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Article Dans Une Revue Applied Mathematical Modelling Année : 2017

An Adaptive Metamodel-Based Subset Importance Sampling approach for the assessment of the functional failure probability of a thermal-hydraulic passive system

Résumé

An Adaptive Metamodel-Based Subset Importance Sampling (AM-SIS) approach, previously developed by the authors, is here employed to assess the (small) functional failure probability of a thermal-hydraulic (T-H) nuclear passive safety system. The approach relies on an iterative Importance Sampling (IS) scheme that efficiently couples the powerful characteristics of Subset Simulation (SS) and fast-running Artificial Neural Networks (ANNs). In particular, SS and ANNs are intelligently employed to build and progressively refine a fully nonparametric estimator of the ideal, zero-variance Importance Sampling Density (ISD), in order to: (i) increase the robustness of the failure probability estimates and (ii) decrease the number of expensive T-H simulations needed (together with the related computational burden). The performance of the approach is thoroughly compared to that of other efficient Monte Carlo (MC) techniques on a case study involving an advanced nuclear reactor cooled by helium.
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Dates et versions

hal-01652225 , version 1 (30-11-2017)

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Nicola Pedroni, Enrico Zio. An Adaptive Metamodel-Based Subset Importance Sampling approach for the assessment of the functional failure probability of a thermal-hydraulic passive system. Applied Mathematical Modelling, 2017, 48, pp.269-288. ⟨10.1016/j.apm.2017.04.003⟩. ⟨hal-01652225⟩
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