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Multinormal integrals by importance sampling for series system reliability
AbstractA structural system with multi-failure modes can be modeled as a series system if it fails whenever any of the failure mode occurs. Applying FORM, failure probability of a series system can be expressed using a complementary standard multinormal integral. However, the integral is increasingly more difficult as the dimension increases. Importance sampling method can be used to deal with such multi-fold integration. Considering the fact that the optimal importance sampling function can be determined for a linear limit state function in a uncorrelated standard normal space, this paper proposes an importance sampling function for multinormal integral as a linear combination of such optimal sampling functions. The accuracy and applicability of the method are investigated using numerical examples.
Multinormal integrals by importance sampling for series system reliability
AbstractA structural system with multi-failure modes can be modeled as a series system if it fails whenever any of the failure mode occurs. Applying FORM, failure probability of a series system can be expressed using a complementary standard multinormal integral. However, the integral is increasingly more difficult as the dimension increases. Importance sampling method can be used to deal with such multi-fold integration. Considering the fact that the optimal importance sampling function can be determined for a linear limit state function in a uncorrelated standard normal space, this paper proposes an importance sampling function for multinormal integral as a linear combination of such optimal sampling functions. The accuracy and applicability of the method are investigated using numerical examples.
Multinormal integrals by importance sampling for series system reliability
Mori, Yasuhiro (author) / Kato, Teruyuki (author)
Structural Safety ; 25 ; 363-378
2003-02-10
16 pages
Article (Journal)
Electronic Resource
English
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