Advanced reliability analysis methods

Abdel-Hamid Soubra 1 Emilio Bastidas-Arteaga 1
1 TRUST - Contrôle de santé fiabilité et calcul des structures
GeM - Institut de Recherche en Génie Civil et Mécanique
Abstract : This chapter presents the subset simulation (SS) approach and the Polynomial Cha-os Expansion (PCE) methodology. The SS method is an efficient alternative to the well-known Monte Carlo Simulation (MCS) methodology to calculate small failure probabilities. The basic idea of the SS approach is that the small failure probability can be expressed as a product of larger conditional failure probabilities. On the other hand, the PCE methodology allows one to accurately compute the PDF of a given system response using a reduced number of calls of the deterministic model (as compared to the classical MCS applied on the original complex deterministic model). Indeed, the PCE methodology replaces the computationally-expensive de-terministic model by a meta-model. Once the meta-model is determined, MCS can be applied on the obtained PCE to compute the PDF of the system response with a quasi-negligible computation time.
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Chapitre d'ouvrage
ALERT Doctoral School 2014 - Stochastic Analysis and Inverse Modelling, Michael A. Hicks; Cristina Jommi, pp.79-93, 2014, 978-2-9542517-5-2. 〈http://alertgeomaterials.eu〉
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Abdel-Hamid Soubra, Emilio Bastidas-Arteaga. Advanced reliability analysis methods. ALERT Doctoral School 2014 - Stochastic Analysis and Inverse Modelling, Michael A. Hicks; Cristina Jommi, pp.79-93, 2014, 978-2-9542517-5-2. 〈http://alertgeomaterials.eu〉. 〈in2p3-01084374v2〉

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