Sequential importance sampling for structural reliability analysis
نویسندگان
چکیده
منابع مشابه
AN ADAPTIVE IMPORTANCE SAMPLING-BASED ALGORITHM USING THE FIRST-ORDER METHOD FOR STRUCTURAL RELIABILITY
Monte Carlo simulation (MCS) is a useful tool for computation of probability of failure in reliability analysis. However, the large number of samples, often required for acceptable accuracy, makes it time-consuming. Importance sampling is a method on the basis of MCS which has been proposed to reduce the computational time of MCS. In this paper, a new adaptive importance sampling-based algorith...
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Reliability sensitivity analysis aims at studying the influence of the parameters in the probabilistic model onto the probability of failure of a given system. Such an influence may either be quantified on a given range of values of the parameters of interest using a parametric analysis, or only locally by means of its partial derivatives. This paper is concerned with the latter approach when t...
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ژورنال
عنوان ژورنال: Structural Safety
سال: 2016
ISSN: 0167-4730
DOI: 10.1016/j.strusafe.2016.06.002