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3. Monte Carlo method
The Monte-Carlo method is a simple, but not necessarily efficient, approach to simulating random variables. This section first presents the generation of pseudo-random numbers, then its implementation for sensitivity and reliability analyses. It is illustrated by the example of the two bars.
3.1 Sample of a random variable with a given distribution
3.1.1 Uniform pseudo-random numbers
A sequence u i of uniform pseudo-random numbers is a sample...
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Monte Carlo method
Bibliography
Software tools
The Dakota project: Large-Scale Engineering Optimization and Uncertainty Analysis. https://dakota.sandia.gov/
FERUM – Finite Element Reliability Using Matlab. http://www.ifma.fr/lang/en/Recherche/Labos/FERUM
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Standards and norms
Eurocode 0: Basis for structural design (EN 1990) – http://www.afnor.org/profils/activite/construction/les-eurocodes/les-eurocodes
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