Monte-Carlo based uncertainty analysis: Sampling efficiency and sampling convergence

Monte Carlo analysis has become nearly ubiquitous since its introduction, now over 65 years ago. It is an important tool in many assessments of the reliability and robustness of systems, structures or solutions. As the deterministic core simulation can be lengthy, the computational costs of Monte Carlo can be a limiting factor. To reduce that computational expense as much as possible, sampling efficiency and convergence for Monte Carlo are...