Parameter Study on Subset Simulation for Reliability Assessment

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.

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Parameter Study of Asymptotic Sampling for Truss Structures Reliability

Advanced Materials Research ◽

10.4028/www.scientific.net/amr.969.288 ◽

2014 ◽

Vol 969 ◽

pp. 288-293 ◽

Cited By ~ 1

Author(s):

Adéla Hlobilová ◽

Matěj Lepš

Keyword(s):

Sampling Method ◽

Optimal Parameter ◽

Latin Hypercube Sampling ◽

High Sensitivity ◽

Truss Structures ◽

Parameter Study ◽

Asymptotic Results ◽

New Techniques ◽

Simulation Techniques ◽

Asymptotic Sampling

Sampling methods for predicting a reliability index such as Monte Carlo or Latin Hypercube Sampling are very time consuming thus advanced simulation techniques are frequently used. The asymptotic sampling is one of new techniques based on asymptotic results from reliability theory supported with a simple regression. Since the high sensitivity of the asymptotic sampling method to the control parameters has been reported, this contribution is focused on a study of the optimal parameter setting. The well-known truss structure is introduced and results with different parameter settings are presented.

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Directional Markov Chain Monte Carlo Algorithm for Fast Dynamic Reliability Assessment

Proceedings of the 2020 The 2nd World Symposium on Software Engineering ◽

10.1145/3425329.3425386 ◽

2020 ◽

Author(s):

Jinling Wang

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Reliability Assessment ◽

Monte Carlo Algorithm ◽

Dynamic Reliability ◽

Fast Dynamic

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Uncertainty Quantification of the 1-D SFR Thermal Stratification Model via the Latin Hypercube Sampling Monte Carlo Method

Nuclear Technology ◽

10.1080/00295450.2021.1874779 ◽

2021 ◽

pp. 1-12

Author(s):

Cihang Lu ◽

Zeyun Wu

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Uncertainty Quantification ◽

Thermal Stratification ◽

Latin Hypercube Sampling ◽

Latin Hypercube

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Reliability Analysis of Embankment Slope in Yaan-Luku Expressway

Applied Mechanics and Materials ◽

10.4028/www.scientific.net/amm.71-78.1360 ◽

2011 ◽

Vol 71-78 ◽

pp. 1360-1365

Author(s):

Jian Quan Ma ◽

Guang Jie Li ◽

Shi Bo Li ◽

Pei Hua Xu

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Reliability Analysis ◽

Failure Probability ◽

Latin Hypercube Sampling ◽

Natural State ◽

State Function ◽

Embankment Slope ◽

The Times ◽

Distribution Type

Take a typical cross-section of rockfill embankment slope in Yaan-Luku highway as the research object, reliability analysis is studied under the condition of water table of 840.85m, 851.50m, and loading condition of natural state and horizontal seismic acceleration of 0.2g, respectively. Raw data use Kolmogorov-Smirnov test (K-S test) to determine the distribution type of parametric variation. And the parameters were sampling with Latin hypercube sampling (LHS) method and Monte Carlo (MC) method, respectively, to obtain state function and determine safety factors and reliability indexes. A conclusion is drawn that the times of simulation based on LHS method were less than Monte Carlo method. Also the convergence of failure probability is better than the Monte Carlo method. The safety factor is greater than one and the failure probability has reached to 35.45% in condition of earthquake, which indicating that the instability of rockfill embankment slope is still possible.

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