A Comparative Study of Reliability Estimation Procedures for High Dimensions

In this paper, available standard procedures for the evaluation of failure probabilities are compared and critically discussed in view of their applications in high dimensions, multiple failure domains and implicit performance function (FE-analyses). Approximate FORM/SORM and Importance Sampling are compared with Line Sampling. It is shown that FORM lacks robustness in high dimensions and SORM is simply not feasible for this class of problems. Importance Sampling also looses its robustnes and accuracy in case a surrogate limit state functions, determined by the response surface method, is used. The proposed Line Sampling procedure, however, does not require any approximating surrogate limit state surface and therefore combines the property of robustnes with accuracy. Moreover, multiple failure domain can be treated quite simple and straight forward.