Journal
STRUCTURAL SAFETY
Volume 29, Issue 3, Pages 183-193Publisher
ELSEVIER
DOI: 10.1016/j.strusafe.2006.07.008
Keywords
Monte Carlo method; reliability; splitting; stochastic simulation; subset simulation
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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. (c) 2006 Elsevier Ltd. All rights reserved.
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