Integrating subset simulation with probabilistic re-analysis to estimate reliability of dynamic systems

Application of Rejection Sampling based methodology to variance based parametric sensitivity analysis

“…Then the primary aim turns to estimating the FPF at Gaussian nodes corresponding to univariate functions, for which three methods are introduced in this paper: Monte Carlo simulation (MC); Extended Monte Carlo technique (EMC); Rejection Sampling Technique (RS). EMC technique shares the similar idea with the importance sampling (IS) procedure [47,51], whereas its efficiency is highly affected by the sampling PDF. Then Rejection Sampling (RS) [52,53] is introduced to estimate the FPF with only one set of model evaluations.…”

Efficient reliability updating of slope stability by reweighting failure samples generated by Monte Carlo simulation

“…According to the weighting ideas [7,31], the samples generated based on f(x) in Section 2.1 are reused to evaluate the updated probability of slope failure, which is derived as…”

An Efficient Monte-Carlo Simulation for the Dynamic Reliability Analysis of Jacket Platforms Subjected to Random Wave Loads

“…However, the IS technique requires information about the failure region for the construction of the sampling distribution function, which is difficult to achieve in high-dimensional reliability problems [16][17][18]. On the other hand, the SS technique converts the original problem into the estimation of a sequence of large conditional probabilities [19,20], in which conditional samples from a specially designed Markov chain need to be generated and the generation method has a significant influence on the solution accuracy [21]. As an alternative strategy to enhance the efficiency of the MCS, the Constrained NewWave model reduces the duration time of wave loads by using statistical methods to predict the most probable highest-wave surface elevation within a short time duration of hundreds of seconds [22][23][24][25][26][27].…”