Application of subset simulation methods to reliability benchmark problems

SK Au, J Ching, JL Beck - Structural safety, 2007 - Elsevier
Structural safety, 2007Elsevier
This paper presents the reliability analysis of three benchmark problems using three variants
of Subset Simulation. The original version of Subset Simulation, SubSim/MCMC, employs a
Markov chain Monte Carlo (MCMC) method to simulate samples conditional on intermediate
failure events; it is a general method that is applicable to all the benchmark problems.
SubSim/Splitting is a variant of Subset Simulation applicable to first-passage problems
involving deterministic dynamical systems. It makes use of trajectory splitting for generating …
This paper presents the reliability analysis of three benchmark problems using three variants of Subset Simulation. The original version of Subset Simulation, SubSim/MCMC, employs a Markov chain Monte Carlo (MCMC) method to simulate samples conditional on intermediate failure events; it is a general method that is applicable to all the benchmark problems. SubSim/Splitting is a variant of Subset Simulation applicable to first-passage problems involving deterministic dynamical systems. It makes use of trajectory splitting for generating conditional samples. Another variant, SubSim/Hybrid, uses a combined MCMC/Splitting strategy and so it has the advantages of MCMC and splitting; it is applicable to uncertain and deterministic dynamical systems. Results show that all three Subset Simulation variants are effective in high-dimensional problems and that some computational efficiency can be gained by exploiting and incorporating system characteristics into the simulation procedure.
Elsevier
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