Matlab codes of Subset Simulation for reliability analysis and structural optimization

This paper presents two efficient and compact Matlab codes of Subset Simulation for reliability analysis and structural optimization. The codes for reliability analysis and structural optimization comprise of the direct Monte Carlo and Markov Chain Monte Carlo. The theoretical and numerical elements...

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Veröffentlicht in:Structural and multidisciplinary optimization Jg. 54; H. 2; S. 391 - 410
Hauptverfasser: Li, Hong-Shuang, Cao, Zi-Jun
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Berlin/Heidelberg Springer Berlin Heidelberg 01.08.2016
Springer Nature B.V
Schlagworte:
Computational Mathematics and Numerical Analysis
Computer simulation
Educational Article
Engineering
Engineering Design
Markov chains
Matlab
Nonlinear programming
Object oriented programming
Optimization
Post-processing
Reliability analysis
Reliability engineering
Simulation
Structural reliability
Theoretical and Applied Mechanics
Reliability analysis
Subset Simulation
Markov Chain Monte Carlo
Structural optimization
Education
Matlab
ISSN:1615-147X, 1615-1488
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Zusammenfassung:This paper presents two efficient and compact Matlab codes of Subset Simulation for reliability analysis and structural optimization. The codes for reliability analysis and structural optimization comprise of the direct Monte Carlo and Markov Chain Monte Carlo. The theoretical and numerical elements of Subset Simulation are briefly presented in this paper, as well as the detailed instructions to implement the standard codes for solving reliability analysis and structural optimization problems. The paper also discusses simple extensions of argument check, post-processing, alternative stop criterion and constraint-handling. Four examples are presented to demonstrate these codes, two for reliability analysis and two for structural optimization. This paper will be helpful for the students and newcomers both in reliability analysis and structural optimization to understand and use Subset Simulation. The complete codes are included in Appendixes  1 and 2 , and they can be downloaded from https://sites.google.com/site/rasosubsim/ .
Bibliographie:ObjectType-Article-1
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ISSN:1615-147X
1615-1488
DOI:10.1007/s00158-016-1414-5