A BENCHMARK STUDY ON IMPORTANCE SAMPLING TECHNIQUES IN STRUCTURAL RELIABILITY

被引：247

作者：

ENGELUND, S

RACKWITZ, R

机构：

[1] Technische Universität München, Laboratorium für den Konstruktiven Ingenieurbau, D-8000 München 2

来源：

STRUCTURAL SAFETY | 1993年 / 12卷 / 04期

关键词：

STRUCTURAL RELIABILITY; PROBABILITY INTEGRATION; MONTE-CARLO METHODS; SIMULATION; IMPORTANCE SAMPLING;

D O I：

10.1016/0167-4730(93)90056-7

中图分类号：

TU [建筑科学];

学科分类号：

0813 ;

摘要：

Several widely used importance sampling methods lor the estimation of failure probabilities are compared. The methods are briefly reviewed, and a set of evaluation criteria for the comparison of the methods is chosen. In order to perform a fair comparison the developers of the schemes were asked to solve a number of problems selected in view of the evaluation criteria. Their solutions are presented and discussed. Conclusions about the performances of the schemes under different circumstances arc given.

引用

页码：255 / 276

页数：22

共 25 条

[1]

ANG GL, 1991, 6TH P INT C APPL STA, V1, P289

[2] PROBABILITY INTEGRATION BY DIRECTIONAL SIMULATION [J].