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Output details

15 - General Engineering

University of Liverpool

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Article title

The Horseracing Simulation algorithm for evaluation of small failure probabilities

Type
D - Journal article
Title of journal
Probabilistic Engineering Mechanics
Article number
-
Volume number
26
Issue number
2
First page of article
157
ISSN of journal
02668920
Year of publication
2011
URL
-
Number of additional authors
1
Additional information

Failure events with low probability are important for reliability assessment but expensive to compute by sampling from high-dimensional PDFs. A new and efficient method known as Horseracing Simulation is proposed.

Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-