Comparison of probability of failure by monte carlo (MC) and number theoretical net (NT-net) simulation

As performance requirements of engineering structures are becoming more ambitious, the need for analysis of uncertainties and computation of probabilities has been growing. Based on poor computational accuracy at small to median sample sizes of Monte Carlo (MC) simulation techniques in estimating the probability failure of engineering structures, the number theoretical net (NT-net) methodology is proposed to reduce computing effort. A comparison of both the Monte Carlo (MC) and the number theoretical net (NT-net) in estimating probability of failure is provided. The simulation result for a cantilever beam shows that the sample size needed by NT-net method is about 10% of that necessary by the MC-based method to achieve the same level accuracy.