Structural Reliability Analysis with Conditional Importance Sampling Method Based on the Law of Total Expectation and Variance in Subintervals
Publication: Journal of Engineering Mechanics
Volume 146, Issue 1
Abstract
In this paper, a new approach is proposed to estimate the probability of failure in structural reliability analysis. This method is based on the law of total expectation and variance in subintervals, and it combines the conditional Monte Carlo method and the importance sampling method. The conditional input variable can be chosen from the estimates of variance-based sensitivity measures with one set of samples. In addition, the optimal sample size in each subinterval can also be estimated with the same set of samples. The proposed method has a higher rate of convergence compared to the importance sampling method. The numerical and engineering examples show the efficiency of the proposed method.
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Acknowledgments
This work was supported by the National Natural Science Foundation of China (Grant No. NSFC 51775439). The authors are also thankful to the anonymous reviewers for their valuable comments.
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Published In
Journal of Engineering Mechanics
Volume 146 • Issue 1 • January 2020
Copyright
©2019 American Society of Civil Engineers.
History
Received: May 16, 2017
Accepted: May 17, 2019
Published online: Oct 29, 2019
Published in print: Jan 1, 2020
Discussion open until: Mar 29, 2020
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