RELIABILITY ANALYSIS OF LIFELINE NETWORK USING MARKOV-CHAIN MONTE CARLO SIMULATION

Abstract eng:
The main purpose of this research is to develop a new practical reliability analysis method that can calculate the reliability of structures in a more accurate way, using Markov-chain Monte Carlo technique (MCMC). MCMC has been developed to generate samples from multivariate distribution and can apply to any type of distribution function regardless of continuous or discrete variable. Furthermore, by introducing subset method it is possible to improve the accuracy of the reliability analysis. Several numerical examples are presented to demonstrate the applicability and effectiveness of the proposed method.

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