Structural Engineering and Mechanics

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Structural reliability estimation based on quasi ideal importance sampling simulation

  • Yonezawa, Masaaki (Department of Mechanical Engineering, Kinki University) ;
  • Okuda, Shoya (Department of Total System Engineering, Kinki University Technical College) ;
  • Kobayashi, Hiroaki (Department of Mechanical Engineering, Kinki University)
  • Received : 2008.06.30
  • Accepted : 2009.01.19
  • Published : 2009.05.10
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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.

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References

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