Ching, J. and Beck, J. L. and Au, S. K. (2005) Hybrid Subset Simulation Method for Dynamic Reliability Problems. In: Proceedings of the 9th International Conference on Structural Safety and Reliability. Millpress , Rotterdam, Netherlands, pp. 2001-2008. ISBN 978-90-5966-056-4 http://resolver.caltech.edu/CaltechAUTHORS:20120905-165531861
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A hybrid Subset Simulation approach is proposed for reliability estimation for general dynamical systems subject to stochastic excitation. This new stochastic simulation approach combines the advantages of the two previously proposed Subset Simulation methods, Subset Simulation with Markov Chain Monte Carlo (MCMC) algorithm and Subset Simulation with splitting. The new method employs the MCMC algorithm before reaching an intermediate failure level and splitting after reaching the level to exploit the causality of dynamical systems. Two examples are presented to demonstrate the effectiveness of the new approach and to compare with the previous two Subset Simulation methods. The results show that the new method is robust to the choice of proposal distribution for the MCMC algorithm and to the intermediate failure events selected for Subset Simulation.
|Item Type:||Book Section|
|Additional Information:||Rome, Italy|
|Subject Keywords:||Subset Simulation, Markov chain Monte Carlo, first passage problem, dynamical systems|
|Usage Policy:||No commercial reproduction, distribution, display or performance rights in this work are provided.|
|Deposited By:||Carmen Nemer-Sirois|
|Deposited On:||13 Nov 2012 00:21|
|Last Modified:||13 Nov 2012 00:21|
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