Application of subset simulation methods to reliability benchmark problems

• Published in: Structural safety Vol. 29; no. 3; pp. 183 - 193
• Main Authors: Au, S.K., Ching, J., Beck, J.L.
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.07.2007
• Subjects: Monte Carlo method; Reliability; Splitting; Stochastic simulation; Subset simulation; Subset simulation; Monte Carlo method; Stochastic simulation; Splitting; Reliability

This paper presents the reliability analysis of three benchmark problems using three variants of Subset Simulation. The original version of Subset Simulation, SubSim/MCMC, employs a Markov chain Monte Carlo (MCMC) method to simulate samples conditional on intermediate failure events; it is a general...