TY - JOUR
T1 - Feasibility study of progressive Latin hypercube sampling and quasi-Monte Carlo simulation for probabilistic risk assessment
AU - Jin, Seung Seop
AU - Kim, Gungyu
AU - Kwag, Shinyoung
AU - Eem, Seunghyun
N1 - Publisher Copyright:
© 2024 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group.
PY - 2024
Y1 - 2024
N2 - In probabilistic risk assessment (PRA), two main methods exist for quantifying fault trees: theoretical and empirical (sampling). The efficiency of PRA quantification varies depending on the sampling method used. This study evaluated the feasibility of using quasi-Monte Carlo simulation (Quasi-MCS) and progressive Latin hypercube sampling (P-LHS) for PRA quantification. Eight risk outcomes were derived through PRA for internal and external events in four cases. The PRA convergence, variability, and error rates of each sampling method were compared and analyzed. The comparison analysis revealed that all sampling methods had an error rate of approximately 2% with 9,000 total samples. P-LHS exhibited the best convergence and variability among the methods, followed by Quasi-MCS and LHS. Although Quasi-MCS showed more significant variability than LHS as the number of events increased, its error rate remained within 2% with 9,000 samples. Therefore, both P-LHS and Quasi-MCS are feasible for PRA quantification.
AB - In probabilistic risk assessment (PRA), two main methods exist for quantifying fault trees: theoretical and empirical (sampling). The efficiency of PRA quantification varies depending on the sampling method used. This study evaluated the feasibility of using quasi-Monte Carlo simulation (Quasi-MCS) and progressive Latin hypercube sampling (P-LHS) for PRA quantification. Eight risk outcomes were derived through PRA for internal and external events in four cases. The PRA convergence, variability, and error rates of each sampling method were compared and analyzed. The comparison analysis revealed that all sampling methods had an error rate of approximately 2% with 9,000 total samples. P-LHS exhibited the best convergence and variability among the methods, followed by Quasi-MCS and LHS. Although Quasi-MCS showed more significant variability than LHS as the number of events increased, its error rate remained within 2% with 9,000 samples. Therefore, both P-LHS and Quasi-MCS are feasible for PRA quantification.
KW - Probabilistic risk assessment (PRA)
KW - Quasi-Monte Carlo Simulation (Quasi-MCS)
KW - progressive Latin hypercube sampling (P-LHS)
KW - risk quantification
KW - safety assessment
UR - http://www.scopus.com/inward/record.url?scp=85209931609&partnerID=8YFLogxK
U2 - 10.1080/19475705.2024.2425185
DO - 10.1080/19475705.2024.2425185
M3 - Article
AN - SCOPUS:85209931609
SN - 1947-5705
VL - 15
JO - Geomatics, Natural Hazards and Risk
JF - Geomatics, Natural Hazards and Risk
IS - 1
M1 - 2425185
ER -