Comparison of Some Importance Sampling Techniques in Structural Reliability

by S. Engelund, Technical Univ Munich, Munich, Germany,
R. Rackwitz, Technical Univ Munich, Munich, Germany,

Document Type: Proceeding Paper

Part of: Probabilistic Mechanics and Structural and Geotechnical Reliability


The approximate calculation of structural reliabilities by FORM/SORM is well known. Nevertheless, alternatives or at least methods with which the error by these methods can be quantified are desirable. One of the most efficient alternatives no doubt is by applying importance sampling techniques. Quite a number of variants have been proposed recently each having its obvious merits and disadvantages but a systematic comparison is missing up to now. This led the authors to arrange a bench mark study presented in this paper.

Subject Headings: Structural reliability | Comparative studies | Structural analysis | Failure analysis | Probability | Benchmark | Structural failures

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