Estimation of the Functional Failure Probability of a Thermal Hydraulic Passive System by Subset Simulation

Abstract In the light of epistemic uncertainties affecting the model of a thermal–hydraulic (T–H) passive system and the numerical values of its parameters, the system may find itself in working conditions which do not allow it to accomplish its function as required. The estimation of the probability of these functional failures can be done by Monte Carlo (MC) sampling of the uncertainties in the model followed by the computation of the system response by a mechanistic T–H code. The procedure requires considerable computational efforts for achieving accurate estimates. Efficient methods for sampling the uncertainties in the model are thus in order. In this paper, the recently developed Subset Simulation (SS) method is considered for improving the efficiency of the random sampling. The method, originally developed to solve structural reliability problems, is founded on the idea that a small failure probability can be expressed as a product of larger conditional probabilities of some intermediate events: with a proper choice of the conditional events, the conditional probabilities can be made sufficiently large to allow accurate estimation with a small number of samples. Markov Chain Monte Carlo (MCMC) simulation, based on the Metropolis algorithm, is used to efficiently generate the conditional samples, which is otherwise a non-trivial task. The method is here developed for efficiently estimating the probability of functional failure of an emergency passive decay heat removal system in a simple steady-state model of a Gas-cooled Fast Reactor (GFR). The efficiency of the method is demonstrated by comparison to the commonly adopted standard Monte Carlo Simulation (MCS).