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Spherical subset simulation (S3) for solving non-linear dynamical reliability problems
Katafygiotis L.2; Cheung S.H.3; Yuen K.-V.1
2010-04-01
Source PublicationInternational Journal of Reliability and Safety
ISSN1479389X 14793903
Volume4Issue:2-3Pages:122-138
AbstractThis paper presents a methodology for general non-linear reliability problems. It is based on dividing the failure domain into a number of appropriately selected subregions and calculating the failure probability as a sum of the probabilities for each subregion. The probability of each subregion is calculated as a product of factors, which can be estimated accurately by a relatively small number of samples generated according to the conditional distribution corresponding to the particular subregion. These samples are generated through Markov Chain Monte Carlo simulations using a slice-sampling-based algorithm proposed by the authors. The proposed method is robust and is suitable for high-dimensional problems. This is in contrast to popular importance sampling methods that often break down for high-dimensional problems. The method is found to be significantly more efficient than Monte Carlo simulations. The efficiency of the method is demonstrated with two examples involving 4000 and 1501 random variables. Copyright © 2010 Inderscience Enterprises Ltd.
KeywordFailure probability Markov Chain Monte Carlo MCMC Non-linear dynamic reliability Spherical subset simulation
DOI10.1504/IJRS.2010.032442
URLView the original
Language英語
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Document TypeJournal article
CollectionDEPARTMENT OF CIVIL AND ENVIRONMENTAL ENGINEERING
Affiliation1.Universidade de Macau
2.Hong Kong University of Science and Technology
3.California Institute of Technology
Recommended Citation
GB/T 7714
Katafygiotis L.,Cheung S.H.,Yuen K.-V.. Spherical subset simulation (S3) for solving non-linear dynamical reliability problems[J]. International Journal of Reliability and Safety,2010,4(2-3):122-138.
APA Katafygiotis L.,Cheung S.H.,&Yuen K.-V..(2010).Spherical subset simulation (S3) for solving non-linear dynamical reliability problems.International Journal of Reliability and Safety,4(2-3),122-138.
MLA Katafygiotis L.,et al."Spherical subset simulation (S3) for solving non-linear dynamical reliability problems".International Journal of Reliability and Safety 4.2-3(2010):122-138.
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