重点サンプリング・シミュレーションによる構造システムの信頼性解析

概要

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This paper is concerned with the reliability analysis of structural systems based on the importance sampling simulation, which samples from an importance sampling probability density function introduced so as to improve the sampling efficiency over the tail part of probability distribution. In order to study the properties of importance sampling simulation method, the failure probabilities for several types of limit state function of structures are estimated and are compared with those based on the conventional Monte Carlo method. It is shown that the importance sampling simulation method gives better estimations of failure probabilites with smaller sample variances than those based on the Monte Carlo method for the same sample size of simulation. As the importance sampling density functions, those located at the design point of AFOSM method with the same type of probability density functions of structural strengthes and applied loads, are most effective for the estimation of failure probabilities of structural systems.
1990-12-15