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Martin Liebscher, Stephan Pannier, Jan-Uwe Sickert, and Wolfgang Graf (2006)
Efficiency improvement of stochastic simulations by means of subset sampling
In: Proceedings of the 5th German LS-DYNA Forum 2006. DYNAmore GmbH, Ulm.
The design of engineering systems requires a sophisticated structural analysis close to reality. The
uncertainty of structural parameters, such as loads, material parameters, and geometrical properties
must be taken into account. Based on the framework of probabilistics a structural behavior may be
assessed by a failure probability. The failure probability can be computed with the aid of Monte Carlo
simulation. Especially in the case of complex nonlinear structures the Monte Carlo simulation meets
their limits. The more advanced simulation method subset sampling, which promises to compensate
this drawback, is investigated in this paper. The main idea of subset sampling is the subdivision of the
failure event into a sequence of partial failure events, which are denoted as subsets. The numerical
efficient sampling within the subset is realized with aid of the Markov chain Monte Carlo simulation.
Subset sampling is demonstrated by means of examples.
