Adaptive importance sampling for risk analysis of complex infrastructure systems

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences

Volumn 462, Issue 2075, 2006, Pages 3343-3362

  Dawson, Richard ^a   Hall, Jim ^a  

^a NEWCASTLE UNIVERSITY   (United Kingdom)

Author keywords

Dike system; Flood and coastal defence; Importance sampling; Infrastructure systems management; Risk assessment; Structural reliability

Indexed keywords

EID: 33750542151     PISSN: 13645021     EISSN: 14712946     Source Type: Journal    
DOI: 10.1098/rspa.2006.1720     Document Type: Article

References (35)

1. Bates, P. D. & De Roo, A. P. J. 2000 A simple raster-based model for flood inundation simulation. J. Hydrol. 236, 54-77. (doi:10.1016/S0022-1694(00) 00278-X)
2. Bates, P. D., Dawson, R. J., Hall, J. W., Horritt, M. S., Nicholls, R. J., Wicks, J. & Hassan, M. 2005 Simplified two-dimensional modelling of coastal flooding for risk assessment and planning. Coast. Eng. 52, 793-810. (doi:10.1016/j.coastaleng.2005.06.001)
3. Bucher, B. G. 1988 Adaptive sampling-an iterative fast Monte Carlo procedure. Struct. Safety 5, 119-126. (doi:10.1016/0167-4730(88)90020-3)
4. Casciati, F. & Faravelli, L. 1991 Fragility analysis of complex structural systems. Taunton, UK: Research Studies Press.
5. CIRIA 1996 The beach management manual, CIRIA R153. (1996). London, UK: CIRIA.
6. CUR and TAW 1990 In Probabilistic design of flood defences (ed. G. J. H. Vergeer). CUR Report 141 Rotterdam, The Netherlands: Balkema.
7. Dawson, R. J. & Hall, J. W. 2003 Probabilistic condition characterisation of coastal structures using imprecise information. In Proc. 28th Int. Conf., Cardiff, UK, 8-12 July 2002, vol. 2, (ed. J. McKee Smith), pp. 2348-2359. Hackensack, NJ: World Scientific.
8. Halcrow, HR Wallingford & John Chatterton Associates 2001 National appraisal of assets of risk from flooding and coastal erosion including the effects of climate change. London, UK: DEFRA.
9. Hawkes, P. J., Gouldby, B. P., Tawn, J. A. & Owen, M. W. 2002 The joint probability of waves and water levels in coastal engineering. J. Hydraul. Res. 40, 241-251.
10. HM Treasury 2001 Management of risk: a strategic overview. London, UK: HM Stationery Office.
11. Horritt, M. S. & Bates, P. D. 2001 Predicting floodplain inundation: raster-based modelling versus the finite-element approach. Hydrol. Process. 15, 825-842. (doi:10.1002/hyp.188)
12. HR Wallingford 1999 Overtopping of seawalls: design and assessment manual. R&D Technical Report W178. Wallingford, UK: HR Wallingford.
13. HR Wallingford 2004 Investigation of extreme flood processes & uncertainty. (IMPACT) EC Research Project no. EVG1-CT2001-00037. See www.impact-project.net.
14. JCSS: Joint Committee on Structural Safety 1981 General principles on reliability for structural design. Int. Assoc. for Bridge and Structural Engineering.
15. Madrell, R. J., Reeve, D. E. & Heaton, C. R. 1998 Establishing coastal flood risks from single storms and the distribution of the risk of structural failure. In Proc. Coastlines, Structures and Breakwaters, London, 1998. London, UK: Thomas Telford.
16. McKay, D. J. C. 2003 Information theory, inference, and learning algorithms. Cambridge, UK: Cambridge University Press.
17. Melchers, R. E. 1989 Importance sampling in structural systems. Struct. Safety 6, 3-10. (doi:10. 1016/0167-4730(89)90003-9)
18. Melchers, R. E. 1990 Search-based importance sampling. Struct. Safety 9, 117-128. (doi:10.1016/0167-4730(90)90003-8)
19. Melchers, R. E. 1999 Structural reliability analysis and prediction, 2nd edn. New York: Wiley.
20. Morgan, B. J. 1984 Elements of simulation. London, UK: Chapman & Hall.
21. National Research Council 1992 Risk assessment in the Federal Government: improving the process. Washington, DC: National Academy Press.
22. Penning-Rowsell, E. C., Johnson, C., Tunstall, S. M., Tapsell, S. M., Morris, J., Chatterton, J. B., Coker, A. & Green, C. 2003 The benefits of flood and coastal defence: techniques and data for 2003. London. UK: Middlesex University Flood Hazard Research Centre.
23. Powell, K. A. 1990 Predicting short term response for shingle beaches. Report SR 219, HR Wallingford.
24. Powell, K. A. 1993 Dissimilar sediments: model tests of replenished beaches using widely graded sediments. Report SR 350. Wallingford, UK: HR Wallingford.
25. Ripley, B. D. 1987 Stochastic simulation. New York: Wiley.
26. Royal Society 1983 Risk assessment. London, UK: The Royal Society.
27. Royal Society 1992 Risk: analysis, perception and management. London, UK: The Royal Society.
28. Shreider, Y. A. (ed.) 1966. The Monte Carlo method: the method of statistical trials. Oxford, UK: Pergamon Press.
29. Stewart, M. G. & Melchers, R. E. 1997 Probabilistic risk assessment of engineering systems. London, UK: Chapman & Hall.
30. Terzaghi, K., Peck, R. B. & Mesri, G. 1996 Soil mechanics in engineering practice, 3rd edn. New York: Wiley.
31. Thoft-Christensen, P. & Baker, J. M. 1982 Structural reliability theory and its applications. Berlin: Springer.
32. Van der Meer, J. W. 1988 Deterministic and probabilistic design of breakwater armour layers. J. Waterway Port Coast. Ocean Eng. 122, 93-101.
33. Van Gelder, P. H. J. M. & Vrijling, J. K. 1998 The effect of inherent uncertainty in time and space on the reliability of flood protection. In Safety and reliability. Proc. ESREL '98 Conf., Trondheim, Norway (ed. S. Lydersen, G. K. Hansen & H. Sandtorv), pp. 451-456. Rotterdam, The Netherlands: Balkema.
34. Visser, P. J. 1998 Breach growth in sand defences. Communication on hydraulic and geotechnical engineering, TU Delft Report no. 98-91.
35. Wahl, T. L. 1998 Prediction of embankment dam breach parameters: a literature review and needs assessment. Dams Safety Office: DSO-98-004. See www.usbr.gov/pmts/hydraulics_lab/twahl/.