Hybrid Monte Carlo method in the reliability analysis of structures

Abstract

The paper develops the idea of [8], i.e., the application of Artificial Neural Networks (ANNs) in probabilistic reliability analysis of structures achieved by means of Monte Carlo (MC) simulation. In this method, a feed-forward neural network is used for generating samples in the MC simulation. The patterns for network training and testing are computed by a Finite Element Method (FEM) program. A high numerical efficiency of this Hybrid Monte Carlo Method (HMC) is illustrated by two examples of the reliability analysis that refer to a steel girder [4] and a cylindrical steel shell [2].