Improved Dynamic Bounds In Monte Carlo Simulations

M. Rajabalinejad, P.H.A.J.M. van Gelder, J.K. Vrijling

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In this paper, the concept of Dynamic Bounds (DB) is reviewed, the formula for prediction of its efficiency is described, and the method is improved. The improved dynamic bounds (IDB) are clarified. In this case, a polynomial function is assumed for the response of the system in the indistinct area according to the imposed constraints under the maximum uncertain conditions. Besides, by additional simulations, prior boundary uncertainties are recovered. Therefore, according to the required accuracy of the model and acceptable tolerance, number of simulations is determined. As a result, this method can be more efficiently applied in a multidimensional Monte Carlo simulations. This conclusion is demonstrated by comparing of results with the Classical Monte Carlo (CMC), dynamic bounds (DB), and improved dynamic bounds (IDB) for a model of impact water waves as an example.
Original languageEnglish
Number of pages9
Publication statusPublished - 2008
Externally publishedYes
Event49th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference 2008 - Schaumburg, United States
Duration: 7 Apr 200810 Apr 2008
Conference number: 49


Conference49th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference 2008
Country/TerritoryUnited States


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