Importance Sampling in Structural System Reliability

by Gongkang Fu, Univ of Colorado, United States,
Fred Moses, Univ of Colorado, United States,

Document Type: Proceeding Paper

Part of: Probabilistic Methods in Civil Engineering


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 analysis | Structural reliability | Structural systems | System reliability | Monte Carlo method | System analysis | Verification | Mathematics

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