Small failure probability analysis of stochastic structures based on a new hybrid approach

Abstract

The small failure probability problem of stochastic structures is investigated by using two types of surrogate models and the subset simulation method in conjunction with parallel computation. To achieve high computational efficiency, the explicit expression of dynamic responses of stochastic structures is first derived in the form based on the explicit time-domain method. Then, the small failure probability analysis of stochastic structures is efficiently carried out through the Monte Carlo simulation method utilizing explicit expressions. To avoid the repeated calculation for the coefficient matrices or vectors of the explicit expression of stochastic structures, two types of surrogate models, e.g., the backpropagation neural network model and the Kriging model, are introduced to obtain these matrices or vectors for each parameter sample of the stochastic structures. The computational cost is further reduced by using the subset simulation method to generate conditional samples which follow the rule of Metropolis-Hastings. Furthermore, in virtue of the independence of the surrogate models for each time instant and the independence of dynamic analysis for each sample, parallel computation is embedded in the proposed approach, which can fully exploit the characteristics of the proposed approach and further improve the computational efficiency of dynamic reliability analysis. Numerical examples are given to illustrate the validity of the proposed hybrid approach.