Some Observations on the Subset Simulation Related to the Wind Turbine Mechanics

The subset simulation method is considered to be one of the most powerful methods among the variance reduction Monte Carlo techniques. Potential shortcomings of the method are the bias in its estimations and potential challenges in finding important directions in high dimensional nonlinear problems. The important directions in the n-dimensional space of the problem
are those toward which the failure region extends i.e. by moving in those directions the simulation will fall into the safe domain. It is clear that finding these important directions becomes increasingly difficult as the number of the basic random variables of the problem increases. Moreover when the failure domain of the problem is not a simply connected domain, e.g. failure islands, finding the correct direction, or island, becomes even more difficult. This case occurs frequently in time variant dynamic reliability analysis of nonlinear systems. It is interesting to determine applicability of the Subset Simulation (SS) techniques, as a powerful representative of Variance Reduction Monte Carlo (VRMC) methods, on the wind turbine systems specifically with an active controller. Hence in this paper we apply and discuss these methods on a benchmark wind turbine model and analyze the results in view of their applicability.