A Modular Subset Simulation Toolbox for Matlab

2022 ◽  
Author(s):  
Florian Schwaiger ◽  
Dalong Shi ◽  
Chinmaya Mishra ◽  
Lukas Höhndorf ◽  
Florian Holzapfel
Keyword(s):  
2017 ◽  
Vol 1144 ◽  
pp. 128-135
Author(s):  
Adéla Hlobilová ◽  
Matěj Lepš

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.


2021 ◽  
Vol 139 ◽  
pp. 104392
Author(s):  
Yi-Jian Yang ◽  
Dian-Qing Li ◽  
Zi-Jun Cao ◽  
Guo-Hui Gao ◽  
Kok-Kwang Phoon

2019 ◽  
Vol 57 ◽  
pp. 25-33 ◽  
Author(s):  
Aihua Liu ◽  
Ke Chen ◽  
Xiaofei Huang ◽  
Jieyun Chen ◽  
Jianfeng Zhou ◽  
...  

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