Assume the pressure capacity of foundation is normal variate, Rf ~N(60, 20) psf. The peak wind pressure Pw on the building during a wind storm is given by Pw = 1.165×10-3 CV2 , in psf where C is the drag coefficient ~N(1.8, 0.5) and V is the maximum wind speed, a Type I extreme variate with a modal speed of 100, and COV of 30%; the equivalent extremal parameters are α=0.037 and u=100. Suppose the probability of failure of the given engineering system due to inherent variability is Pf=P(Rf - Pw ≤ 0). Obtain the Pf using Monte Carlo Simulation (MCS) with the sample size of n=100, 1000, 10000, and 100000. Show the estimated COVs for each simulation.

Assume the pressure capacity of foundation is normal variate, Rf ~N(60, 20) psf. The peak wind pressure Pw on the building during a wind storm is given by Pw = 1.165×10-3 CV2 , in psf where C is the drag coefficient ~N(1.8, 0.5) and V is the maximum wind speed, a Type I extreme variate with a modal speed of 100, and COV of 30%; the equivalent extremal parameters are α=0.037 and u=100. Suppose the probability of failure of the given engineering system due to inherent variability is Pf=P(Rf - Pw ≤ 0). Obtain the Pf using Monte Carlo Simulation (MCS) with the sample size of n=100, 1000, 10000, and 100000. Show the estimated COVs for each simulation.

A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

Section: Chapter Questions

Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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