Parameter Study on Subset Simulation for Reliability Assessment

Abstract:

Small probability of failure characterizes a good structural design. Prediction of such a structural safety is time consuming considering that sampling methods such as Monte Carlo method or Latin Hypercube sampling are used. Therefore, more specialized methods are developed. A Subset simulation is one of the new techniques based on modifying the failure event as an intersection of nested intermediate events that are easier to solve. This paper deals with a parameter study of the Subset simulation with modified Metropolis algorithm for Markov chain Monte Carlo using distinct proposal distributions. Different setting is then compared on reliability assessment benchmarks, namely on two mathematical functions with different failure probabilities and on a 23-bar planar truss bridge.

• Periodical: Advanced Materials Research (Volume 1144)
• Pages: 128-135
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.1144.128
• Online since: March 2017
• Authors: Adéla Hlobilová*, Matěj Lepš
• Keywords: Advanced Simulation Techniques, Monte Carlo, Reliability Assessment, Subset Simulation

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