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STRUCTURAL RELIABILITY
Module # 04 Lecture 3
Course Format: Web

Instructor: Dr. Arunasis Chakraborty Department of Civil Engineering Indian Institute of Technology Guwahati

3. Lecture 03: Latin Hypercube Sampling

Latin Hypercube Latin Hypercube sampling technique is also another simulation based reliability evaluation method. In this method, the domain of each random variable decomposed into interval and same probability is assigned to all the intervals. The number of intervals depends on how many samples would be generated for each variable. One value from each interval is selected at random with respect to the probability density in the interval. To form the hypercube combination of the interval of random variable is performed. When sampling a function of N variables, the range of each variable is divided into M equally probable intervals. M sample points are then placed to satisfy the Latin hypercube requirements; this forces the number of divisions M, to be equal for each variable. The maximum number of combinations for a Latin Hypercube of M divisions and N variables can be computed with the relation given in Eq. 4.3.1.
M 1 N 1 1

Mn
n=0

= !

4.3.1

The simulation technique is illustrated in Figure 4.3.1. In this figure, for random variable 2 , the domain is divided in 9 interval with equal probability. Similarly for random variable 1 , the domain is divided in 9 interval with equal probability. Now for each interval there is a value taken randomly. Notably, for an interval of 1 , there is only one value in 2 . For these two variables, by this method we can get combination 362880 of samples. The calculation follows the same analogy as followed in MCS method. The governing equation is given in Eq. 4.3.2. 1 =

=1

4.3.2

where, (. ) is an indicator and is the samples. Value of the indicator will be 1 if system does not satisfy and 0 for else. Course Instructor: Dr. Arunasis Chakraborty 1

Lecture 03: Latin Hypercube Sampling 2 ()

1 Figure 4.3.1 Latin Hypercube sampling In this case, required number of sample for simulation is independent of dimension of the problem or number of random variables. For confidence level of 95%, the number of required samples can be calculated from Eq. 4.3.3. = Here, is expected probability of failure. Example Ex#03. A cantilever steel beam of span = 2 is subjected to a point load = 100 at the free end. For this section, resisting moment capacity is 1 2 . For collapse prevention condition limit state defined as below Table 4.3.1 Random Variable () 1 (kN/m2) 2 (m3) Random variables 10 4.3.3

S. No. 1 2 and limit state is

250 103 1.2 103

25 103 6.0 105

= 1 2 .

Course Instructor: Dr. Arunasis Chakraborty 2

Lecture 03: Latin Hypercube Sampling Solution: The above problem is solved by considering all the random variables with Gaussian distribution. In this case number of sample is used 20000. In Figure 4.3.2 show the distribution of random variable 1 and in Figure 4.3.3 shows the distribution of random variable 2 . From

Figure 4.3.2 Random variable

Figure 4.3.3 Random variable Course Instructor: Dr. Arunasis Chakraborty 3

Lecture 03: Latin Hypercube Sampling both figure it is satisfied that the two variable sampled as normal distribution. In Figure 4.3.4, the grid plot between two variables is shown. For clear understanding, 20 number of sample from safe domain and 10 number of sample from unsafe domain are considered. From this figure the sampling scheme in Latin Hypercube method which is shown in Figure 4.3.1, is clear.

Figure 4.3.4 Scheme plot of variable and The obtained failure probability and reliability index is tabulated below. The same example is solve in different approach afterwards. It is possible to show that with samples Latin Hypercube sampling method gives fairly good result and as the other simulation based technique with the increment of samples obtained failure probability will be more accurate. 20000 0.0006504 3.2158

Course Instructor: Dr. Arunasis Chakraborty 4