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| Importance sampling techniques in dynamical structural reliability |
| Revised:October 08, 2000 |
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| DOI：10.7511/jslx20014094 |
| KeyWord:dynamical structural reliability,Monte Carlo simulation,importance sampling |
| WU Bin OU Jin-ping ZHANG Ji-gang LU Da-gang |
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| Abstract: |
| The possibility of importance sampling technique applied to dynamical structural reliability problems is explored, and then the procedures of calculating dynamical structural reliability under white noise excitation with importance sampling technique is presented. The white noise is modeled as independent normal random variable series. The scheme of amplifying the intensity of white noise, i.e., the variance of the normal random variables, is adopted to increase the chances of response samples falling in the failure domain. The joint probability density function of the normal random series with amplified variance is chosen as the importance sampling function. The influence of different amplifying ratios of variance on calculation precision is compared through a numerical example. It is indicated from the calculation that there exists an optimal value of amplifying ratios of variance that makes the calculation most efficient. Theoretical and numerical analyses show that the important sampling method presented herein is suitable to be applied to the calculation of dynamical failure probability of structures. |
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