期刊
MECHANICAL SYSTEMS AND SIGNAL PROCESSING
卷 150, 期 -, 页码 -出版社
ACADEMIC PRESS LTD- ELSEVIER SCIENCE LTD
DOI: 10.1016/j.ymssp.2020.107139
关键词
Subset simulation; Control variates; Sequential space conversion; Augmented failure domain
The proposed SESC method is derived from the control variate technique and estimates a quick imprecise failure probability before refining the estimation and directing samples towards the important failure region. Unlike conventional SubSim, the performance of SESC is not affected by the geometry of the performance function away from the limit state surface.
A sequential space conversion (SESC) method is proposed to solve complex and high dimensional rare event problems. While the conventional Subset Simulation (SubSim) for-mulation is based on the Bayes theorem, that of the SESC is derived from the control variate technique. This approach first estimates a fast imprecise failure probability and then improves the estimation using refining terms. It designs a set of scaled limit state functions similar to the original one but with higher failure probabilities, then uses the set as the control variates, and, finally, conducts the Markov chain Monte Carlo samples toward the important failure region. Hence, unlike the conventional SubSim, the SESC performance does not depend on the geometry of the performance function away from the limit state surface. The reliability analysis of complex and high dimensional problems that involve several counterexamples of subset simulations shows that the proposed method is capable of solving problems with complex/misleading performance functions that cannot be solved with conventional SubSim or other existing approaches. (c) 2020 Elsevier Ltd. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据