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Application of subset simulation methods to reliability benchmark problems

Au, S. K. and Ching, J. and Beck, J. L. (2007) Application of subset simulation methods to reliability benchmark problems. Structural Safety, 29 (3). pp. 183-193. ISSN 0167-4730. doi:10.1016/j.strusafe.2006.07.008.

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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.

Item Type:Article
Related URLs:
URLURL TypeDescription
Ching, J.0000-0001-6028-1674
Additional Information:© 2006 Elsevier Ltd. Available online 1 September 2006.
Funding AgencyGrant Number
Nanyang Technological University, SingaporeSU4/02
George W. Housner FellowshipUNSPECIFIED
Subject Keywords:Monte Carlo method; Reliability; Splitting; Stochastic simulation; Subset simulation
Issue or Number:3
Record Number:CaltechAUTHORS:20120810-115858828
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:33096
Deposited By: Sydney Garstang
Deposited On:10 Aug 2012 23:03
Last Modified:09 Nov 2021 21:32

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