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Application of Subset Simulation Methods to Reliability Benchmark Problems

Au, S. K. and Ching, J. and Beck, J. L. (2005) Application of Subset Simulation Methods to Reliability Benchmark Problems. In: Proceedings of the 9th International Conference on Structural Safety and Reliability. Millpress , Rotterdam, Netherlands, pp. 2079-2084. ISBN 978-90-5966-056-4 http://resolver.caltech.edu/CaltechAUTHORS:20120905-164022640

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Abstract

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. A later version of Subset Simulation, Sub- Sim/Splitting, is applicable to first-passage problems involving deterministic causal dynamical systems; it uses splitting of excitation time histories rather than MCMC to generate the conditional samples. The latest version, SubSim/Hybrid, combines the advantages of MCMC and splitting and is also applicable to firstpassage problems. Results show that all three Subset Simulation methods are effective in high-dimensional problems and that some computational efficiency can be gained by adopting the splitting and hybrid strategies when calculating the reliability for the first-passage benchmark problems.


Item Type:Book Section
Additional Information:The first co-author (SKA) wishes to acknowledge financial support from Grant SU4/02 by the Nanyang Technological University. The last two coauthors (JC, JLB) wish to acknowledge the financial support from the California Institute of Technology, especially the George W. Housner Post-doctoral Fellowship (JC) in Civil Eng-ineering.
Funders:
Funding AgencyGrant Number
Nan-yang Technological UniversitySU4/02
Subject Keywords:Dynamical systems, Markov chain Monte Carlo, Reliability, Splitting, Subset Simulation
Record Number:CaltechAUTHORS:20120905-164022640
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:20120905-164022640
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:33886
Collection:CaltechAUTHORS
Deposited By: Carmen Nemer-Sirois
Deposited On:13 Nov 2012 18:49
Last Modified:13 Nov 2012 18:49

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