Small-sample probabilistic simulation software tool FReET Novák, Drahomír; Vořechovský, Miroslav
The objective of the paper is to present methods and software for the efficient statistical, sensitivity and reliability assessment of infrastructure. A special attention is devoted to small-sample simulation techniques which have been developed for the analysis of computationally intensive problems. The paper shows the possibility of "randomizing" computationally intensive problems in the sense of the Monte Carlo type simulation. In order to keep the number of required simulations at an acceptable level, optimized Latin Hypercube Sampling is utilized. The technique is used for simulation of random variables and random fields. Sensitivity analysis is based on nonparametric rank-order correlation coefficients. Statistical correlation is imposed by the stochastic optimization technique – simulated annealing. A hierarchical sampling approach has been developed for the extension of the sample size in Latin Hypercube Sampling, enabling the addition of simulations to a current sample set while maintaining the desired correlation structure. The paper continues with a brief description of the user-friendly implementation of the theory within FReET commercial multipurpose reliability software.
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