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An Extension of Iterative Fast Monte-Carlo (IFM) Procedure and its Applications to Time-Variant Structural Reliability Analysis

by W. Shiraki, Tottori Univ, Japan,



Document Type: Proceeding Paper

Part of: Structural Safety and Reliability

Abstract:

An efficient sampling procedure which is applicable to time-variant as well as time-invariant structural reliability problems is proposed. First, the concept of the conditional failure probability with given system parameters is introduced, and then the overall failure probability is efficiently determined using the iterative fast Monte-Carlo procedure. The mean values of the importance sampling density function are selected to be the center of domain which contributes most to the overall failure probability. In a simple numerical example, the applicability of the suggested method as well as the advantage over existing accurate method are shown.

Subject Headings: Structural reliability | Structural analysis | Failure analysis | Probability | Numerical methods | Monte Carlo method | Mathematics

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