Tutorial 1 – Reliability analysis

In this tutorial we use Fesslix for reliability analysis. As reliability method we employ Subset Simulation [1].

1   Primary Reliability Tutorials

The following limit-state function is analyzed:
where denotes the number of random variables in the problem ( in this example) and denotes the th random variable. Each is an exponential random variable with parameter . This example problem is also discussed in [2] in combination with Subset Simulation.

The problem is solved using different variants to formulate the limit-state function:


2   Secondary Reliability Tutorials

A reliability analyisis employing Subset Simulation is also performed in Tutorial 5c (2D FE-plate with spatially uncertain Young's modulus).

3   References

  • [1] Au, S. K., & Beck, J. L. (2001). Estimation of small failure probabilities in high dimensions by subset simulation. Probabilistic Engineering Mechanics, 16(4), 263-277. doi:10.1016/S0266-8920(01)00019-4
  • [2] Papaioannou I., Betz W., Zwirglmaier K., Straub D. (2015): MCMC Algorithms for Subset Simulation. Probabilistic Engineering Mechanics, 41, 89-103. doi:10.1016/j.probengmech.2015.06.006

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