Reliability sensitivity analysis method based on subset simulation hybrid techniques

Abstract

• A new sensitivity analysis method based on control variate technique is provided. • A rough failure probability estimator and a correction has been considered. • Subset simulation and importance sampling are employed to reformulate reliability sensitivity analysis. • This method is able to solve reliability sensitivity analysis problems efficiently and accurately. This study proposes a new reliability sensitivity analysis approach using an efficient hybrid simulation method that is a combination of subset simulation, importance sampling and control variates techniques. This method contains a probability term (a fast-moving by subset simulation) and an adaptive weighting part that improves the calculated probability. The Finite Difference Method is used to obtain reliability sensitivities, and the related formulation is derived. Five numerical examples (four-branch model, beam-cable system, one-story frame, ring-stiffened cylinder buckling, and 25-bar steel truss) are presented to describe the applications of the proposed method. The results are compared with those obtained by the available techniques. The results revealed that the proposed method efficiently and accurately solves rare-event, system-level, and real-world engineering problems with explicit and implicit limit state functions.