Ductile structural system reliability analysis using adaptive importance sampling

This paper presents a hybrid technique for efficient system reliability estimation of large ductile framed structures. The proposed procedure starts with a simple enumeration scheme, but quickly changes to an adaptive importance sampling scheme to make the process more efficient and easier to implement. The method solves the problem of including the effect of multiple failure sequences in an importance sampling scheme, for the system reliability estimation of large structures. The enumeration method is used to identify the first complete failure sequence. This failure sequence defines the initial failure domain for starting the adaptive sampling process. A weighted multi-modal sampling density is used to account for the contribution of different regions in the sampling domain to the system failure probability. As the simulation progresses, the failure domain is gradually modified to include the effect of other significant failure sequences and arrive at an accurate estimate of the system failure probability. (C) 1998 Elsevier Science Ltd. All rights reserved.