Importance Sampling for Time-Variant Reliability Analysis

Importance sampling methods are extensively used in time-independent reliability analysis. However, the kind of is barely studied field time-variant This article presents an importance method for It increases probability failure trajectories a performance function. To develop method, instantaneous function at predefined time instant regarded as one. A first implemented on order to obtain samples stochastic processes and random variables. Then, conditional generated condition achieved above, which utilizes correlationship among uncertainties different instants associated with processes. Subsequently, obtained. Validation results show that comparing crude Monte Carlo simulation, proposed remarkably trajectories. The efficiency accuracy demonstrated.