Efficient robust design via Monte Carlo sample reweighting

JR Fonseca, MI Friswell, AW Lees

Research output: Contribution to journalArticle (Academic Journal)peer-review

38 Citations (Scopus)


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.
Translated title of the contributionEfficient robust design via Monte Carlo sample reweighting
Original languageEnglish
Pages (from-to)2279 - 2301
Number of pages23
JournalInternational Journal for Numerical Methods in Engineering
Volume69 (11)
Publication statusPublished - Mar 2007

Bibliographical note

Publisher: Wiley


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