Subset Simulation – A New Approach to Calculating Small Failure Probabilities
- Creators
- Au, S. K.
- Beck, J. L.
Abstract
A new simulation approach, called 'subset simulation', is proposed to compute small failure probabilities. The basic idea is to express the failure probability as a product of larger conditional failure probabilities by introducing intermediate failure events. With a proper choice of the intermediate failure events, the original problem of calculating a small failure probability, which is computationally demanding, is reduced to calculating a sequence of conditional probabilities, which are efficiently estimated by simulation using a special Markov chain. The proposed method is robust to the number of uncertain parameters and efficient in computing small probabilities. An example of calculating the first-excursion probability of a five-story shear building under uncertain seismic excitation is presented to demonstrate the efficiency of the method.
Additional details
- Eprint ID
- 34377
- Resolver ID
- CaltechAUTHORS:20120925-163206969
- Created
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2012-11-13Created from EPrint's datestamp field
- Updated
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2019-10-03Created from EPrint's last_modified field