IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v94y2009i2p658-665.html
   My bibliography  Save this article

Subset simulation for structural reliability sensitivity analysis

Author

Listed:
  • Song, Shufang
  • Lu, Zhenzhou
  • Qiao, Hongwei

Abstract

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 RS 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.

Suggested Citation

  • Song, Shufang & Lu, Zhenzhou & Qiao, Hongwei, 2009. "Subset simulation for structural reliability sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 94(2), pages 658-665.
    • Handle: RePEc:eee:reensy:v:94:y:2009:i:2:p:658-665
    DOI: 10.1016/j.ress.2008.07.006
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832008001944
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ress.2008.07.006?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ahammed, Mukshed & Melchers, Robert E., 2006. "Gradient and parameter sensitivity estimation for systems evaluated using Monte Carlo analysis," Reliability Engineering and System Safety, Elsevier, vol. 91(5), pages 594-601.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zio, E. & Pedroni, N., 2010. "An optimized Line Sampling method for the estimation of the failure probability of nuclear passive systems," Reliability Engineering and System Safety, Elsevier, vol. 95(12), pages 1300-1313.
    2. Zio, E. & Pedroni, N., 2012. "Monte Carlo simulation-based sensitivity analysis of the model of a thermal–hydraulic passive system," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 90-106.
    3. Zio, E. & Pedroni, N., 2009. "Functional failure analysis of a thermal–hydraulic passive system by means of Line Sampling," Reliability Engineering and System Safety, Elsevier, vol. 94(11), pages 1764-1781.
    4. Conceição António, Carlos & Hoffbauer, Luísa N., 2007. "Uncertainty analysis based on sensitivity applied to angle-ply composite structures," Reliability Engineering and System Safety, Elsevier, vol. 92(10), pages 1353-1362.
    5. Carlon, André Gustavo & Kroetz, Henrique Machado & Torii, André Jacomel & Lopez, Rafael Holdorf & Miguel, Leandro Fleck Fadel, 2022. "Risk optimization using the Chernoff bound and stochastic gradient descent," Reliability Engineering and System Safety, Elsevier, vol. 223(C).
    6. Tianxiao Zhang & Yimin Zhang, 2017. "A new model for reliability design and reliability sensitivity analysis of a hydraulic piston pump," Journal of Risk and Reliability, , vol. 231(1), pages 11-24, February.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:94:y:2009:i:2:p:658-665. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.