1 Department of Civil Engineering, The Faculty of Engineering and Science, Aalborg University, VBN2 The Faculty of Engineering and Science (ENG), Aalborg University, VBN3 Division of Water and Soil, The Faculty of Engineering and Science, Aalborg University, VBN4 Structural Dynamics, Reliability and Risk Analysis, The Faculty of Engineering and Science, Aalborg University, VBN5 Structural Dynamics Research Group, The Faculty of Engineering and Science, Aalborg University, VBN
Markov Chain Monte Carlo simulation has received considerable attention within the past decade as reportedly one of the most powerful techniques for the first passage probability estimation of dynamic systems. A very popular method in this direction capable of estimating probability of rare events with low computation cost is the subset simulation (SS). The idea of the method is to break a rare event into a sequence of more probable events which are easy to be estimated based on the conditional simulation techniques. Recently, two algorithms have been proposed in order to increase the efficiency of the method by modifying the conditional sampler. In this paper, applicability of the original SS is compared to the recently introduced modifications of the method on a wind turbine model. The model incorporates a PID pitch controller which aims at keeping the rotational speed of the wind turbine rotor equal to its nominal value. Finally Monte Carlo simulations are performed which allow assessment of the accuracy of the first passage probability estimation by the SS methods.
Structure and Infrastructure Engineering, 2013, Vol 9, Issue 10, p. 1067-1079