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Subset simulation for structural reliability sensitivity analysis
DOI:10.1016/j.ress.2008.07.006.png)
摘要
En 中文
Based on two procedures for efficiently generating conditional samples, i.e. Markov chain Monte Carlo (MCMC) simulation and importance sampling (IS), two reliability sensitivity (RS) algorithms are presented. On the basis of reliability analysis of Subset simulation (Subsim), the RS of the failure probability with respect to the distribution parameter of the basic variable is transformed as a set of IRS of conditional failure probabilities with respect to the distribution parameter of the basic variable. By use of the conditional samples generated by MCMC simulation and IS, procedures are established to estimate the RS of the conditional failure probabilities. The formulae of the RS estimator, its variance and its coefficient of variation are derived in detail. The results of the illustrations show high efficiency and high precision of the presented algorithms, and it is suitable for highly nonlinear limit state equation and structural system with single and multiple failure modes. Crown Copyright (c) 2008 Published by Elsevier Ltd. All rights reserved.
Keyword:
Subset simulation (Subsim)
Reliability sensitivity (RS)
Markov chain Monte Carlo (MCMC) simulation
Importance sampling (IS)
Conditional failure probability
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期刊
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IF:
11
论文数:
9.0K
被引数:
4.2W
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引用论文
A fast approximate method for parameter sensitivity estimation in Monte Carlo structural reliability蒙特卡洛结构可靠性参数灵敏度估计的快速近似方法
Reliability of structures in high dimensions, part I:: algorithms and applications高维结构的可靠性,第一部分: 算法和应用

