Reliability sensitivity analysis with subset simulation: application to a carbon dioxide storage problem

Reliability sensitivity analysis (RSA) is a sensitivity analysis to measure the effect of modelling parameters on the predicted reliability of a system. It can be used for reliability-based design, safety management, etc. The output-classification-based version of RSA compares the failure-conditional probability density function (PDF) of model parameters with their unconditional PDF to measure sensitivity. The main challenge is to estimate failure-conditional PDFs. Usually, these PDFs can be estimated through the failure samples obtained by Monte Carlo simulation. However, practical systems usually have a small failure probability. For such cases, the brute-force Monte Carlo simulation requires a larger number of samples to obtain enough failure samples. Therefore, the computational cost is very high. In this paper, we propose to use subset simulation to estimate the output-classification-based reliability sensitivity index. Subset simulation introduces a series of intermediate failure events which are easier to sample from, and then iteratively samples in each constrained failure region until the target failure event is reached. Compared to brute-force Monte Carlo simulation, subset simulation samples in a direction towards the target failure domain. Therefore, the failure samples can be obtained more efficiently. We apply subset simulation to perform RSA for a carbon dioxide storage benchmark problem. We show that subset simulation can estimate the output-classification-based reliability sensitivity index more efficiently compared to brute-force Monte Carlo simulation.