A generalized Subset Simulation approach for estimating small failure probabilities of multiple stochastic responses

被引:71
作者
Li, Hong-Shuang [1 ]
Ma, Yuan-Zhuo [1 ]
Cao, Zijun [2 ]
机构
[1] Nanjing Univ Aeronaut & Astronaut, Key Lab Fundamental Sci Natl Def Adv Design Techn, Nanjing 210016, Jiangsu, Peoples R China
[2] Wuhan Univ, State Key Lab Water Resources & Hydropower Engn S, Wuhan 430072, Peoples R China
基金
中国国家自然科学基金;
关键词
Subset Simulation; Multiple stochastic responses; Reliability analysis; High dimension; Small failure probability; STRUCTURAL RELIABILITY-ANALYSIS; DYNAMICAL-SYSTEMS SUBJECT; HIGH DIMENSIONS; DIRECTIONAL SIMULATION; CRITICAL-APPRAISAL; BENCHMARK; EXCITATION;
D O I
10.1016/j.compstruc.2014.10.014
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Estimating failure probabilities of multiple stochastic responses using a single run of Subset Simulation remains a challenging task in structural reliability analysis. To address this issue, this study develops a generalized Subset Simulation (GSS) approach, in which a unified intermediate event is defined to drive the simulation procedure progressively approaching multiple failure regions simultaneously. It bypasses the sorting difficulty arising from the multiple stochastic responses. The failure probabilities of multiple stochastic responses are obtained simultaneously by a single run of GSS. Finally, four representative examples are used to demonstrate the efficiency, accuracy and robustness of the proposed GSS approach. (C) 2014 Elsevier Ltd. All rights reserved.
引用
收藏
页码:239 / 251
页数:13
相关论文
共 34 条
[1]  
Au, 2001, SOLUTION 1 EXCURSION
[2]   Application of subset simulation methods to reliability benchmark problems [J].
Au, S. K. ;
Ching, J. ;
Beck, J. L. .
STRUCTURAL SAFETY, 2007, 29 (03) :183-193
[3]   A new adaptive importance sampling scheme for reliability calculations [J].
Au, SK ;
Beck, JL .
STRUCTURAL SAFETY, 1999, 21 (02) :135-158
[4]   Important sampling in high dimensions [J].
Au, SK ;
Beck, JL .
STRUCTURAL SAFETY, 2003, 25 (02) :139-163
[5]   Estimation of small failure probabilities in high dimensions by subset simulation [J].
Au, SK ;
Beck, JL .
PROBABILISTIC ENGINEERING MECHANICS, 2001, 16 (04) :263-277
[6]   ADAPTIVE SAMPLING - AN ITERATIVE FAST MONTE-CARLO PROCEDURE [J].
BUCHER, CG .
STRUCTURAL SAFETY, 1988, 5 (02) :119-126
[7]   Hybrid Subset Simulation method for reliability estimation of dynamical systems subject to stochastic excitation [J].
Ching, J ;
Beck, JL ;
Au, SK .
PROBABILISTIC ENGINEERING MECHANICS, 2005, 20 (03) :199-214
[8]   Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting [J].
Ching, J ;
Au, SK ;
Beck, JL .
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2005, 194 (12-16) :1557-1579
[9]   GENERAL MULTIDIMENSIONAL PROBABILITY INTEGRATION BY DIRECTIONAL SIMULATION [J].
DITLEVSEN, O ;
MELCHERS, RE ;
GLUVER, H .
COMPUTERS & STRUCTURES, 1990, 36 (02) :355-368
[10]  
DITLEVSEN O, 1987, STRUCT SAF, V4, P95