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Adaptive radial-based importance sampling method for structural reliability

Grooteman, Frank

AbstractIn this paper an adaptive radial-based importance sampling (ARBIS) method is presented. The radial-based importance sampling (RBIS) method, excluding a β-sphere from the sampling domain, is extended with an efficient adaptive scheme to determine the optimal radius β of the sphere. The adaptive scheme is based on directional simulation. The underlying basic methods are presented briefly. Several numerical examples demonstrate the efficiency, accuracy and robustness of the scheme. As such, the ARBIS method can be applied as a black-box and is of particular interest in applications with a low probability of failure, for example in structural reliability, in combination with a small number of stochastic variables.

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Adaptive radial-based importance sampling method for structural reliability

Grooteman, Frank

AbstractIn this paper an adaptive radial-based importance sampling (ARBIS) method is presented. The radial-based importance sampling (RBIS) method, excluding a β-sphere from the sampling domain, is extended with an efficient adaptive scheme to determine the optimal radius β of the sphere. The adaptive scheme is based on directional simulation. The underlying basic methods are presented briefly. Several numerical examples demonstrate the efficiency, accuracy and robustness of the scheme. As such, the ARBIS method can be applied as a black-box and is of particular interest in applications with a low probability of failure, for example in structural reliability, in combination with a small number of stochastic variables.

Adaptive radial-based importance sampling method for structural reliability

Grooteman, Frank

AbstractIn this paper an adaptive radial-based importance sampling (ARBIS) method is presented. The radial-based importance sampling (RBIS) method, excluding a β-sphere from the sampling domain, is extended with an efficient adaptive scheme to determine the optimal radius β of the sphere. The adaptive scheme is based on directional simulation. The underlying basic methods are presented briefly. Several numerical examples demonstrate the efficiency, accuracy and robustness of the scheme. As such, the ARBIS method can be applied as a black-box and is of particular interest in applications with a low probability of failure, for example in structural reliability, in combination with a small number of stochastic variables.

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Title:

Adaptive radial-based importance sampling method for structural reliability

Contributors:

Grooteman, Frank (author)

Published in:

Structural Safety ; 30 ; 533-542

Publication date:

2007-10-10

Size:

10 pages

ISSN:

DOI:

https://doi.org/10.1016/j.strusafe.2007.10.002

Type of media:

Article (Journal)

Type of material:

Electronic Resource

Language:

English

Keywords:

Importance sampling , Monte-Carlo simulation , Structural reliability , Failure probability , Adaptive

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