File Download

There are no files associated with this item.

  Links for fulltext
     (May Require Subscription)
Supplementary

Article: A subset simulation based approach with modified conditional sampling and estimator for loss exceedance curve computation

TitleA subset simulation based approach with modified conditional sampling and estimator for loss exceedance curve computation
Authors
Issue Date2018
Citation
Reliability Engineering and System Safety, 2018, v. 177, p. 94-107 How to Cite?
Abstract© 2018 Elsevier Ltd A new stochastic simulation-based approach for the evaluation of loss exceedance curve without repeated reliability analyses, and the generation of samples of input random variables and any function of them conditioned on different levels of loss exceedance is proposed for a comprehensive risk and loss analysis, and investigation. The proposed approach involves the modification of the simulation algorithms in the Subset Simulation and the development of new estimators. It allows for a more comprehensive characterization of the probability distribution of the loss including the tail parts due to combinations of scenarios which can lead to extreme and catastrophic consequences. The approach is robust to the number of random variables involved. The effectiveness and efficiency of the proposed method are shown by an illustrative example involving a seismic loss analysis of a multi-story inelastic structure. A stochastic ground motion model coupled with a stochastic nonlinear dynamic model, and probabilistic fragility and loss functions are considered.
Persistent Identifierhttp://hdl.handle.net/10722/296169
ISSN
2023 Impact Factor: 9.4
2023 SCImago Journal Rankings: 2.028
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorBansal, Sahil-
dc.contributor.authorCheung, Sai Hung-
dc.date.accessioned2021-02-11T04:52:59Z-
dc.date.available2021-02-11T04:52:59Z-
dc.date.issued2018-
dc.identifier.citationReliability Engineering and System Safety, 2018, v. 177, p. 94-107-
dc.identifier.issn0951-8320-
dc.identifier.urihttp://hdl.handle.net/10722/296169-
dc.description.abstract© 2018 Elsevier Ltd A new stochastic simulation-based approach for the evaluation of loss exceedance curve without repeated reliability analyses, and the generation of samples of input random variables and any function of them conditioned on different levels of loss exceedance is proposed for a comprehensive risk and loss analysis, and investigation. The proposed approach involves the modification of the simulation algorithms in the Subset Simulation and the development of new estimators. It allows for a more comprehensive characterization of the probability distribution of the loss including the tail parts due to combinations of scenarios which can lead to extreme and catastrophic consequences. The approach is robust to the number of random variables involved. The effectiveness and efficiency of the proposed method are shown by an illustrative example involving a seismic loss analysis of a multi-story inelastic structure. A stochastic ground motion model coupled with a stochastic nonlinear dynamic model, and probabilistic fragility and loss functions are considered.-
dc.languageeng-
dc.relation.ispartofReliability Engineering and System Safety-
dc.titleA subset simulation based approach with modified conditional sampling and estimator for loss exceedance curve computation-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.ress.2018.05.003-
dc.identifier.scopuseid_2-s2.0-85047224205-
dc.identifier.volume177-
dc.identifier.spage94-
dc.identifier.epage107-
dc.identifier.isiWOS:000437961000008-
dc.identifier.issnl0951-8320-

Export via OAI-PMH Interface in XML Formats


OR


Export to Other Non-XML Formats