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Multilevel Monte Carlo applied to a structural engineering model with random material parameters
Book Contribution - Book Chapter Conference Contribution
© Proceedings of ISMA 2018 - International Conference on Noise and Vibration Engineering and USD 2018 - International Conference on Uncertainty in Structural Dynamics. All rights reserved. Practical structural engineering problems often exhibit a significant degree of uncertainty in the properties of the materials being used, in the dimensions of the modeled structures, in the magnitude of loading forces, etc. In this paper, a cantilever/doubly clamped beam with uncertainty in the Young's modulus under a static and a dynamic load is considered. The uncertainty is modeled by means of a random variable and by means of a random field. In order to compute the statistical quantities of the static deflection and frequency response function, Multilevel Monte Carlo is combined with a Finite Element solver. This recent sampling method is based on the idea of variance reduction, and employs a hierarchy of finite element discretizations of the structural engineering model. The computational cost of the method is compared to the cost of standard Monte Carlo, demonstrating a significant speedup of up to several orders of magnitude.
Book: PROCEEDINGS OF INTERNATIONAL CONFERENCE ON NOISE AND VIBRATION ENGINEERING (ISMA2018) / INTERNATIONAL CONFERENCE ON UNCERTAINTY IN STRUCTURAL DYNAMICS (USD2018)
Pages: 5027 - 5041