ePrints@IIScePrints@IISc Home | About | Browse | Latest Additions | Advanced Search | Contact | Help

Sampling Variance Reduction in Structural Reliability Estimation via Sequential MCMC Sampling Strategies

Sharma, A and Manohar, CS (2023) Sampling Variance Reduction in Structural Reliability Estimation via Sequential MCMC Sampling Strategies. In: Advances in Reliability and Safety Assessment for Critical Systems - Proceedings of the 5th National Conference on Reliability and Safety NCRS 2022, 10 March 2022through 12 March 2022, Chennai, pp. 243-255.

Full text not available from this repository.
Official URL: https://doi.org/10.1007/978-981-99-5049-2_20


The treatment of multiple regions of comparable importance, disconnected safe regions, and/or sharp change in limit state function values near important regions has remained an outstanding challenge in the area of computational structural reliability modeling. The difficulties here lie in detecting the possible presence of these features in a given problem and accounting for them in devising efficient sampling schemes. The present study considers two problems arising in structural engineering with these difficulties: stable-symmetric and snap-through buckling. We compare four alternative variance reduction techniques, viz., subset simulations, generalized splitting method, the sequential space conversion method, and a new method that we are proposing (based on the replica-exchange MCMC sampler) in dealing with such limit surfaces. The study demonstrates the superior performance of the proposed method vis-à -vis other methods considered in dealing with the complications mentioned above and in terms of computational efficiency. © 2023, The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.

Item Type: Conference Proceedings
Publication: Lecture Notes in Mechanical Engineering
Series.: Book Series
Publisher: Springer Science and Business Media Deutschland GmbH
Additional Information: The copyright for this article belongs to
Keywords: Importance sampling; Reliability, MCMC sampling; Multiple regions; Reliability estimation; Safe region; Sampling strategies; Sampling variance reduction; Sampling variances; Structural reliability; Subset simulation; Variance reductions, Computational efficiency
Department/Centre: Division of Mechanical Sciences > Civil Engineering
Date Deposited: 01 Mar 2024 09:02
Last Modified: 01 Mar 2024 09:02
URI: https://eprints.iisc.ac.in/id/eprint/83555

Actions (login required)

View Item View Item