Stochastic Simulation Based Reliability Analysis with Multiple Performance Objective Functions

Abstract

In this paper, a stochastic simulation approach is proposed to estimate small failure probabilities of multiple limit states. The proposed approach allows for the simultaneous consideration of multiple performance functions and the corresponding thresholds. The approach modifies the stochastic subset simulation algorithm that can efficiently compute small failure probabilities. The proposed approach is robust with respect to the dimension of the failure probability integral, model complexity and nonlinearity. The effectiveness and efficiency of the proposed method are illustrated by a numerical example involving a structural dynamic system subjected to future earthquake excitations modeled as a stochastic process and the results are compared to those obtained using crude Monte Carlo simulation.