A spark-based Monte Carlo parallel simulation approach for complex large systems reliability assessment

2015 ◽  
pp. 1839-1844
Author(s):  
Y Liu ◽  
Y Ren ◽  
L Liu ◽  
Z Wang
Keyword(s):  
Monte Carlo ◽  
Reliability Assessment ◽  
Parallel Simulation ◽  
Simulation Approach ◽  
Large Systems

Parameter Study on Subset Simulation for Reliability Assessment

2017 ◽  
Vol 1144 ◽  
pp. 128-135
Author(s):  
Adéla Hlobilová ◽  
Matěj Lepš
Keyword(s):  
Monte Carlo ◽  
Reliability Assessment ◽  
Latin Hypercube Sampling ◽  
Structural Safety ◽  
Parameter Study ◽  
Subset Simulation ◽  
Mathematical Functions ◽  
New Techniques ◽  
Failure Event ◽  
Truss Bridge

Small probability of failure characterizes a good structural design. Prediction of such a structural safety is time consuming considering that sampling methods such as Monte Carlo method or Latin Hypercube sampling are used. Therefore, more specialized methods are developed. A Subset simulation is one of the new techniques based on modifying the failure event as an intersection of nested intermediate events that are easier to solve. This paper deals with a parameter study of the Subset simulation with modified Metropolis algorithm for Markov chain Monte Carlo using distinct proposal distributions. Different setting is then compared on reliability assessment benchmarks, namely on two mathematical functions with different failure probabilities and on a 23-bar planar truss bridge.

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