of structures. In this paper, a new sampling method is proposed offering lower variance and lower computational cost for complex and high-dimensional problems. The method is called Optimal Latinized partially stratified sampling (OLPSS) as it is based upon the Latinized Partially Stratified Sampling (LPSS) which itself is based on merging Stratified Sampling (SS) and Latin Hypercube Sampling (LHS) algorithms. While LPSS has a low variance, it may suffer from a lack of good space-filling of its generated samples in some cases. In the OLPSS, this issue has been resolved by employing a new columnwise-pairwise exchange optimization procedure for sample generation. The efficiency of the OLPSS has been tested and reported under several benchmark mathematical functions and structural examples including structures with a large number of variables (e.g., a structure with 67 variables). The proposed method provides highly accurate estimates of the failure probability of structures with a significantly lower variance relative to the Monte Carlo simulations, Latin Hypercube, and standard LPSS. | ||
| Key Words | ||
| Latin hypercube sampling; Latinized partially stratified sampling; space-filling optimization; structural reliability analysis | ||
| Address | ||
| Majid Ilchi Ghazaan and Amirreza Davoodi Yekta: School of Civil Engineering, Iran University of Science and Technology, P.O. Box 16846-13114, Iran | ||