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

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 illustr...