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Structural Engineering and Mechanics Volume 38, Number 1, April10 2011 , pages 125-140 DOI: https://doi.org/10.12989/sem.2011.38.1.125 |
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Low-discrepancy sampling for structural reliability sensitivity analysis |
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Zhenggang Cao, Hongzhe Dai and Wei Wang
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| Abstract | ||
| This study presents an innovative method to estimate the reliability sensitivity based on the low-discrepancy sampling which is a new technique for structural reliability analysis. Two advantages are contributed to the method: one is that, by developing a general importance sampling procedure for reliability sensitivity analysis, the partial derivative of the failure probability with respect to the distribution parameter can be directly obtained with typically insignificant additional computations on the basis of structural reliability analysis; and the other is that, by combining various low-discrepancy sequences with the above importance sampling procedure, the proposed method is far more efficient than that based on the classical Monte Carlo method in estimating reliability sensitivity, especially for problems of small failure probability or problems that require a large number of costly finite element analyses. Examples involving both numerical and structural problems illustrate the application and effectiveness of the method developed, which indicate that the proposed method can provide accurate and computationally efficient estimates of reliability sensitivity. | ||
| Key Words | ||
| reliability sensitivity; failure probability; importance sampling; Quasi-Monte Carlo; lowdiscrepancy sampling. | ||
| Address | ||
| Zhenggang Cao, Hongzhe Dai and Wei Wang: School of Civil Engineering, Harbin Institute of Technology, Harbin 150090, China | ||