Structural reliability analysis by importance directional simulation
  Revised:February 28, 2002
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DOI:10.7511/jslx20036126
KeyWord:structures,reliability,Monte-Carlo simulation,important sampling
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Abstract:
      It is one of attractive method for Monte-Carlo simulation of structural reliability in sphere coordinate system. To improve the simulation efficiency and accuracy, important sampling is necessary. A new important directional sampling approach is developed in this paper. By means of an ellipsoid whose center is located at the design point on the limit state surface, the directional vectors sampled at the design point were transmitted into directional vectors centered at the origin. Thus the formula to estimate the failure probability was set up. It is shown that the length of half axle that orthogonal to the limit state surface at design point should be larger than the reliability index computed based on First-Order Second-Moment method. The length of remained half axles can be determined based on optimization procedure. For the purpose of simplicity, an identical value was suggested. Numerical examples indicate that the approach presented is simple and efficiency.