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. https://resolver.caltech.edu/CaltechAUTHORS:20120810-115858828
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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. 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 | |||||||||
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| Additional Information: | © 2006 Elsevier Ltd. Available online 1 September 2006. | |||||||||
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| Subject Keywords: | Monte Carlo method; Reliability; Splitting; Stochastic simulation; Subset simulation | |||||||||
| Issue or Number: | 3 | |||||||||
| DOI: | 10.1016/j.strusafe.2006.07.008 | |||||||||
| Record Number: | CaltechAUTHORS:20120810-115858828 | |||||||||
| Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20120810-115858828 | |||||||||
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | |||||||||
| ID Code: | 33096 | |||||||||
| Collection: | CaltechAUTHORS | |||||||||
| Deposited By: | Sydney Garstang | |||||||||
| Deposited On: | 10 Aug 2012 23:03 | |||||||||
| Last Modified: | 09 Nov 2021 21:32 |
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