Probability Integration by Directional Simulation

Probability Integration by Directional Simulation

Reliability evaluation methods based on directional simulation for structural reliability analysis is treated herein. The methods can be used to check results obtained by a first- or second-order reliability method. Directional importance sampling based on first- and second-order reliability results...

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Veröffentlicht in:Journal of engineering mechanics 1988-08, Vol.114 (8), p.1285-1302
1. Verfasser: Bjerager, Peter
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Sprache:eng
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Applied sciences
Buildings. Public works
Computation methods. Tables. Charts
Exact sciences and technology
Structural analysis. Stresses
TECHNICAL PAPERS
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container_title Journal of engineering mechanics
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creator Bjerager, Peter
description Reliability evaluation methods based on directional simulation for structural reliability analysis is treated herein. The methods can be used to check results obtained by a first- or second-order reliability method. Directional importance sampling based on first- and second-order reliability results is used to reduce the variance on the probability estimator. Sampling densities and procedures for important types of failure surfaces considered in the space of independent and standardized Gaussian variables are set up. The types include hyper-spheres, hyperplanes, rotationally symmetrical hyperparaboloids, surfaces defining a convex polyhedral failure set, as well as series-systems failure surfaces.
doi_str_mv 10.1061/(ASCE)0733-9399(1988)114:8(1285)
format Article
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source American Society of Civil Engineers:NESLI2:Journals:2014
subjects Applied sciences
Buildings. Public works
Computation methods. Tables. Charts
Exact sciences and technology
Structural analysis. Stresses
TECHNICAL PAPERS
title Probability Integration by Directional Simulation
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