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Monte Carlo
Monte Carlo
METHODS
FORM
FOSM
AFOSM/HL
RF
SORM
MVFORM
cannot incorporate any information about
the random quantities beyond the second
moments, even if this information is available.
more importantly, lacks invariance with
respect to equally viable definitions of the limit
state function.
AFOSM/Hasofer-Lind
clc
mGaR=15.7;sGaR=1.57;mC=20;sC=10;mGaf=17;sGaf
=1.7;
H=9;L=2;Nc=16.88;Ny=7.13;
GaR=mGaR;Gaf=mGaf;
C=((GaR*H)-(0.5*Gaf*L*Ny))/Nc;
n=1;
j=1;
while n>0.000000001
zGaR=(GaR-mGaR)/sGaR;zC=(C-mC)/sC;zGaf=(GafmGaf)/sGaf;
G1=((C*Nc + (Gaf*L*Ny)/2)/(GaR^2*H))*sGaR;G2=(Nc/GaR*H)*sC;
G3=-((0.5*L*Ny)/(GaR*H))*sGaf;
G=[G1;G2;G3];
z=[zGaR;zC;zGaf];
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if j>1
n=(Beta-Beta1)/Beta1;
end
Beta1=Beta;
alpha=G/sqrt(G'*G);
zGaR=alpha(1)*Beta;GaR=mGaR+zGaR*sGaR;
zGaf=alpha(3)*Beta;Gaf=mGaf+zGaf*sGaf;
C=((GaR*H)-(0.5*Gaf*L*Ny))/Nc;
zC=(C-mC)/sC;
j=j+1;
end
j
Beta
pf=normcdf(-Beta,0,1)
j =3
Beta =1.8807
pf =0.0300
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MONTE
CARLO
SIMULATION
S
What is it?
The modern version of the Monte Carlo method was invented in the late 1940s
by Stanislaw Ulam (a Polish mathematician), while he was working on nuclear
weapon projects at the Los Alamos National Laboratory. It was named so
by Nicholas Metropolis (American physicist), after the Monte Carlo Casino, where
Ulam's uncle often gambled.
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How to Do It.
P
w
15
16
17
Matlab Functions
18
20
clc
n=0;
j=1;
for N=10200000:100000:11000000
%N=1000000;
Nc=16.88;Ny=7.13;L=3;H=10;
for i=1:N
Gaf=normrnd(17,1.7);
GaR=normrnd(15.7,1.57);
C=normrnd(20,10);
if C>0;
R=(C*Nc)+(0.5*Gaf*L*Ny);
A=(GaR*H);
g=R/A;
if g<1
n=n+1;
end
else
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N=N-1;
end
end
n
N
pf=(n/N);
Beta(j)=-norminv(pf,0,1);
j=j+1;
end
N=[10200000:100000:11000000];
plot(N,Beta)
N =977120
pf =0.0085
Beta =2.3848
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THANKYOU
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