Paper Information

Journal:   INTERNATIONAL JOURNAL OF OPTIMIZATION IN CIVIL ENGINEERING   2017 , Volume 7 , Number 1; Page(s) 93 To 107.
 
Paper: 

AN ADAPTIVE IMPORTANCE SAMPLING-BASED ALGORITHM USING THE FIRST-ORDER METHOD FOR STRUCTURAL RELIABILITY

 
Author(s):  SHAYANFAR M.A.*, BARKHORDARI M.A., ROUDAK M.A.
 
* THE CENTRE OF EXCELLENCE FOR FUNDAMENTAL STUDIES IN STRUCTURAL ENGINEERING, IRAN UNIVERSITY OF SCIENCE AND TECHNOLOGY, NARMAK, TEHRAN 16846, IRAN
 
Abstract: 

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 algorithm applying the concepts of first-order reliability method (FORM) and using (1) a new simple technique to select an appropriate initial point as the location of design point, (2) a new criterion to update this design point in each iteration and (3) a new sampling density function, is proposed to reduce the number of deterministic analyses. Besides, although this algorithm works with the position of design point, it does not need any extra knowledge and updates this position based on previous generated results.
Through illustrative examples, commonly used in the literature to test the performance of new algorithms, it will be shown that the proposed method needs fewer number of limit state function (LSF) evaluations.

 
Keyword(s): RELIABILITY ANALYSIS, MONTE CARLO SIMULATION, IMPORTANCE SAMPLING, FIRST-ORDER RELIABILITY METHOD, DESIGN POINT
 
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