Title
Multilevel Monte Carlo for uncertainty quantification in structural engineering.
Abstract
Practical structural engineering problems often exhibit a significant degree of uncertainty in the material properties being used, the dimensions of the modeled structures, etc. In this paper, we consider a cantilever beam and a beam clamped at both ends, both subjected to a static and a dynamic load. The material uncertainty resides in the Youngu0027s modulus, which is modeled by means of one random variable, sampled from a univariate Gamma distribution, or with multiple random variables, sampled from a Gamma random field. Three different responses are considered: the static elastic, the dynamic elastic and the static elastoplastic response. In the first two cases, we simulate the spatial displacement of a concrete beam and its frequency response in the elastic domain. The third case simulates the spatial displacement of a steel beam in the elastoplastic domain. In order to compute the statistical quantities of the static deflection and frequency response function, Multilevel Monte Carlo (MLMC) is combined with a Finite Element solver. In this paper, the computational costs and run times of the MLMC method are compared with those of the classical Monte Carlo method, demonstrating a significant speedup of up to several orders of magnitude for the studied cases.
Year
Venue
Field
2018
arXiv: Computational Engineering, Finance, and Science
Deflection (engineering),Monte Carlo method,Random variable,Random field,Uncertainty quantification,Dynamic load testing,Beam (structure),Gamma distribution,Mathematics,Structural engineering
DocType
Volume
Citations 
Journal
abs/1808.10680
0
PageRank 
References 
Authors
0.34
0
5
Name
Order
Citations
PageRank
Philippe Blondeel100.68
Pieterjan Robbe200.68
Cédric van hoorickx300.34
Geert Lombaert400.68
Stefan Vandewalle550162.63