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

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  • Breitung, Karl

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.

Suggested Citation

  • Breitung, Karl, 2019. "The geometry of limit state function graphs and subset simulation: Counterexamples," Reliability Engineering and System Safety, Elsevier, vol. 182(C), pages 98-106.
    • Handle: RePEc:eee:reensy:v:182:y:2019:i:c:p:98-106
    DOI: 10.1016/j.ress.2018.10.008
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    References listed on IDEAS

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    1. Alexander Shapiro & Jos Berge, 2002. "Statistical inference of minimum rank factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 79-94, March.
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    Cited by:

    1. Ma, Yuan-Zhuo & Zhu, Yi-Chen & Li, Hong-Shuang & Nan, Hang & Zhao, Zhen-Zhou & Jin, Xiang-Xiang, 2022. "Adaptive Kriging-based failure probability estimation for multiple responses," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
    2. Millar, Robert & Li, Hui & Li, Jinglai, 2023. "Multicanonical sequential Monte Carlo sampler for uncertainty quantification," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
    3. Dehghani, Nariman L. & Zamanian, Soroush & Shafieezadeh, Abdollah, 2021. "Adaptive network reliability analysis: Methodology and applications to power grid," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    4. Ameryan, Ala & Ghalehnovi, Mansour & Rashki, Mohsen, 2022. "AK-SESC: a novel reliability procedure based on the integration of active learning kriging and sequential space conversion method," Reliability Engineering and System Safety, Elsevier, vol. 217(C).

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