Application of a Particle Filter-Based Subset Simulation Method to the Reliability Assessment of a Marine Structure

The present study aims at investigating advanced subset simulation techniques, which are based on the theory of particle filter, for the assessment of the failure probability of a marine structure under extreme loading conditions. Three approaches are considered, namely the classical particle filter method, the subset simulation with a branching process and one using the minimum values of the samples as levels. They are, first, intensively applied on a simple example for which a known analytical solution is available, in order to investigate their parameter settings. Then, they are applied, with good performance, using their respective best parameter settings, to the assessment of failure probability of a FPSO subjected to extreme roll motion.