A variance reduction technique for long-term fatigue analysis of offshore structures using Monte Carlo simulation
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- 作者：Ying Min Low ceelowym@nus.edu.sg" class="auth_mail" title="E-mail the corresponding author
- 关键词：Fatigue analysis ; Scatter diagram ; Control variates ; Monte Carlo simulation
- 刊名：Engineering Structures
- 出版年：2016
- 出版时间：1 December 2016
- 年：2016
- 卷：128
- 期：Complete
- 页码：283-295
- 全文大小：1750 K
文摘
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New efficient approach for long-term fatigue analysis of offshore structures.
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Approach uses control variates to reduce variability of Monte Carlo simulation.
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No prior simulations needed; control function constructed from Monte Carlo data.
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Simulation process is unaltered, damage from multiple locations can be evaluated.
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Fatigue damage estimated is unbiased, and sampling variability can be quantified.