TECHNICAL PAPERS
Jul 15, 2003

Subset Simulation and its Application to Seismic Risk Based on Dynamic Analysis

Publication: Journal of Engineering Mechanics
Volume 129, Issue 8

Abstract

A method is presented for efficiently computing small failure probabilities encountered in seismic risk problems involving dynamic analysis. It is based on a procedure recently developed by the writers called Subset Simulation in which the central idea is that a small failure probability can be expressed as a product of larger conditional failure probabilities, thereby turning the problem of simulating a rare failure event into several problems that involve the conditional simulation of more frequent events. Markov chain Monte Carlo simulation is used to efficiently generate the conditional samples, which is otherwise a nontrivial task. The original version of Subset Simulation is improved by allowing greater flexibility for incorporating prior information about the reliability problem so as to increase the efficiency of the method. The method is an effective simulation procedure for seismic performance assessment of structures in the context of modern performance-based design. This application is illustrated by considering the failure of linear and nonlinear hysteretic structures subjected to uncertain earthquake ground motions. Failure analysis is also carried out using the Markov chain samples generated during Subset Simulation to yield information about the probable scenarios that may occur when the structure fails.

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Information & Authors

Information

Published In

Go to Journal of Engineering Mechanics
Journal of Engineering Mechanics
Volume 129Issue 8August 2003
Pages: 901 - 917

History

Received: Jan 7, 2002
Accepted: Nov 21, 2002
Published online: Jul 15, 2003
Published in print: Aug 2003

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Authors

Affiliations

S. K. Au
School of Civil and Environmental Engineering, Nanyang Technological Univ., Singapore 639798.
J. L. Beck
Division of Engineering and Applied Science, California Institute of Technology, Pasadena, CA 91125 (corresponding author).

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