A novel and efficient Subset Simulation (SubSim) method for obtaining cumulative distribution function (CDF) of structural response and its application

Zeshu Song, Zhenzhou Lu, Changcong Zhou

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

Aim: The introduction of the full paper reviews some papers in the open literature and then proposes what we believe to be a novel and relatively efficient method and its application mentioned in the title. Section 1 explains our method, and section 2 explains our application. The core of section 1 consists of: (1) we brief the Markov Chain Monte Carlo (MCMC) method for computing the CDF; (2) in computing small failure probabilities, we introduce a set of middle failure subsets that have large failure probabilities; (3) we use the thresholds and the corresponding failure probabilities of the middle failure subsets to calculate the integrated CDF of structural response and to analyze the main effect and total effect of a basic variable. Section 3 presents two numerical examples to verify the precision and efficiency of our SubSim method; the numerical results, given in Tables 1, 2, 4 and 5 and Figs. 3 and 4, and their analysis show preliminarily that our SubSim method is more efficient for computation than both the MC method and the analytical method while keeping an acceptably high precision.

Original languageEnglish
Pages (from-to)542-547
Number of pages6
JournalXibei Gongye Daxue Xuebao/Journal of Northwestern Polytechnical University
Volume29
Issue number4
StatePublished - Aug 2011

Keywords

  • Cumulative Distribution Function (CDF)
  • Main effect
  • Markov Chain Monte Carlo (MCMC)
  • Subset Simulation (SubSim)
  • Total effect

Fingerprint

Dive into the research topics of 'A novel and efficient Subset Simulation (SubSim) method for obtaining cumulative distribution function (CDF) of structural response and its application'. Together they form a unique fingerprint.

Cite this