Au, S. K. and Beck, J. L. (2000) Subset Simulation – A New Approach to Calculating Small Failure Probabilities. In: Monte Carlo simulation : proceedings of the International Conference on Monte Carlo Simulation, Principality of Monaco, 18-21 June 2000. Balkema , Rotterdam, Netherlands, pp. 287-293. ISBN 9058091880. https://resolver.caltech.edu/CaltechAUTHORS:20120925-163206969
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Abstract
A new simulation approach, called 'subset simulation', is proposed to compute small failure probabilities. The basic idea is to express the failure probability as a product of larger conditional failure probabilities by introducing intermediate failure events. With a proper choice of the intermediate failure events, the original problem of calculating a small failure probability, which is computationally demanding, is reduced to calculating a sequence of conditional probabilities, which are efficiently estimated by simulation using a special Markov chain. The proposed method is robust to the number of uncertain parameters and efficient in computing small probabilities. An example of calculating the first-excursion probability of a five-story shear building under uncertain seismic excitation is presented to demonstrate the efficiency of the method.
Item Type: | Book Section |
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Record Number: | CaltechAUTHORS:20120925-163206969 |
Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20120925-163206969 |
Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. |
ID Code: | 34377 |
Collection: | CaltechAUTHORS |
Deposited By: | Carmen Nemer-Sirois |
Deposited On: | 13 Nov 2012 22:25 |
Last Modified: | 03 Oct 2019 04:18 |
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