### Abstract

We study the problem of estimating small failure probabilities for elastic random material described by a one dimensional stochastic elliptic differential equation with certain external forcing and boundary conditions. Gaussian random functions are used to model the spatial variation of the material parameters. The failure event of the bulk material is simply characterized by the exceeding of certain thresholds for the maximum strain in the material. Using large deviation heuristics, we provide an intuitive description of the most probable realization of the random material parameters leading to critical situations of material failure. An efficient Monte Carlo method to compute such probabilities is presented.

Original language | English (US) |
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Title of host publication | Proceedings of the 2011 Winter Simulation Conference, WSC 2011 |

Pages | 3779-3789 |

Number of pages | 11 |

DOIs | |

State | Published - 2011 |

Event | 2011 Winter Simulation Conference, WSC 2011 - Phoenix, AZ, United States Duration: Dec 11 2011 → Dec 14 2011 |

### Publication series

Name | Proceedings - Winter Simulation Conference |
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ISSN (Print) | 0891-7736 |

### Other

Other | 2011 Winter Simulation Conference, WSC 2011 |
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Country | United States |

City | Phoenix, AZ |

Period | 12/11/11 → 12/14/11 |

### All Science Journal Classification (ASJC) codes

- Software
- Modeling and Simulation
- Computer Science Applications

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## Cite this

*Proceedings of the 2011 Winter Simulation Conference, WSC 2011*(pp. 3779-3789). [6148070] (Proceedings - Winter Simulation Conference). https://doi.org/10.1109/WSC.2011.6148070