Importance Sampling in Structural System Reliabilityby Gongkang Fu, Univ of Colorado, United States,
Fred Moses, Univ of Colorado, United States,
Document Type: Proceeding Paper
Abstract: In structural system reliability analysis, it is frequently necessary to resort to Monte Carlo simulation (MCS). This paper focuses on Importance Sampling, an advanced MCS method, which greatly improves the efficiency and accuracy. The development in this area is reviewed, the importance of proper determination of sampling distribution is then emphasized and a new sampling distribution (WGNSD) is introduced. This method is general and various applications presented verify its success.
Subject Headings: Structural reliability | System reliability | Structural systems | Structural analysis | System analysis | Mathematics | Verification | Monte Carlo method | Europe | Monaco | Monte Carlo
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