The geometry of limit state function graphs and subset simulation: Counterexamples

Karl Breitung

Reliability Engineering and System Safety, 2019, vol. 182, issue C, 98-106

Abstract: In the last fifteen years the subset sampling method has often been used in reliability problems as a tool for calculating small probabilities. This method is extrapolating from an initial Monte Carlo estimate, for which the probability content of a failure domain found by a suitable higher level of the original limit state function. Then iteratively conditional probabilities are estimated for failures domains decreasing to the original failure domain. However, there are implied premises, regarding the structure of the failure domains, which must be fulfilled for the method to work properly. The examples studied in this paper demonstrate that inaccurate results might be obtained if the said premises are not fulfilled. This demonstrates that there are limitations for the application of this method.

Keywords: Asymptotic approximations; FORM/SORM; Subset simulation; Monte Carlo methods; Stochastic optimization (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:182:y:2019:i:c:p:98-106

DOI: 10.1016/j.ress.2018.10.008

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