Efficient Robust Design via Monte Carlo Sample Reweighting

JR Fonseca (University of Wales Swansea), MI Friswell (University of Bristol) & AW Lees (University of Wales Swansea)

International Journal for Numerical Methods in Engineering, Vol. 69, No. 11, March 2007, pp. 2279-2301

Abstract

A novel probabilistic method for the optimisation of robust design problems is presented. The approach is based on an efficient variation of the Monte Carlo simulation method. By shifting most of the computational burden to outside of the optimisation loop, optimum designs can be achieved efficiently and accurately. The method is applied to a numerical example, and the obtained designs are verified with regular Monte Carlo simulation.

Paper Availability

This material has been published in the International Journal for Numerical Methods in Engineering, Vol. 69, No. 11, March 2007, pp. 2279-2301. Unfortunately the copyright agreement with Wiley InterScience does not allow for the PDF file of the paper to be available on this website. However the paper is available from the Wiley website - see the link below.


Link to paper using doi:10.1002/nme.1850

International Journal for Numerical Methods in Engineering on Wiley InterScience