Discussion and improvement on Monte Carlo method and geometric method

XING Wan-bo; ZHOU Zhong; GONG Man-fu

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Discussion and improvement on Monte Carlo method and geometric method

更新时间：2026-06-25

- Discussion and improvement on Monte Carlo method and geometric method
- Vol. 28, Issue S1, (2007)
- 作者机构：
  
  1. 中国水电顾问集团成都勘测设计研究院博士后工作站,成都,610072
  2. 河海大学岩土工程研究所,南京,210098
  3. 中国水电顾问集团成都勘测设计研究院,成都,610072
- 作者简介：
- 基金信息：
- DOI：
  CLC： TU443
- Online First：28 March 2014，
  
  Published：2007
- 稿件说明：
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XING Wan-bo, ZHOU Zhong, GONG Man-fu. Discussion and improvement on Monte Carlo method and geometric method[J]. 2007, 28(S1).
DOI：

XING Wan-bo, ZHOU Zhong, GONG Man-fu. Discussion and improvement on Monte Carlo method and geometric method[J]. 2007, 28(S1). DOI：

摘要

从可靠度计算方法的角度出发，对可靠度分析中广泛应用的Monte Carlo法和几何法进行了深入探讨，指出实践中存在的多个非均匀分布情况下Monte Carlo法抽样中的误用问题，并给出了正确的相关情况下非均匀分布随机变量的Monte Carlo法的抽样过程；同时也根据实践需要，提出了扩展几何法（EGOM），给出了相关情况下非正态随机变量的扩展几何法的迭代求解过程，并用算例验证了所提方法的正确性和有效性。

Abstract

After careful analyses of the popular Monte Carlo method and geometric method in reliability analysis

the misuse of Monte Carlo method with several non-uniform distribution random variables is pointed out. As a result

a correct procedure sampling procedure of Monte Carlo method is presented. Meanwhile

in order to satisfy the needs of practice in reliability analysis

an extended geometrical optimized method(EGOM) is proposed

its procedure under conditions of correlation and non-normal distribution variable is also presented. Furthermore

several examples from others’ reliability analysis practice with the proposed EGOM prove its correctness and effectiveness.

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