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Structural Engineering and Mechanics Volume 32, Number 1, May10 2009 , pages 55-69 DOI: https://doi.org/10.12989/sem.2009.32.1.055 |
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Structural reliability estimation based on quasi ideal importance sampling simulation |
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Masaaki Yonezawa, Shoya Okuda and Hiroaki Kobayashi
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| Abstract | ||
| A quasi ideal importance sampling simulation method combined in the conditional expectation is proposed for the structural reliability estimation. The quasi ideal importance sampling joint probability density function (p.d.f.) is so composed on the basis of the ideal importance sampling concept as to be proportional to the conditional failure probability multiplied by the p.d.f. of the sampling variables. The respective marginal p.d.f.s of the ideal importance sampling joint p.d.f. are determined numerically by the simulations and partly by the piecewise integrations. The quasi ideal importance sampling simulations combined in the conditional expectation are executed to estimate the failure probabilities of structures with multiple failure surfaces and it is shown that the proposed method gives accurate estimations efficiently. | ||
| Key Words | ||
| structural failure probability; simulation-based reliability method; conditional expectation; ideal importance sampling. | ||
| Address | ||
| Masaaki Yonezawa: Dept. of Mechanical Engineering, Kinki University, Higashi-Osaka 577-8502, Japan Shoya Okuda: Dept. of Total System Engineering, Kinki University Technical College, Japan Hiroaki Kobayashi: Dept. of Mechanical Engineering, Kinki University, Higashi-Osaka 577-8502, Japan | ||